USBOX vs. SSSYX
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and State Street Equity 500 Index Fund Class K (SSSYX).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
USBOX vs. SSSYX - Performance Comparison
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USBOX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, USBOX achieves a -9.51% return, which is significantly lower than SSSYX's -7.05% return. Over the past 10 years, USBOX has underperformed SSSYX with an annualized return of 12.17%, while SSSYX has yielded a comparatively higher 13.69% 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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USBOX vs. SSSYX - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
USBOX vs. SSSYX — Risk / Return Rank
USBOX
SSSYX
USBOX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.84 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.30 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.06 | -0.78 |
Martin ratioReturn relative to average drawdown | 1.08 | 5.13 | -4.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USBOX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.84 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.68 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.11 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.11 | +0.34 |
Correlation
The correlation between USBOX and SSSYX is 0.93, 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.
Dividends
USBOX vs. SSSYX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 32.24%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
USBOX vs. SSSYX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -65.67%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for USBOX and SSSYX.
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Drawdown Indicators
| USBOX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.67% | -91.48% | +25.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -12.10% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -24.49% | -5.93% |
Max Drawdown (10Y)Largest decline over 10 years | -30.42% | -91.48% | +61.06% |
Current DrawdownCurrent decline from peak | -12.76% | -8.88% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -17.17% | -4.20% | -12.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.49% | +0.77% |
Volatility
USBOX vs. SSSYX - Volatility Comparison
Pear Tree Quality Fund (USBOX) has a higher volatility of 4.65% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that USBOX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USBOX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.24% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 9.08% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 18.10% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.85% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 124.43% | -107.34% |