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APHIX vs. EPIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APHIX vs. EPIVX - Performance Comparison

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

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APHIX vs. EPIVX - 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%
EPIVX
EuroPac International Value Fund
-1.49%47.14%5.08%9.80%0.47%7.11%18.37%18.24%-14.48%15.09%

Returns By Period

In the year-to-date period, APHIX achieves a 3.79% return, which is significantly higher than EPIVX's -1.49% return. Both investments have delivered pretty close results over the past 10 years, with APHIX having a 9.34% annualized return and EPIVX not far ahead at 9.62%.


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%

EPIVX

1D
-0.14%
1M
-11.64%
YTD
-1.49%
6M
5.59%
1Y
28.45%
3Y*
16.24%
5Y*
11.89%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APHIX vs. EPIVX - Expense Ratio Comparison

APHIX has a 0.96% expense ratio, which is lower than EPIVX's 1.75% expense ratio.


Return for Risk

APHIX vs. EPIVX — 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

EPIVX
EPIVX Risk / Return Rank: 8181
Overall Rank
EPIVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EPIVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPIVX Omega Ratio Rank: 8080
Omega Ratio Rank
EPIVX Calmar Ratio Rank: 8181
Calmar Ratio Rank
EPIVX Martin Ratio Rank: 7979
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. EPIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund Institutional Class (APHIX) and EuroPac International Value Fund (EPIVX). 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.


APHIXEPIVXDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.61

+0.25

Sortino ratio

Return per unit of downside risk

2.39

2.06

+0.34

Omega ratio

Gain probability vs. loss probability

1.35

1.31

+0.05

Calmar ratio

Return relative to maximum drawdown

2.53

1.94

+0.59

Martin ratio

Return relative to average drawdown

10.66

7.70

+2.95

APHIX vs. EPIVX - Sharpe Ratio Comparison

The current APHIX Sharpe Ratio is 1.86, which is comparable to the EPIVX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of APHIX and EPIVX, 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


APHIXEPIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.61

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.86

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.63

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.29

0.00

Correlation

The correlation between APHIX and EPIVX is 0.67, 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

APHIX vs. EPIVX - Dividend Comparison

APHIX's dividend yield for the trailing twelve months is around 21.80%, more than EPIVX's 6.96% 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%
EPIVX
EuroPac International Value Fund
6.96%7.23%1.84%2.22%1.52%1.61%0.88%2.63%1.61%1.57%0.69%2.31%

Drawdowns

APHIX vs. EPIVX - Drawdown Comparison

The maximum APHIX drawdown since its inception was -68.47%, which is greater than EPIVX's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for APHIX and EPIVX.


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Drawdown Indicators


APHIXEPIVXDifference

Max Drawdown

Largest peak-to-trough decline

-68.47%

-46.27%

-22.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-13.92%

+4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-33.73%

-21.75%

-11.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.73%

-31.29%

-2.44%

Current Drawdown

Current decline from peak

-9.77%

-11.70%

+1.93%

Average Drawdown

Average peak-to-trough decline

-23.20%

-13.34%

-9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.51%

-0.92%

Volatility

APHIX vs. EPIVX - Volatility Comparison

Artisan International Fund Institutional Class (APHIX) and EuroPac International Value Fund (EPIVX) have volatilities of 6.04% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APHIXEPIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

6.31%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

13.50%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

17.29%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

13.97%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

15.35%

+0.81%