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APHEX vs. ARTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APHEX vs. ARTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Sustainable Emerging Markets Fund (APHEX) and Artisan High Income Fund (ARTFX). The values are adjusted to include any dividend payments, if applicable.

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APHEX vs. ARTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APHEX
Artisan Sustainable Emerging Markets Fund
-1.02%42.86%7.10%18.50%-28.37%-0.46%20.97%19.96%-15.46%39.93%
ARTFX
Artisan High Income Fund
-1.87%8.02%7.76%13.61%-10.66%3.79%9.45%14.04%-1.66%8.84%

Returns By Period

In the year-to-date period, APHEX achieves a -1.02% return, which is significantly higher than ARTFX's -1.87% return. Over the past 10 years, APHEX has outperformed ARTFX with an annualized return of 9.17%, while ARTFX has yielded a comparatively lower 6.19% annualized return.


APHEX

1D
-0.90%
1M
-13.62%
YTD
-1.02%
6M
2.89%
1Y
35.84%
3Y*
17.68%
5Y*
4.85%
10Y*
9.17%

ARTFX

1D
0.11%
1M
-1.98%
YTD
-1.87%
6M
-0.94%
1Y
4.88%
3Y*
7.33%
5Y*
3.32%
10Y*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APHEX vs. ARTFX - Expense Ratio Comparison

APHEX has a 1.07% expense ratio, which is higher than ARTFX's 0.96% expense ratio.


Return for Risk

APHEX vs. ARTFX — Risk / Return Rank

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

APHEX
APHEX Risk / Return Rank: 8787
Overall Rank
APHEX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
APHEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
APHEX Omega Ratio Rank: 8686
Omega Ratio Rank
APHEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
APHEX Martin Ratio Rank: 8383
Martin Ratio Rank

ARTFX
ARTFX Risk / Return Rank: 8383
Overall Rank
ARTFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ARTFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
ARTFX Omega Ratio Rank: 8989
Omega Ratio Rank
ARTFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
ARTFX Martin Ratio Rank: 7575
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.

APHEX vs. ARTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Sustainable Emerging Markets Fund (APHEX) and Artisan High Income Fund (ARTFX). 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.


APHEXARTFXDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.63

+0.34

Sortino ratio

Return per unit of downside risk

2.50

2.43

+0.08

Omega ratio

Gain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratio

Return relative to maximum drawdown

2.16

1.80

+0.36

Martin ratio

Return relative to average drawdown

8.33

7.23

+1.10

APHEX vs. ARTFX - Sharpe Ratio Comparison

The current APHEX Sharpe Ratio is 1.96, which is comparable to the ARTFX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of APHEX and ARTFX, 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


APHEXARTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.63

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.70

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

1.20

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.02

-0.78

Correlation

The correlation between APHEX and ARTFX is 0.44, 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.


Dividends

APHEX vs. ARTFX - Dividend Comparison

APHEX's dividend yield for the trailing twelve months is around 1.64%, less than ARTFX's 6.38% yield.


TTM20252024202320222021202020192018201720162015
APHEX
Artisan Sustainable Emerging Markets Fund
1.64%1.62%1.23%0.49%1.05%0.87%1.23%1.04%0.57%0.47%0.75%0.00%
ARTFX
Artisan High Income Fund
6.38%6.71%6.52%5.43%6.23%5.21%5.33%6.15%6.99%7.75%6.53%7.28%

Drawdowns

APHEX vs. ARTFX - Drawdown Comparison

The maximum APHEX drawdown since its inception was -66.36%, which is greater than ARTFX's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for APHEX and ARTFX.


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Drawdown Indicators


APHEXARTFXDifference

Max Drawdown

Largest peak-to-trough decline

-66.36%

-21.42%

-44.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-2.76%

-11.72%

Max Drawdown (5Y)

Largest decline over 5 years

-41.76%

-14.62%

-27.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.20%

-21.42%

-21.78%

Current Drawdown

Current decline from peak

-14.48%

-2.54%

-11.94%

Average Drawdown

Average peak-to-trough decline

-22.00%

-2.24%

-19.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

0.69%

+3.17%

Volatility

APHEX vs. ARTFX - Volatility Comparison

Artisan Sustainable Emerging Markets Fund (APHEX) has a higher volatility of 7.49% compared to Artisan High Income Fund (ARTFX) at 1.00%. This indicates that APHEX's price experiences larger fluctuations and is considered to be riskier than ARTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APHEXARTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

1.00%

+6.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

1.88%

+10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

3.30%

+14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

4.81%

+12.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

5.19%

+12.74%