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AINTX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AINTXSPY
YTD Return6.96%23.55%
1Y Return22.91%41.88%
3Y Return (Ann)1.88%9.84%
5Y Return (Ann)3.66%15.74%
10Y Return (Ann)3.43%13.19%
Sharpe Ratio2.083.62
Sortino Ratio2.844.77
Omega Ratio1.371.68
Calmar Ratio1.344.11
Martin Ratio10.1423.79
Ulcer Index2.37%1.83%
Daily Std Dev11.51%12.04%
Max Drawdown-27.95%-55.19%
Current Drawdown-5.64%-0.48%

Correlation

-0.50.00.51.00.6

The correlation between AINTX and SPY is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AINTX vs. SPY - Performance Comparison

In the year-to-date period, AINTX achieves a 6.96% return, which is significantly lower than SPY's 23.55% return. Over the past 10 years, AINTX has underperformed SPY with an annualized return of 3.43%, while SPY has yielded a comparatively higher 13.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
3.96%
16.63%
AINTX
SPY

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AINTX vs. SPY - Expense Ratio Comparison

AINTX has a 1.13% expense ratio, which is higher than SPY's 0.09% expense ratio.


AINTX
Ariel International Fund
Expense ratio chart for AINTX: 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%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

AINTX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ariel International Fund (AINTX) and SPDR S&P 500 ETF (SPY). 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.


AINTX
Sharpe ratio
The chart of Sharpe ratio for AINTX, currently valued at 2.08, compared to the broader market-2.000.002.004.002.08
Sortino ratio
The chart of Sortino ratio for AINTX, currently valued at 2.84, compared to the broader market0.005.0010.002.84
Omega ratio
The chart of Omega ratio for AINTX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for AINTX, currently valued at 1.34, compared to the broader market0.005.0010.0015.0020.001.34
Martin ratio
The chart of Martin ratio for AINTX, currently valued at 10.14, compared to the broader market0.0020.0040.0060.0080.00100.0010.14
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 3.62, compared to the broader market-2.000.002.004.003.62
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 4.77, compared to the broader market0.005.0010.004.77
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.68, compared to the broader market1.002.003.004.001.68
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 4.11, compared to the broader market0.005.0010.0015.0020.004.11
Martin ratio
The chart of Martin ratio for SPY, currently valued at 23.79, compared to the broader market0.0020.0040.0060.0080.00100.0023.79

AINTX vs. SPY - Sharpe Ratio Comparison

The current AINTX Sharpe Ratio is 2.08, which is lower than the SPY Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of AINTX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
2.08
3.62
AINTX
SPY

Dividends

AINTX vs. SPY - Dividend Comparison

AINTX's dividend yield for the trailing twelve months is around 1.53%, more than SPY's 1.20% yield.


TTM20232022202120202019201820172016201520142013
AINTX
Ariel International Fund
1.53%1.63%0.00%2.53%1.47%1.59%1.17%1.76%1.69%0.20%3.85%1.26%
SPY
SPDR S&P 500 ETF
1.20%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

AINTX vs. SPY - Drawdown Comparison

The maximum AINTX drawdown since its inception was -27.95%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AINTX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.64%
-0.48%
AINTX
SPY

Volatility

AINTX vs. SPY - Volatility Comparison

Ariel International Fund (AINTX) has a higher volatility of 3.03% compared to SPDR S&P 500 ETF (SPY) at 2.67%. This indicates that AINTX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.03%
2.67%
AINTX
SPY