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.
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.
Performance
USBOX vs. SPY - Performance Comparison
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Key characteristics
USBOX:
0.62
SPY:
0.70
USBOX:
0.80
SPY:
1.02
USBOX:
1.11
SPY:
1.15
USBOX:
0.50
SPY:
0.68
USBOX:
1.90
SPY:
2.57
USBOX:
4.09%
SPY:
4.93%
USBOX:
16.15%
SPY:
20.42%
USBOX:
-65.57%
SPY:
-55.19%
USBOX:
-4.31%
SPY:
-3.55%
Returns By Period
In the year-to-date period, USBOX achieves a 1.74% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, USBOX has outperformed SPY with an annualized return of 13.41%, while SPY has yielded a comparatively lower 12.73% annualized return.
USBOX
1.74%
3.63%
-0.89%
9.97%
14.19%
15.68%
13.41%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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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 8.56%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 8.56% | 8.71% | 4.37% | 14.55% | 10.71% | 7.47% | 19.65% | 15.43% | 6.92% | 6.19% | 12.85% | 12.69% |
SPY SPDR S&P 500 ETF | 1.22% | 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 -65.57%, 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.
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Volatility
USBOX vs. SPY - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 4.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. 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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