USBOX vs. VOO
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and Vanguard S&P 500 ETF (VOO).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBOX or VOO.
Key characteristics
USBOX | VOO | |
---|---|---|
YTD Return | 18.50% | 18.91% |
1Y Return | 28.22% | 28.20% |
3Y Return (Ann) | 11.07% | 9.93% |
5Y Return (Ann) | 16.39% | 15.31% |
10Y Return (Ann) | 13.82% | 12.87% |
Sharpe Ratio | 2.38 | 2.21 |
Daily Std Dev | 11.79% | 12.64% |
Max Drawdown | -71.83% | -33.99% |
Current Drawdown | -0.73% | -0.60% |
Correlation
The correlation between USBOX and VOO 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. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with USBOX having a 18.50% return and VOO slightly higher at 18.91%. Over the past 10 years, USBOX has outperformed VOO with an annualized return of 13.82%, while VOO has yielded a comparatively lower 12.87% 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. VOO - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
USBOX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 3.69%, more than VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Pear Tree Quality Fund | 3.69% | 4.37% | 14.55% | 10.71% | 7.47% | 19.65% | 15.43% | 6.92% | 6.19% | 12.85% | 12.69% | 1.04% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
USBOX vs. VOO - Drawdown Comparison
The maximum USBOX drawdown since its inception was -71.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USBOX and VOO. For additional features, visit the drawdowns tool.
Volatility
USBOX vs. VOO - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 3.19%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.83%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.