USBOX vs. SGOIX

Last updated Apr 1, 2026

Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and First Eagle Overseas Fund Class I (SGOIX).

USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. SGOIX is managed by First Eagle.

Performance

USBOX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pear Tree Quality Fund (USBOX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

USBOX vs. SGOIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USBOX Pear Tree Quality Fund	-9.51%	15.77%	17.99%	29.20%	-16.25%	16.50%	18.06%	31.18%	-1.97%	28.49%
SGOIX First Eagle Overseas Fund Class I	1.44%	39.06%	6.45%	10.73%	-7.86%	5.25%	7.25%	17.90%	-9.95%	14.38%

Returns By Period

In the year-to-date period, USBOX achieves a -9.51% return, which is significantly lower than SGOIX's 1.44% return. Over the past 10 years, USBOX has outperformed SGOIX with an annualized return of 12.17%, while SGOIX has yielded a comparatively lower 8.06% annualized return.

USBOX

• 1D: -0.05%
• 1M: -10.18%
• YTD: -9.51%
• 6M: -5.85%
• 1Y: 5.61%
• 3Y*: 13.58%
• 5Y*: 7.72%
• 10Y*: 12.17%

SGOIX

• 1D: 0.19%
• 1M: -10.98%
• YTD: 1.44%
• 6M: 7.39%
• 1Y: 27.04%
• 3Y*: 15.87%
• 5Y*: 9.77%
• 10Y*: 8.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

USBOX vs. SGOIX - Expense Ratio Comparison

USBOX has a 1.16% expense ratio, which is higher than SGOIX's 0.88% expense ratio.

USBOX

Pear Tree Quality Fund

SGOIX

First Eagle Overseas Fund Class I

Return for Risk

USBOX vs. SGOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USBOX

USBOX Risk / Return Rank: 14
USBOX Sharpe Ratio Rank: 15
USBOX Sortino Ratio Rank: 15
USBOX Omega Ratio Rank: 14
USBOX Calmar Ratio Rank: 11
USBOX Martin Ratio Rank: 13

SGOIX

SGOIX Risk / Return Rank: 89
SGOIX Sharpe Ratio Rank: 92
SGOIX Sortino Ratio Rank: 90
SGOIX Omega Ratio Rank: 89
SGOIX Calmar Ratio Rank: 87
SGOIX Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USBOX vs. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and First Eagle Overseas Fund Class I (SGOIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	USBOX	SGOIX	Difference
Sharpe ratio Return per unit of total volatility	0.39	1.97	-1.59
Sortino ratio Return per unit of downside risk	0.67	2.51	-1.84
Omega ratio Gain probability vs. loss probability	1.09	1.39	-0.30
Calmar ratio Return relative to maximum drawdown	0.28	2.25	-1.97
Martin ratio Return relative to average drawdown	1.08	9.52	-8.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USBOX vs. SGOIX - Sharpe Ratio Comparison

The current USBOX Sharpe Ratio is 0.39, which is lower than the SGOIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of USBOX and SGOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USBOX	SGOIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	1.97	-1.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.84	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.71	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.87	-0.42

Correlation

The correlation between USBOX and SGOIX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

USBOX vs. SGOIX - Dividend Comparison

USBOX's dividend yield for the trailing twelve months is around 32.24%, more than SGOIX's 8.33% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
USBOX Pear Tree Quality Fund	32.24%	29.17%	8.71%	4.37%	14.55%	0.88%	7.47%	19.65%	15.43%	6.92%	6.19%	12.85%
SGOIX First Eagle Overseas Fund Class I	8.33%	8.45%	8.49%	2.45%	3.81%	5.92%	0.47%	5.70%	3.36%	3.59%	3.80%	1.58%

Drawdowns

USBOX vs. SGOIX - Drawdown Comparison

The maximum USBOX drawdown since its inception was -65.67%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for USBOX and SGOIX.

Drawdown Indicators

	USBOX	SGOIX	Difference
Max Drawdown Largest peak-to-trough decline	-65.67%	-35.54%	-30.13%
Max Drawdown (1Y) Largest decline over 1 year	-12.76%	-11.35%	-1.41%
Max Drawdown (5Y) Largest decline over 5 years	-30.42%	-21.39%	-9.03%
Max Drawdown (10Y) Largest decline over 10 years	-30.42%	-24.79%	-5.63%
Current Drawdown Current decline from peak	-12.76%	-10.98%	-1.78%
Average Drawdown Average peak-to-trough decline	-17.17%	-4.57%	-12.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	2.68%	+0.58%

Volatility

USBOX vs. SGOIX - Volatility Comparison

The current volatility for Pear Tree Quality Fund (USBOX) is 4.65%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USBOX	SGOIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	5.81%	-1.16%
Volatility (6M) Calculated over the trailing 6-month period	9.46%	9.60%	-0.14%
Volatility (1Y) Calculated over the trailing 1-year period	16.07%	13.48%	+2.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	11.73%	+4.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	11.34%	+5.75%