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APFPX vs. APHFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APFPX vs. APHFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Global Unconstrained Fund (APFPX) and Artisan High Income Fund Class I (APHFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APFPX achieves a 5.11% return, which is significantly higher than APHFX's 0.92% return.


APFPX

1D
-0.09%
1M
0.79%
6M
3.18%
YTD
5.11%
1Y
11.25%
3Y*
9.14%
5Y*
10Y*
ALL TIME*
9.56%

APHFX

1D
0.00%
1M
-0.55%
6M
0.21%
YTD
0.92%
1Y
3.79%
3Y*
7.95%
5Y*
3.63%
10Y*
ALL TIME*
5.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

APFPX vs. APHFX - Yearly Performance Comparison


2026 (YTD)2025202420232022
APFPX
Artisan Global Unconstrained Fund
5.11%10.21%11.33%6.67%6.73%
APHFX
Artisan High Income Fund Class I
0.92%8.43%8.60%13.77%-4.73%

Correlation

The correlation between APFPX and APHFX is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.26

Correlation (3Y)
Balances recent behavior with more history.

-0.22

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

-0.14

The correlation between APFPX and APHFX shifts across timeframes, from -0.26 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

APFPX vs. APHFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

APFPX
APFPX Risk / Return Rank: 9999
Overall Rank
APFPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
APFPX Sortino Ratio Rank: 9999
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

APHFX
APHFX Risk / Return Rank: 4646
Overall Rank
APHFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
APHFX Sortino Ratio Rank: 6262
Sortino Ratio Rank
APHFX Omega Ratio Rank: 6161
Omega Ratio Rank
APHFX Calmar Ratio Rank: 2828
Calmar Ratio Rank
APHFX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

APFPX vs. APHFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Global Unconstrained Fund (APFPX) and Artisan High Income Fund Class I (APHFX). 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.


APFPXAPHFXDifference
Sharpe ratioReturn per unit of total volatility

+3.28

Sortino ratioReturn per unit of downside risk

+4.24

Omega ratioGain probability vs. loss probability

2.13

1.30

+0.83

Calmar ratioReturn relative to maximum drawdown

12.64

1.36

+11.29

Martin ratioReturn relative to average drawdown

51.39

6.01

+45.39

APFPX vs. APHFX - Sharpe Ratio Comparison

The current APFPX Sharpe Ratio is 4.54, which is higher than the APHFX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of APFPX and APHFX, 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

APFPX vs. APHFX - Drawdown Comparison

The maximum APFPX drawdown since its inception was -2.10%, smaller than the maximum APHFX drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for APFPX and APHFX.


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Drawdown Indicators


APFPXAPHFXDifference

Max Drawdown

Largest peak-to-trough decline

-2.10%

-21.51%

+19.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.90%

-2.74%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-2.02%

-3.29%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

Current Drawdown

Current decline from peak

-0.38%

-0.55%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.24%

-2.46%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.62%

-0.40%

Volatility

APFPX vs. APHFX - Volatility Comparison

Artisan Global Unconstrained Fund (APFPX) has a higher volatility of 0.52% compared to Artisan High Income Fund Class I (APHFX) at 0.47%. This indicates that APFPX's price experiences larger fluctuations and is considered to be riskier than APHFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APFPXAPHFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.47%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.42%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

3.00%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

4.91%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%

5.27%

-2.54%

APFPX vs. APHFX - Expense Ratio Comparison

APFPX has a 1.54% expense ratio, which is higher than APHFX's 0.71% expense ratio.


Dividends

APFPX vs. APHFX - Dividend Comparison

APFPX's dividend yield for the trailing twelve months is around 4.63%, less than APHFX's 6.46% yield.


PositionTTM202520242023202220212020201920182017
APFPX
Artisan Global Unconstrained Fund
4.63%4.01%6.18%6.89%8.60%0.00%0.00%0.00%0.00%0.00%
APHFX
Artisan High Income Fund Class I
6.46%6.96%7.39%5.56%5.83%5.50%6.01%6.44%7.25%7.96%

Frequently Asked Questions


APFPX and APHFX have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APFPX has higher volatility (0.52%) compared to APHFX (0.47%). In terms of maximum drawdown, APFPX dropped -2.10% vs APHFX's -21.51%.

APFPX currently has the higher Sharpe Ratio (4.54 vs 1.26), 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

Find the right allocation for APFPX and APHFX

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