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APFOX vs. ARTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APFOX vs. ARTRX - 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 Opportunities Fund Class I (ARTRX). The values are adjusted to include any dividend payments, if applicable.

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APFOX vs. ARTRX - Yearly Performance Comparison


2026 (YTD)2025202420232022
APFOX
Artisan Emerging Markets Debt Opportunities Fund
0.34%13.45%10.61%11.44%7.85%
ARTRX
Artisan Global Opportunities Fund Class I
-7.40%8.91%14.82%23.02%-10.25%

Returns By Period

In the year-to-date period, APFOX achieves a 0.34% return, which is significantly higher than ARTRX's -7.40% return.


APFOX

1D
-0.35%
1M
-3.03%
YTD
0.34%
6M
4.42%
1Y
13.06%
3Y*
10.82%
5Y*
10Y*

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)

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APFOX vs. ARTRX - Expense Ratio Comparison

APFOX has a 1.25% expense ratio, which is higher than ARTRX's 1.14% expense ratio.


Return for Risk

APFOX vs. ARTRX — 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: 9999
Sharpe Ratio Rank
APFOX Sortino Ratio Rank: 9898
Sortino Ratio Rank
APFOX Omega Ratio Rank: 9898
Omega Ratio Rank
APFOX Calmar Ratio Rank: 9494
Calmar Ratio Rank
APFOX Martin Ratio Rank: 9595
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.

APFOX vs. ARTRX - 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 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.


APFOXARTRXDifference

Sharpe ratio

Return per unit of total volatility

3.80

0.30

+3.50

Sortino ratio

Return per unit of downside risk

4.87

0.53

+4.35

Omega ratio

Gain probability vs. loss probability

2.00

1.07

+0.92

Calmar ratio

Return relative to maximum drawdown

3.09

0.24

+2.85

Martin ratio

Return relative to average drawdown

12.77

0.73

+12.04

APFOX vs. ARTRX - Sharpe Ratio Comparison

The current APFOX Sharpe Ratio is 3.80, which is higher than the ARTRX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of APFOX 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.


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Sharpe Ratios by Period


APFOXARTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.80

0.30

+3.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

2.99

0.49

+2.50

Correlation

The correlation between APFOX and ARTRX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

APFOX vs. ARTRX - Dividend Comparison

APFOX's dividend yield for the trailing twelve months is around 7.56%, more than ARTRX's 3.86% yield.


TTM20252024202320222021202020192018201720162015
APFOX
Artisan Emerging Markets Debt Opportunities Fund
7.56%5.71%9.39%9.03%7.17%0.00%0.00%0.00%0.00%0.00%0.00%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

APFOX vs. ARTRX - Drawdown Comparison

The maximum APFOX drawdown since its inception was -5.69%, smaller than the maximum ARTRX drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for APFOX and ARTRX.


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Drawdown Indicators


APFOXARTRXDifference

Max Drawdown

Largest peak-to-trough decline

-5.69%

-46.00%

+40.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-12.71%

+9.50%

Max Drawdown (5Y)

Largest decline over 5 years

-38.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.37%

Current Drawdown

Current decline from peak

-3.21%

-12.71%

+9.50%

Average Drawdown

Average peak-to-trough decline

-0.72%

-8.30%

+7.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

4.25%

-3.31%

Volatility

APFOX vs. ARTRX - Volatility Comparison

The current volatility for Artisan Emerging Markets Debt Opportunities Fund (APFOX) is 1.59%, while Artisan Global Opportunities Fund Class I (ARTRX) has a volatility of 5.29%. This indicates that APFOX experiences smaller price fluctuations and is considered to be less risky than ARTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APFOXARTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

5.29%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

10.66%

-8.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

17.40%

-13.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

19.66%

-15.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

18.93%

-15.17%