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Ariel Global Fund (AGLOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0403378674
CUSIP040337867
IssuerAriel Investments
Inception DateDec 29, 2011
CategoryGlobal Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

AGLOX has a high expense ratio of 1.13%, indicating higher-than-average management fees.


Expense ratio chart for AGLOX: current value at 1.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.13%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ariel Global Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
4.00%
9.56%
AGLOX (Ariel Global Fund)
Benchmark (^GSPC)

Returns By Period

Ariel Global Fund had a return of 10.50% year-to-date (YTD) and 21.40% in the last 12 months. Over the past 10 years, Ariel Global Fund had an annualized return of 6.58%, while the S&P 500 had an annualized return of 11.26%, indicating that Ariel Global Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.50%19.70%
1 month2.94%1.08%
6 months4.00%9.56%
1 year21.40%34.99%
5 years (annualized)8.57%14.15%
10 years (annualized)6.58%11.26%

Monthly Returns

The table below presents the monthly returns of AGLOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.45%2.72%4.98%-4.56%2.70%-1.16%2.85%0.36%3.60%10.50%
20233.58%-2.05%2.69%1.46%-2.13%4.05%1.58%-2.33%-2.39%-4.13%8.53%3.63%12.40%
20220.99%-2.71%1.89%-3.44%2.49%-4.36%0.35%-3.45%-7.16%5.91%6.96%-2.08%-5.47%
20210.96%1.84%0.64%1.73%2.44%1.89%-1.42%1.93%-4.39%3.63%-2.57%4.64%11.53%
2020-0.51%-5.97%-7.30%8.62%0.95%1.88%0.66%3.99%-3.27%-3.58%7.09%6.34%7.70%
20196.52%1.26%1.12%1.69%-5.82%5.29%-1.55%-1.96%2.80%0.84%1.94%3.37%15.98%
20184.90%-3.19%-1.27%1.74%-1.39%0.38%3.83%0.25%1.04%-5.77%2.06%-7.99%-6.03%
20171.42%2.53%1.71%0.81%3.21%-0.52%2.54%0.82%1.01%-1.18%1.73%0.61%15.63%
2016-4.02%-0.08%6.78%0.36%-0.28%-0.36%3.72%0.07%0.62%-3.42%0.07%2.17%5.30%
2015-0.44%4.24%-0.84%3.32%-0.75%-2.34%0.56%-4.84%-3.32%8.09%-0.00%-2.62%0.35%
2014-2.65%4.91%0.37%0.67%1.91%1.87%-0.78%2.99%-3.32%1.58%0.86%-2.90%5.29%
20134.65%0.27%2.98%3.60%1.78%-1.00%4.45%-1.13%5.04%2.94%1.36%0.08%27.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGLOX is 41, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AGLOX is 4141
AGLOX (Ariel Global Fund)
The Sharpe Ratio Rank of AGLOX is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of AGLOX is 2929Sortino Ratio Rank
The Omega Ratio Rank of AGLOX is 3737Omega Ratio Rank
The Calmar Ratio Rank of AGLOX is 7878Calmar Ratio Rank
The Martin Ratio Rank of AGLOX is 2727Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ariel Global Fund (AGLOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGLOX
Sharpe ratio
The chart of Sharpe ratio for AGLOX, currently valued at 1.92, compared to the broader market0.002.004.001.92
Sortino ratio
The chart of Sortino ratio for AGLOX, currently valued at 2.54, compared to the broader market0.005.0010.002.54
Omega ratio
The chart of Omega ratio for AGLOX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for AGLOX, currently valued at 2.05, compared to the broader market0.005.0010.0015.0020.002.05
Martin ratio
The chart of Martin ratio for AGLOX, currently valued at 8.80, compared to the broader market0.0020.0040.0060.0080.00100.008.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.0016.17

Sharpe Ratio

The current Ariel Global Fund Sharpe ratio is 1.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ariel Global Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.92
2.64
AGLOX (Ariel Global Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Ariel Global Fund granted a 16.75% dividend yield in the last twelve months. The annual payout for that period amounted to $2.87 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.87$2.87$0.79$0.37$0.14$0.69$0.48$0.69$0.37$0.11$0.14$0.29

Dividend yield

16.75%18.51%4.83%2.00%0.85%4.39%3.42%4.48%2.65%0.81%1.03%2.18%

Monthly Dividends

The table displays the monthly dividend distributions for Ariel Global Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.98$0.89$2.87
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.73$0.79
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.31$0.69
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.32$0.48
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.16$0.69
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.21$0.37
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.14
2013$0.29$0.00$0.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.38%
-0.92%
AGLOX (Ariel Global Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Ariel Global Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ariel Global Fund was 24.72%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Ariel Global Fund drawdown is 1.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.72%Feb 11, 202029Mar 23, 2020114Sep 2, 2020143
-16.77%Apr 5, 2022132Oct 12, 2022169Jun 15, 2023301
-15.75%Apr 29, 2015200Feb 11, 2016155Sep 22, 2016355
-14.9%Sep 24, 201864Dec 24, 2018244Dec 12, 2019308
-14.26%Apr 3, 201242Jun 1, 2012137Dec 19, 2012179

Volatility

Volatility Chart

The current Ariel Global Fund volatility is 3.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.03%
3.33%
AGLOX (Ariel Global Fund)
Benchmark (^GSPC)