APHKX vs. GTMIX
Compare and contrast key facts about Artisan International Value Fund (APHKX) and GMO Tax-Managed International Equities Fund (GTMIX).
APHKX is an actively managed fund by Artisan. It was launched on Oct 2, 2006. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
APHKX vs. GTMIX - Performance Comparison
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APHKX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GTMIX GMO Tax-Managed International Equities Fund | 5.80% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, APHKX achieves a -0.46% return, which is significantly lower than GTMIX's 5.80% return. Over the past 10 years, APHKX has outperformed GTMIX with an annualized return of 10.11%, while GTMIX has yielded a comparatively lower 9.60% 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%
GTMIX
- 1D
- 0.35%
- 1M
- -5.91%
- YTD
- 5.80%
- 6M
- 15.06%
- 1Y
- 37.75%
- 3Y*
- 19.28%
- 5Y*
- 11.05%
- 10Y*
- 9.60%
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APHKX vs. GTMIX - Expense Ratio Comparison
APHKX has a 0.97% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
APHKX vs. GTMIX — Risk / Return Rank
APHKX
GTMIX
APHKX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (APHKX) and GMO Tax-Managed International Equities Fund (GTMIX). 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.
| APHKX | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 2.38 | -1.28 |
Sortino ratioReturn per unit of downside risk | 1.58 | 3.06 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.47 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.92 | -1.51 |
Martin ratioReturn relative to average drawdown | 4.92 | 14.29 | -9.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| APHKX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.38 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.75 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.60 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.39 | +0.02 |
Correlation
The correlation between APHKX and GTMIX is 0.89, 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. GTMIX - Dividend Comparison
APHKX's dividend yield for the trailing twelve months is around 7.17%, less than GTMIX's 21.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GTMIX GMO Tax-Managed International Equities Fund | 21.21% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
APHKX vs. GTMIX - Drawdown Comparison
The maximum APHKX drawdown since its inception was -56.33%, roughly equal to the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for APHKX and GTMIX.
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Drawdown Indicators
| APHKX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.33% | -58.31% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -11.24% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -28.81% | +3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -40.32% | +2.25% |
Current DrawdownCurrent decline from peak | -8.21% | -6.82% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -12.75% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.46% | +0.39% |
Volatility
APHKX vs. GTMIX - Volatility Comparison
Artisan International Value Fund (APHKX) and GMO Tax-Managed International Equities Fund (GTMIX) have volatilities of 5.24% and 5.33%, 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
| APHKX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.33% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 9.28% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 15.41% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 14.87% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 16.05% | +0.05% |