USBOX vs. VT
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and Vanguard Total World Stock ETF (VT).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
USBOX vs. VT - Performance Comparison
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USBOX vs. VT - 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% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, USBOX achieves a -9.51% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, USBOX has outperformed VT with an annualized return of 12.17%, while VT has yielded a comparatively lower 11.53% 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%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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USBOX vs. VT - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
USBOX vs. VT — Risk / Return Rank
USBOX
VT
USBOX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 1.25 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.84 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.27 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.83 | -1.55 |
Martin ratioReturn relative to average drawdown | 1.08 | 8.51 | -7.43 |
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 | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 1.25 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.58 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.67 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.40 | +0.05 |
Correlation
The correlation between USBOX and VT 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. VT - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 32.24%, more than VT's 1.82% 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% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
USBOX vs. VT - Drawdown Comparison
The maximum USBOX drawdown since its inception was -65.67%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for USBOX and VT.
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Drawdown Indicators
| USBOX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.67% | -50.27% | -15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -11.84% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -26.38% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -30.42% | -34.24% | +3.82% |
Current DrawdownCurrent decline from peak | -12.76% | -6.89% | -5.87% |
Average DrawdownAverage peak-to-trough decline | -17.17% | -7.08% | -10.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.55% | +0.71% |
Volatility
USBOX vs. VT - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 4.65%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USBOX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 6.33% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 9.95% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 17.24% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 15.98% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 17.20% | -0.11% |