USBOX vs. STSEX
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and BlackRock Exchange Portfolio (STSEX).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. STSEX is managed by Blackrock. It was launched on Dec 17, 1976.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBOX or STSEX.
Key characteristics
| USBOX | STSEX | |
|---|---|---|
| YTD Return | 21.55% | 18.85% |
| 1Y Return | 24.56% | 24.34% |
| 3Y Return (Ann) | 0.78% | 10.98% |
| 5Y Return (Ann) | 4.43% | 15.28% |
| 10Y Return (Ann) | 3.34% | 11.84% |
| Sharpe Ratio | 2.15 | 2.47 |
| Sortino Ratio | 2.81 | 3.27 |
| Omega Ratio | 1.39 | 1.45 |
| Calmar Ratio | 1.45 | 3.77 |
| Martin Ratio | 13.81 | 16.74 |
| Ulcer Index | 1.90% | 1.55% |
| Daily Std Dev | 12.17% | 10.44% |
| Max Drawdown | -72.83% | -49.89% |
| Current Drawdown | -0.28% | -0.46% |
Correlation
The correlation between USBOX and STSEX is 0.88, 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. STSEX - Performance Comparison
In the year-to-date period, USBOX achieves a 21.55% return, which is significantly higher than STSEX's 18.85% return. Over the past 10 years, USBOX has underperformed STSEX with an annualized return of 3.34%, while STSEX has yielded a comparatively higher 11.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USBOX vs. STSEX - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than STSEX's 0.81% expense ratio.
Risk-Adjusted Performance
USBOX vs. STSEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and BlackRock Exchange Portfolio (STSEX). 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. STSEX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 0.29%, less than STSEX's 0.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 0.29% | 0.35% | 0.48% | 0.22% | 0.50% | 0.83% | 0.72% | 0.92% | 1.18% | 1.00% | 1.90% | 1.04% |
STSEX BlackRock Exchange Portfolio | 0.90% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% | 2.43% | 1.65% |
Drawdowns
USBOX vs. STSEX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -72.83%, which is greater than STSEX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for USBOX and STSEX. For additional features, visit the drawdowns tool.
Volatility
USBOX vs. STSEX - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 3.51%, while BlackRock Exchange Portfolio (STSEX) has a volatility of 4.35%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than STSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.