USBOX vs. VFFSX
USBOX (Pear Tree Quality Fund) and VFFSX (Vanguard 500 Index Fund Institutional Select Shares) are both mutual funds - USBOX is a Quality Factor fund managed by Pear Tree Funds, while VFFSX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 5 years, USBOX returned 8.82%/yr vs 12.68%/yr for VFFSX. Their correlation of 0.94 means they have usually moved in the same direction. USBOX charges 1.16%/yr vs 0.01%/yr for VFFSX.
Performance
USBOX vs. VFFSX - Performance Comparison
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Returns By Period
In the year-to-date period, USBOX achieves a 6.62% return, which is significantly lower than VFFSX's 9.35% return.
USBOX
- 1D
- 1.37%
- 1M
- -0.09%
- 6M
- 4.85%
- YTD
- 6.62%
- 1Y
- 19.75%
- 3Y*
- 14.89%
- 5Y*
- 8.82%
- 10Y*
- 13.42%
- ALL TIME*
- 8.62%
VFFSX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.63%
- 3Y*
- 19.03%
- 5Y*
- 12.68%
- 10Y*
- —
- ALL TIME*
- 15.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
USBOX vs. VFFSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 6.62% | 15.77% | 17.99% | 29.20% | -16.25% | 16.50% | 18.06% | 31.18% | -1.97% | 28.49% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 9.35% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
Correlation
The correlation between USBOX and VFFSX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.94 |
The correlation between USBOX and VFFSX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
USBOX vs. VFFSX — Risk / Return Rank
USBOX
VFFSX
USBOX vs. VFFSX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USBOX | VFFSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.06 | -0.70 |
| Martin ratioReturn relative to average drawdown | 5.31 | 8.86 | -3.55 |
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Drawdowns
USBOX vs. VFFSX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -65.67%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for USBOX and VFFSX.
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Drawdown Indicators
| USBOX | VFFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.67% | -33.82% | -31.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -8.90% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.41% | -18.75% | +3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -24.51% | -5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -30.42% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -2.11% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -4.46% | -12.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.07% | +1.19% |
Volatility
USBOX vs. VFFSX - Volatility Comparison
Pear Tree Quality Fund (USBOX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX) have volatilities of 3.55% and 3.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USBOX | VFFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 3.45% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 10.10% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.08% | 12.86% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 17.02% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 18.36% | -1.21% |
USBOX vs. VFFSX - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than VFFSX's 0.01% expense ratio.
Dividends
USBOX vs. VFFSX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 27.36%, more than VFFSX's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 27.36% | 29.17% | 8.71% | 4.37% | 14.55% | 0.88% | 7.47% | 19.65% | 15.43% | 6.92% | 6.19% | 12.85% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.09% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
Frequently Asked Questions
USBOX and VFFSX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USBOX has higher volatility (3.55%) compared to VFFSX (3.45%). In terms of maximum drawdown, USBOX dropped -65.67% vs VFFSX's -33.82%.
VFFSX currently has the higher Sharpe Ratio (1.43 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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