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APHKX vs. ARTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APHKX vs. ARTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Value Fund (APHKX) and Artisan Global Opportunities Fund Class I (ARTRX). The values are adjusted to include any dividend payments, if applicable.

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APHKX vs. ARTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APHKX
Artisan International Value Fund
-0.46%22.84%6.64%22.95%-6.78%16.94%8.81%24.22%-15.48%24.09%
ARTRX
Artisan Global Opportunities Fund Class I
-4.34%8.91%14.82%23.02%-30.38%13.48%39.84%35.54%-9.20%31.22%

Returns By Period

In the year-to-date period, APHKX achieves a -0.46% return, which is significantly higher than ARTRX's -4.34% return. Over the past 10 years, APHKX has underperformed ARTRX with an annualized return of 10.11%, while ARTRX has yielded a comparatively higher 10.63% annualized return.


APHKX

1D
1.58%
1M
-6.87%
YTD
-0.46%
6M
3.19%
1Y
15.86%
3Y*
13.31%
5Y*
9.73%
10Y*
10.11%

ARTRX

1D
3.30%
1M
-5.03%
YTD
-4.34%
6M
-7.40%
1Y
8.45%
3Y*
10.49%
5Y*
3.12%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APHKX vs. ARTRX - Expense Ratio Comparison

APHKX has a 0.97% expense ratio, which is lower than ARTRX's 1.14% expense ratio.


Return for Risk

APHKX vs. ARTRX — Risk / Return Rank

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

APHKX
APHKX Risk / Return Rank: 5252
Overall Rank
APHKX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
APHKX Sortino Ratio Rank: 5555
Sortino Ratio Rank
APHKX Omega Ratio Rank: 5555
Omega Ratio Rank
APHKX Calmar Ratio Rank: 5252
Calmar Ratio Rank
APHKX Martin Ratio Rank: 4343
Martin Ratio Rank

ARTRX
ARTRX Risk / Return Rank: 1616
Overall Rank
ARTRX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ARTRX Sortino Ratio Rank: 1717
Sortino Ratio Rank
ARTRX Omega Ratio Rank: 1616
Omega Ratio Rank
ARTRX Calmar Ratio Rank: 1616
Calmar Ratio Rank
ARTRX Martin Ratio Rank: 1515
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.

APHKX vs. ARTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (APHKX) 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.


APHKXARTRXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.51

+0.59

Sortino ratio

Return per unit of downside risk

1.58

0.82

+0.76

Omega ratio

Gain probability vs. loss probability

1.24

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

1.41

0.53

+0.88

Martin ratio

Return relative to average drawdown

4.92

1.59

+3.33

APHKX vs. ARTRX - Sharpe Ratio Comparison

The current APHKX Sharpe Ratio is 1.10, which is higher than the ARTRX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of APHKX 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


APHKXARTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.51

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.16

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.56

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.50

-0.09

Correlation

The correlation between APHKX and ARTRX is 0.77, 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

APHKX vs. ARTRX - Dividend Comparison

APHKX's dividend yield for the trailing twelve months is around 7.17%, more than ARTRX's 3.74% yield.


TTM20252024202320222021202020192018201720162015
APHKX
Artisan International Value Fund
7.17%7.10%4.34%3.10%2.28%10.00%0.98%3.92%5.69%4.15%3.31%6.40%
ARTRX
Artisan Global Opportunities Fund Class I
3.74%3.57%12.34%2.30%0.00%10.78%6.67%6.94%7.32%4.15%0.17%0.70%

Drawdowns

APHKX vs. ARTRX - Drawdown Comparison

The maximum APHKX drawdown since its inception was -56.33%, which is greater than ARTRX's maximum drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for APHKX and ARTRX.


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Drawdown Indicators


APHKXARTRXDifference

Max Drawdown

Largest peak-to-trough decline

-56.33%

-46.00%

-10.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-12.71%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-38.37%

+13.54%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-38.37%

+0.30%

Current Drawdown

Current decline from peak

-8.21%

-9.83%

+1.62%

Average Drawdown

Average peak-to-trough decline

-9.16%

-8.30%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

4.21%

-1.36%

Volatility

APHKX vs. ARTRX - Volatility Comparison

The current volatility for Artisan International Value Fund (APHKX) is 5.24%, while Artisan Global Opportunities Fund Class I (ARTRX) has a volatility of 6.44%. This indicates that APHKX 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


APHKXARTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

6.44%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

11.16%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.54%

17.67%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

19.71%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

18.96%

-2.86%