USBOX vs. VOOG
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and Vanguard S&P 500 Growth ETF (VOOG).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
USBOX vs. VOOG - Performance Comparison
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USBOX vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | -6.97% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Returns By Period
In the year-to-date period, USBOX achieves a -9.51% return, which is significantly lower than VOOG's -6.97% return. Over the past 10 years, USBOX has underperformed VOOG with an annualized return of 12.17%, while VOOG has yielded a comparatively higher 15.86% 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%
VOOG
- 1D
- 1.30%
- 1M
- -4.28%
- YTD
- -6.97%
- 6M
- -5.29%
- 1Y
- 23.21%
- 3Y*
- 22.32%
- 5Y*
- 12.46%
- 10Y*
- 15.86%
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USBOX vs. VOOG - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
USBOX vs. VOOG — Risk / Return Rank
USBOX
VOOG
USBOX vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and Vanguard S&P 500 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 1.05 | -0.66 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.62 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.23 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.76 | -1.48 |
Martin ratioReturn relative to average drawdown | 1.08 | 6.81 | -5.73 |
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 | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 1.05 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.59 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.77 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.84 | -0.39 |
Correlation
The correlation between USBOX and VOOG is 0.90, 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. VOOG - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 32.24%, more than VOOG's 0.53% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
USBOX vs. VOOG - Drawdown Comparison
The maximum USBOX drawdown since its inception was -65.67%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for USBOX and VOOG.
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Drawdown Indicators
| USBOX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.67% | -32.73% | -32.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -13.71% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -32.73% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -30.42% | -32.73% | +2.31% |
Current DrawdownCurrent decline from peak | -12.76% | -9.07% | -3.69% |
Average DrawdownAverage peak-to-trough decline | -17.17% | -5.01% | -12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.54% | -0.28% |
Volatility
USBOX vs. VOOG - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 4.65%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USBOX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 7.28% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 12.68% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 22.28% | -6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 21.16% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 20.65% | -3.56% |