AGLOX vs. ARGFX
AGLOX (Ariel Global Fund) and ARGFX (Ariel Fund) are both mutual funds - AGLOX is a Global Equities fund managed by Ariel Investments, while ARGFX is a Mid Cap Value Equities fund managed by Ariel Investments. Over the past 10 years, AGLOX returned 9.77%/yr vs 10.54%/yr for ARGFX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. AGLOX charges 1.13%/yr vs 1.00%/yr for ARGFX.
Performance
AGLOX vs. ARGFX - Performance Comparison
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Returns By Period
In the year-to-date period, AGLOX achieves a 20.96% return, which is significantly higher than ARGFX's 13.71% return. Over the past 10 years, AGLOX has underperformed ARGFX with an annualized return of 9.77%, while ARGFX has yielded a comparatively higher 10.54% annualized return.
AGLOX
- 1D
- 1.47%
- 1M
- -3.15%
- 6M
- 17.96%
- YTD
- 20.96%
- 1Y
- 33.54%
- 3Y*
- 17.75%
- 5Y*
- 11.68%
- 10Y*
- 9.77%
- ALL TIME*
- 9.64%
ARGFX
- 1D
- -0.13%
- 1M
- 1.34%
- 6M
- 8.08%
- YTD
- 13.71%
- 1Y
- 27.30%
- 3Y*
- 13.24%
- 5Y*
- 6.92%
- 10Y*
- 10.54%
- ALL TIME*
- 10.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AGLOX Ariel Global Fund | $0.00 | $0.00 | $0.00 |
ARGFX Ariel Fund | $0.00 | $0.00 | $0.00 |
AGLOX vs. ARGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGLOX Ariel Global Fund | 20.96% | 23.22% | 6.55% | 12.40% | -5.47% | 11.53% | 7.70% | 15.98% | -6.03% | 15.63% |
ARGFX Ariel Fund | 13.71% | 14.08% | 11.56% | 15.78% | -18.68% | 30.29% | 10.05% | 24.64% | -13.59% | 15.99% |
Correlation
The correlation between AGLOX and ARGFX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.71 |
The correlation between AGLOX and ARGFX shifts across timeframes, from 0.54 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AGLOX vs. ARGFX — Risk / Return Rank
AGLOX
ARGFX
AGLOX vs. ARGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ariel Global Fund (AGLOX) and Ariel Fund (ARGFX). 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.
| AGLOX | ARGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.24 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.06 | +0.93 |
| Martin ratioReturn relative to average drawdown | 10.46 | 6.06 | +4.40 |
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Drawdowns
AGLOX vs. ARGFX - Drawdown Comparison
The maximum AGLOX drawdown since its inception was -24.72%, smaller than the maximum ARGFX drawdown of -71.02%. Use the drawdown chart below to compare losses from any high point for AGLOX and ARGFX.
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Drawdown Indicators
| AGLOX | ARGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.72% | -71.02% | +46.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -12.36% | +1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.94% | -28.07% | +15.13% |
Max Drawdown (5Y)Largest decline over 5 years | -16.77% | -33.00% | +16.23% |
Max Drawdown (10Y)Largest decline over 10 years | -24.72% | -45.29% | +20.57% |
Current DrawdownCurrent decline from peak | -4.54% | -0.99% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -8.43% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.21% | -1.16% |
Volatility
AGLOX vs. ARGFX - Volatility Comparison
The current volatility for Ariel Global Fund (AGLOX) is 4.34%, while Ariel Fund (ARGFX) has a volatility of 4.62%. This indicates that AGLOX experiences smaller price fluctuations and is considered to be less risky than ARGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGLOX | ARGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 4.62% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 13.69% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 18.93% | -4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.04% | 22.44% | -9.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.22% | 22.70% | -9.48% |
AGLOX vs. ARGFX - Expense Ratio Comparison
AGLOX has a 1.13% expense ratio, which is higher than ARGFX's 1.00% expense ratio.
Dividends
AGLOX vs. ARGFX - Dividend Comparison
AGLOX's dividend yield for the trailing twelve months is around 13.54%, more than ARGFX's 10.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGLOX Ariel Global Fund | 13.54% | 16.38% | 27.80% | 18.51% | 4.82% | 2.00% | 0.85% | 4.39% | 3.42% | 4.48% | 2.65% | 0.81% |
ARGFX Ariel Fund | 10.38% | 11.80% | 5.49% | 5.09% | 9.01% | 5.56% | 5.33% | 5.81% | 10.35% | 6.30% | 6.56% | 16.28% |
Frequently Asked Questions
AGLOX and ARGFX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARGFX has higher volatility (4.62%) compared to AGLOX (4.34%). In terms of maximum drawdown, AGLOX dropped -24.72% vs ARGFX's -71.02%.
AGLOX currently has the higher Sharpe Ratio (2.18 vs 1.35), 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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