APDGX vs. SGSCX
APDGX (Artisan Global Value Fund Advisor Class) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past 10 years, APDGX returned 12.10%/yr vs 8.38%/yr for SGSCX. Their correlation of 0.82 means they have usually moved in the same direction. Both charge a 1.12% expense ratio.
Performance
APDGX vs. SGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, APDGX achieves a 11.70% return, which is significantly lower than SGSCX's 18.12% return. Over the past 10 years, APDGX has outperformed SGSCX with an annualized return of 12.10%, while SGSCX has yielded a comparatively lower 8.38% annualized return.
APDGX
- 1D
- 0.38%
- 1M
- 0.22%
- 6M
- 7.16%
- YTD
- 11.70%
- 1Y
- 28.24%
- 3Y*
- 21.11%
- 5Y*
- 12.77%
- 10Y*
- 12.10%
- ALL TIME*
- 11.99%
SGSCX
- 1D
- -0.26%
- 1M
- -2.09%
- 6M
- 9.43%
- YTD
- 18.12%
- 1Y
- 36.00%
- 3Y*
- 15.96%
- 5Y*
- 7.57%
- 10Y*
- 8.38%
- ALL TIME*
- 8.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
APDGX vs. SGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
APDGX Artisan Global Value Fund Advisor Class | 11.70% | 34.25% | 10.80% | 26.76% | -13.40% | 15.70% | 6.65% | 23.98% | -12.99% | 21.77% |
SGSCX DWS Global Small Cap Fund | 18.12% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
Correlation
The correlation between APDGX and SGSCX is 0.64, 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. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.82 |
The correlation between APDGX and SGSCX shifts across timeframes, from 0.64 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
APDGX vs. SGSCX — Risk / Return Rank
APDGX
SGSCX
APDGX vs. SGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Value Fund Advisor Class (APDGX) and DWS Global Small Cap Fund (SGSCX). 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.
| APDGX | SGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.36 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.65 | -1.01 |
| Martin ratioReturn relative to average drawdown | 11.14 | 12.81 | -1.66 |
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Drawdowns
APDGX vs. SGSCX - Drawdown Comparison
The maximum APDGX drawdown since its inception was -39.94%, smaller than the maximum SGSCX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for APDGX and SGSCX.
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Drawdown Indicators
| APDGX | SGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.94% | -62.26% | +22.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -9.54% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -10.68% | -22.37% | +11.69% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -33.72% | +7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -39.94% | -45.98% | +6.04% |
Current DrawdownCurrent decline from peak | -0.95% | -4.36% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -14.06% | +8.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.71% | -0.29% |
Volatility
APDGX vs. SGSCX - Volatility Comparison
The current volatility for Artisan Global Value Fund Advisor Class (APDGX) is 3.35%, while DWS Global Small Cap Fund (SGSCX) has a volatility of 4.87%. This indicates that APDGX experiences smaller price fluctuations and is considered to be less risky than SGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| APDGX | SGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.87% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 12.84% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 16.49% | -4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 18.99% | -4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 19.39% | -2.29% |
APDGX vs. SGSCX - Expense Ratio Comparison
Both APDGX and SGSCX have an expense ratio of 1.12%.
Dividends
APDGX vs. SGSCX - Dividend Comparison
APDGX's dividend yield for the trailing twelve months is around 4.24%, less than SGSCX's 8.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APDGX Artisan Global Value Fund Advisor Class | 4.24% | 4.73% | 5.56% | 3.04% | 3.84% | 9.53% | 0.09% | 1.46% | 6.54% | 2.18% | 2.76% | 0.00% |
SGSCX DWS Global Small Cap Fund | 8.78% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
Frequently Asked Questions
APDGX and SGSCX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGSCX has higher volatility (4.87%) compared to APDGX (3.35%). In terms of maximum drawdown, APDGX dropped -39.94% vs SGSCX's -62.26%.
APDGX currently has the higher Sharpe Ratio (2.24 vs 2.12), 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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