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APFOX vs. APFPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APFOX vs. APFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Emerging Markets Debt Opportunities Fund (APFOX) and Artisan Global Unconstrained Fund (APFPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APFOX achieves a 5.74% return, which is significantly higher than APFPX's 4.09% return.


APFOX

1D
-0.09%
1M
1.60%
YTD
5.74%
6M
6.49%
1Y
15.59%
3Y*
11.52%
5Y*
10Y*

APFPX

1D
-0.18%
1M
0.11%
YTD
4.09%
6M
4.40%
1Y
11.47%
3Y*
9.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

APFOX vs. APFPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
APFOX
Artisan Emerging Markets Debt Opportunities Fund
5.74%13.45%10.61%11.44%8.51%
APFPX
Artisan Global Unconstrained Fund
4.09%10.21%11.33%6.67%6.73%

Correlation

The correlation between APFOX and APFPX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 17, 2022

0.35

Over the past year, the correlation between APFOX and APFPX has dropped to 0.14 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

APFOX vs. APFPX — Risk / Return Rank

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

APFOX
APFOX Risk / Return Rank: 9797
Overall Rank
APFOX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
APFOX Sortino Ratio Rank: 9999
Sortino Ratio Rank
APFOX Omega Ratio Rank: 9898
Omega Ratio Rank
APFOX Calmar Ratio Rank: 9393
Calmar Ratio Rank
APFOX Martin Ratio Rank: 9595
Martin Ratio Rank

APFPX
APFPX Risk / Return Rank: 9999
Overall Rank
APFPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
APFPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
APFPX Omega Ratio Rank: 9898
Omega Ratio Rank
APFPX Calmar Ratio Rank: 9999
Calmar Ratio Rank
APFPX Martin Ratio Rank: 9999
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.

APFOX vs. APFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Emerging Markets Debt Opportunities Fund (APFOX) and Artisan Global Unconstrained Fund (APFPX). 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.


APFOXAPFPXDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

2.39

2.16

+0.24

Calmar ratioReturn relative to maximum drawdown

4.87

12.89

-8.02

Martin ratioReturn relative to average drawdown

20.40

55.94

-35.53

APFOX vs. APFPX - Sharpe Ratio Comparison

The current APFOX Sharpe Ratio is 5.43, which is comparable to the APFPX Sharpe Ratio of 4.65. The chart below compares the historical Sharpe Ratios of APFOX and APFPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

APFOX vs. APFPX - Drawdown Comparison

The maximum APFOX drawdown since its inception was -5.69%, which is greater than APFPX's maximum drawdown of -2.10%. Use the drawdown chart below to compare losses from any high point for APFOX and APFPX.


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Drawdown Indicators


APFOXAPFPXDifference

Max Drawdown

Largest peak-to-trough decline

-5.69%

-2.10%

-3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-0.90%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-5.69%

-2.02%

-3.67%

Current Drawdown

Current decline from peak

-0.18%

-0.25%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.70%

-0.25%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.21%

+0.55%

Volatility

APFOX vs. APFPX - Volatility Comparison

Artisan Emerging Markets Debt Opportunities Fund (APFOX) has a higher volatility of 0.74% compared to Artisan Global Unconstrained Fund (APFPX) at 0.59%. This indicates that APFOX's price experiences larger fluctuations and is considered to be riskier than APFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APFOXAPFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.59%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

2.12%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

2.49%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.73%

2.75%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.73%

2.75%

+0.98%

APFOX vs. APFPX - Expense Ratio Comparison

APFOX has a 1.25% expense ratio, which is lower than APFPX's 1.54% expense ratio.


Dividends

APFOX vs. APFPX - Dividend Comparison

APFOX's dividend yield for the trailing twelve months is around 7.12%, more than APFPX's 4.58% yield.


PositionTTM2025202420232022
APFOX
Artisan Emerging Markets Debt Opportunities Fund
7.12%5.71%9.39%9.03%7.17%
APFPX
Artisan Global Unconstrained Fund
4.58%4.01%6.18%6.89%8.60%

Frequently Asked Questions


APFOX and APFPX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APFOX has higher volatility (0.74%) compared to APFPX (0.59%). In terms of maximum drawdown, APFOX dropped -5.69% vs APFPX's -2.10%.

APFOX currently has the higher Sharpe Ratio (5.43 vs 4.64), 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.

Portfolio Optimizer

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