USBOX vs. SPY
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and SPDR S&P 500 ETF (SPY).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBOX or SPY.
Correlation
The correlation between USBOX and SPY is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
USBOX vs. SPY - Performance Comparison
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Key characteristics
USBOX:
0.40
SPY:
0.50
USBOX:
0.72
SPY:
0.88
USBOX:
1.10
SPY:
1.13
USBOX:
0.44
SPY:
0.56
USBOX:
1.72
SPY:
2.17
USBOX:
3.98%
SPY:
4.85%
USBOX:
15.76%
SPY:
20.02%
USBOX:
-71.83%
SPY:
-55.19%
USBOX:
-6.53%
SPY:
-7.65%
Returns By Period
In the year-to-date period, USBOX achieves a -0.62% return, which is significantly higher than SPY's -3.42% return. Over the past 10 years, USBOX has outperformed SPY with an annualized return of 13.14%, while SPY has yielded a comparatively lower 12.35% annualized return.
USBOX
-0.62%
5.18%
-3.61%
5.92%
15.73%
13.14%
SPY
-3.42%
7.58%
-5.06%
9.73%
15.77%
12.35%
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USBOX vs. SPY - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
USBOX vs. SPY — Risk-Adjusted Performance Rank
USBOX
SPY
USBOX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
USBOX vs. SPY - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 0.17%, less than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 0.17% | 0.17% | 0.35% | 0.48% | 0.22% | 0.50% | 0.83% | 0.72% | 0.92% | 1.18% | 1.00% | 1.90% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
USBOX vs. SPY - Drawdown Comparison
The maximum USBOX drawdown since its inception was -71.83%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for USBOX and SPY. For additional features, visit the drawdowns tool.
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Volatility
USBOX vs. SPY - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 5.18%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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