APFDX vs. CIVVX
Compare and contrast key facts about Artisan Global Discovery Fund (APFDX) and Causeway International Value Fund (CIVVX).
APFDX is managed by Artisan Partners Funds. It was launched on Aug 20, 2017. CIVVX is managed by Causeway. It was launched on Oct 25, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: APFDX or CIVVX.
Key characteristics
| APFDX | CIVVX | |
|---|---|---|
| YTD Return | 18.11% | 6.23% |
| 1Y Return | 34.75% | 14.31% |
| 3Y Return (Ann) | -4.78% | 6.79% |
| 5Y Return (Ann) | 9.10% | 7.84% |
| Sharpe Ratio | 2.30 | 1.08 |
| Sortino Ratio | 3.16 | 1.52 |
| Omega Ratio | 1.41 | 1.19 |
| Calmar Ratio | 1.00 | 1.86 |
| Martin Ratio | 14.93 | 5.37 |
| Ulcer Index | 2.44% | 2.59% |
| Daily Std Dev | 15.80% | 12.83% |
| Max Drawdown | -45.09% | -61.07% |
| Current Drawdown | -14.37% | -7.32% |
Correlation
The correlation between APFDX and CIVVX is 0.66, 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
APFDX vs. CIVVX - Performance Comparison
In the year-to-date period, APFDX achieves a 18.11% return, which is significantly higher than CIVVX's 6.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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APFDX vs. CIVVX - Expense Ratio Comparison
APFDX has a 1.38% expense ratio, which is higher than CIVVX's 1.10% expense ratio.
Risk-Adjusted Performance
APFDX vs. CIVVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Discovery Fund (APFDX) and Causeway International Value Fund (CIVVX). 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.
Dividends
APFDX vs. CIVVX - Dividend Comparison
APFDX has not paid dividends to shareholders, while CIVVX's dividend yield for the trailing twelve months is around 1.53%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APFDX Artisan Global Discovery Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
CIVVX Causeway International Value Fund | 1.53% | 1.63% | 1.54% | 1.60% | 1.11% | 2.95% | 2.51% | 1.73% | 1.69% | 1.70% | 2.31% | 0.82% |
Drawdowns
APFDX vs. CIVVX - Drawdown Comparison
The maximum APFDX drawdown since its inception was -45.09%, smaller than the maximum CIVVX drawdown of -61.07%. Use the drawdown chart below to compare losses from any high point for APFDX and CIVVX. For additional features, visit the drawdowns tool.
Volatility
APFDX vs. CIVVX - Volatility Comparison
Artisan Global Discovery Fund (APFDX) has a higher volatility of 4.10% compared to Causeway International Value Fund (CIVVX) at 3.46%. This indicates that APFDX's price experiences larger fluctuations and is considered to be riskier than CIVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.