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APHIX vs. CIOVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APHIX vs. CIOVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Fund Institutional Class (APHIX) and Causeway International Opps Fd (CIOVX). The values are adjusted to include any dividend payments, if applicable.

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APHIX vs. CIOVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APHIX
Artisan International Fund Institutional Class
3.79%36.49%10.89%14.52%-19.35%9.10%7.84%29.43%-10.81%31.25%
CIOVX
Causeway International Opps Fd
-4.40%36.68%8.35%24.39%-11.28%6.38%5.21%21.40%-18.62%29.39%

Returns By Period

In the year-to-date period, APHIX achieves a 3.79% return, which is significantly higher than CIOVX's -4.40% return. Both investments have delivered pretty close results over the past 10 years, with APHIX having a 9.34% annualized return and CIOVX not far behind at 8.98%.


APHIX

1D
-0.57%
1M
-8.93%
YTD
3.79%
6M
5.56%
1Y
29.58%
3Y*
18.43%
5Y*
9.55%
10Y*
9.34%

CIOVX

1D
0.60%
1M
-13.89%
YTD
-4.40%
6M
2.34%
1Y
21.29%
3Y*
16.38%
5Y*
9.36%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APHIX vs. CIOVX - Expense Ratio Comparison

APHIX has a 0.96% expense ratio, which is lower than CIOVX's 1.20% expense ratio.


Return for Risk

APHIX vs. CIOVX — Risk / Return Rank

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

APHIX
APHIX Risk / Return Rank: 8989
Overall Rank
APHIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
APHIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
APHIX Omega Ratio Rank: 8585
Omega Ratio Rank
APHIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
APHIX Martin Ratio Rank: 9191
Martin Ratio Rank

CIOVX
CIOVX Risk / Return Rank: 5858
Overall Rank
CIOVX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CIOVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CIOVX Omega Ratio Rank: 6363
Omega Ratio Rank
CIOVX Calmar Ratio Rank: 5353
Calmar Ratio Rank
CIOVX Martin Ratio Rank: 4949
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.

APHIX vs. CIOVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund Institutional Class (APHIX) and Causeway International Opps Fd (CIOVX). 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.


APHIXCIOVXDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.16

+0.70

Sortino ratio

Return per unit of downside risk

2.39

1.60

+0.80

Omega ratio

Gain probability vs. loss probability

1.35

1.24

+0.11

Calmar ratio

Return relative to maximum drawdown

2.53

1.27

+1.26

Martin ratio

Return relative to average drawdown

10.66

4.86

+5.80

APHIX vs. CIOVX - Sharpe Ratio Comparison

The current APHIX Sharpe Ratio is 1.86, which is higher than the CIOVX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of APHIX and CIOVX, 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


APHIXCIOVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.16

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.56

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.49

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.38

-0.09

Correlation

The correlation between APHIX and CIOVX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

APHIX vs. CIOVX - Dividend Comparison

APHIX's dividend yield for the trailing twelve months is around 21.80%, more than CIOVX's 9.12% yield.


TTM20252024202320222021202020192018201720162015
APHIX
Artisan International Fund Institutional Class
21.80%22.63%10.37%2.10%2.84%23.52%3.45%5.44%10.02%0.91%1.50%0.73%
CIOVX
Causeway International Opps Fd
9.12%8.72%9.86%2.51%2.52%1.38%1.20%2.34%2.53%1.33%3.74%1.44%

Drawdowns

APHIX vs. CIOVX - Drawdown Comparison

The maximum APHIX drawdown since its inception was -68.47%, which is greater than CIOVX's maximum drawdown of -43.70%. Use the drawdown chart below to compare losses from any high point for APHIX and CIOVX.


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Drawdown Indicators


APHIXCIOVXDifference

Max Drawdown

Largest peak-to-trough decline

-68.47%

-43.70%

-24.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-14.92%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-33.73%

-30.18%

-3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.73%

-43.70%

+9.97%

Current Drawdown

Current decline from peak

-9.77%

-14.41%

+4.64%

Average Drawdown

Average peak-to-trough decline

-23.20%

-8.65%

-14.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.91%

-1.32%

Volatility

APHIX vs. CIOVX - Volatility Comparison

The current volatility for Artisan International Fund Institutional Class (APHIX) is 6.04%, while Causeway International Opps Fd (CIOVX) has a volatility of 7.48%. This indicates that APHIX experiences smaller price fluctuations and is considered to be less risky than CIOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APHIXCIOVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

7.48%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

11.40%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

17.48%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

16.87%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

18.30%

-2.14%