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 0.91, 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
Key characteristics
USBOX:
0.85
SPY:
2.21
USBOX:
1.09
SPY:
2.93
USBOX:
1.18
SPY:
1.41
USBOX:
0.69
SPY:
3.26
USBOX:
5.49
SPY:
14.43
USBOX:
2.17%
SPY:
1.90%
USBOX:
14.04%
SPY:
12.41%
USBOX:
-72.83%
SPY:
-55.19%
USBOX:
-10.73%
SPY:
-2.74%
Returns By Period
In the year-to-date period, USBOX achieves a 9.64% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, USBOX has underperformed SPY with an annualized return of 3.11%, while SPY has yielded a comparatively higher 12.97% annualized return.
USBOX
9.64%
-8.15%
-4.27%
10.17%
5.10%
3.11%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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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 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.
Dividends
USBOX vs. SPY - Dividend Comparison
USBOX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 0.00% | 0.35% | 0.48% | 0.22% | 0.50% | 0.83% | 0.72% | 0.92% | 1.18% | 1.00% | 1.90% | 1.04% |
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
USBOX vs. SPY - Drawdown Comparison
The maximum USBOX drawdown since its inception was -72.83%, 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.
Volatility
USBOX vs. SPY - Volatility Comparison
Pear Tree Quality Fund (USBOX) has a higher volatility of 8.86% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that USBOX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.