USBOX vs. VFFSX
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. VFFSX is managed by Vanguard.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBOX or VFFSX.
Key characteristics
| USBOX | VFFSX | |
|---|---|---|
| YTD Return | 20.82% | 26.91% |
| 1Y Return | 23.82% | 37.57% |
| 3Y Return (Ann) | 0.58% | 10.23% |
| 5Y Return (Ann) | 4.33% | 15.95% |
| Sharpe Ratio | 1.96 | 3.05 |
| Sortino Ratio | 2.58 | 4.06 |
| Omega Ratio | 1.36 | 1.57 |
| Calmar Ratio | 1.32 | 4.44 |
| Martin Ratio | 12.55 | 20.08 |
| Ulcer Index | 1.90% | 1.87% |
| Daily Std Dev | 12.16% | 12.28% |
| Max Drawdown | -72.83% | -52.30% |
| Current Drawdown | -0.87% | -0.28% |
Correlation
The correlation between USBOX and VFFSX 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. VFFSX - Performance Comparison
In the year-to-date period, USBOX achieves a 20.82% return, which is significantly lower than VFFSX's 26.91% 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. VFFSX - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than VFFSX's 0.01% expense ratio.
Risk-Adjusted Performance
USBOX vs. VFFSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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. VFFSX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 0.29%, less than VFFSX's 1.23% 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% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.23% | 1.46% | 1.70% | 1.26% | 1.56% | 1.90% | 2.09% | 1.81% | 1.08% | 0.00% | 0.00% | 0.00% |
Drawdowns
USBOX vs. VFFSX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -72.83%, which is greater than VFFSX's maximum drawdown of -52.30%. Use the drawdown chart below to compare losses from any high point for USBOX and VFFSX. For additional features, visit the drawdowns tool.
Volatility
USBOX vs. VFFSX - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 3.43%, while Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has a volatility of 3.85%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than VFFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.