PortfoliosLab logoPortfoliosLab logo
APDIX vs. ARTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APDIX vs. ARTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Fund Advisor Class (APDIX) and Artisan Global Opportunities Fund Class I (ARTRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

APDIX vs. ARTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APDIX
Artisan International Fund Advisor Class
3.78%36.36%10.78%14.44%-19.44%9.01%7.75%29.33%-10.86%31.12%
ARTRX
Artisan Global Opportunities Fund Class I
-7.40%8.91%14.82%23.02%-30.38%13.48%39.84%35.54%-9.20%31.22%

Returns By Period

In the year-to-date period, APDIX achieves a 3.78% return, which is significantly higher than ARTRX's -7.40% return. Over the past 10 years, APDIX has underperformed ARTRX with an annualized return of 9.25%, while ARTRX has yielded a comparatively higher 10.27% annualized return.


APDIX

1D
-0.58%
1M
-8.94%
YTD
3.78%
6M
5.53%
1Y
29.45%
3Y*
18.32%
5Y*
9.45%
10Y*
9.25%

ARTRX

1D
-0.13%
1M
-8.25%
YTD
-7.40%
6M
-9.42%
1Y
5.50%
3Y*
9.30%
5Y*
2.80%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


APDIX vs. ARTRX - Expense Ratio Comparison

APDIX has a 1.05% expense ratio, which is lower than ARTRX's 1.14% expense ratio.


Return for Risk

APDIX vs. ARTRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APDIX
APDIX Risk / Return Rank: 8888
Overall Rank
APDIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
APDIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
APDIX Omega Ratio Rank: 8585
Omega Ratio Rank
APDIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
APDIX Martin Ratio Rank: 9191
Martin Ratio Rank

ARTRX
ARTRX Risk / Return Rank: 1212
Overall Rank
ARTRX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ARTRX Sortino Ratio Rank: 1212
Sortino Ratio Rank
ARTRX Omega Ratio Rank: 1212
Omega Ratio Rank
ARTRX Calmar Ratio Rank: 1111
Calmar Ratio Rank
ARTRX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

APDIX vs. ARTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund Advisor Class (APDIX) and Artisan Global Opportunities Fund Class I (ARTRX). 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.


APDIXARTRXDifference

Sharpe ratio

Return per unit of total volatility

1.85

0.30

+1.55

Sortino ratio

Return per unit of downside risk

2.38

0.53

+1.86

Omega ratio

Gain probability vs. loss probability

1.35

1.07

+0.28

Calmar ratio

Return relative to maximum drawdown

2.52

0.24

+2.28

Martin ratio

Return relative to average drawdown

10.62

0.73

+9.89

APDIX vs. ARTRX - Sharpe Ratio Comparison

The current APDIX Sharpe Ratio is 1.85, which is higher than the ARTRX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of APDIX and ARTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


APDIXARTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

0.30

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.14

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.54

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.49

+0.06

Correlation

The correlation between APDIX and ARTRX is 0.78, 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

APDIX vs. ARTRX - Dividend Comparison

APDIX's dividend yield for the trailing twelve months is around 22.01%, more than ARTRX's 3.86% yield.


TTM20252024202320222021202020192018201720162015
APDIX
Artisan International Fund Advisor Class
22.01%22.84%10.42%2.00%2.74%23.63%3.39%5.41%9.98%0.83%1.45%0.00%
ARTRX
Artisan Global Opportunities Fund Class I
3.86%3.57%12.34%2.30%0.00%10.78%6.67%6.94%7.32%4.15%0.17%0.70%

Drawdowns

APDIX vs. ARTRX - Drawdown Comparison

The maximum APDIX drawdown since its inception was -33.79%, smaller than the maximum ARTRX drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for APDIX and ARTRX.


Loading graphics...

Drawdown Indicators


APDIXARTRXDifference

Max Drawdown

Largest peak-to-trough decline

-33.79%

-46.00%

+12.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-12.71%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

-38.37%

+4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-38.37%

+4.58%

Current Drawdown

Current decline from peak

-9.77%

-12.71%

+2.94%

Average Drawdown

Average peak-to-trough decline

-7.06%

-8.30%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

4.25%

-1.66%

Volatility

APDIX vs. ARTRX - Volatility Comparison

Artisan International Fund Advisor Class (APDIX) has a higher volatility of 6.03% compared to Artisan Global Opportunities Fund Class I (ARTRX) at 5.29%. This indicates that APDIX's price experiences larger fluctuations and is considered to be riskier than ARTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


APDIXARTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

5.29%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

10.66%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

17.40%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

19.66%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

18.93%

-2.77%