AQGIX vs. ARTGX
Compare and contrast key facts about AQR Global Equity Fund (AQGIX) and Artisan Global Value Fund (ARTGX).
AQGIX is managed by AQR Funds. It was launched on Dec 30, 2009. ARTGX is managed by Artisan. It was launched on Dec 9, 2007.
Performance
AQGIX vs. ARTGX - Performance Comparison
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AQGIX vs. ARTGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | -6.63% | 31.64% | 24.56% | 22.92% | -14.14% | 18.32% | 9.33% | 22.55% | -14.50% | 25.44% |
ARTGX Artisan Global Value Fund | -4.90% | 34.03% | 10.66% | 26.57% | -13.56% | 15.60% | 6.48% | 23.78% | -13.09% | 21.59% |
Returns By Period
In the year-to-date period, AQGIX achieves a -6.63% return, which is significantly lower than ARTGX's -4.90% return. Over the past 10 years, AQGIX has outperformed ARTGX with an annualized return of 11.48%, while ARTGX has yielded a comparatively lower 10.44% annualized return.
AQGIX
- 1D
- -0.52%
- 1M
- -8.87%
- YTD
- -6.63%
- 6M
- -3.39%
- 1Y
- 17.75%
- 3Y*
- 21.10%
- 5Y*
- 12.19%
- 10Y*
- 11.48%
ARTGX
- 1D
- 0.60%
- 1M
- -9.21%
- YTD
- -4.90%
- 6M
- 1.95%
- 1Y
- 16.95%
- 3Y*
- 17.59%
- 5Y*
- 10.26%
- 10Y*
- 10.44%
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AQGIX vs. ARTGX - Expense Ratio Comparison
AQGIX has a 0.80% expense ratio, which is lower than ARTGX's 1.25% expense ratio.
Return for Risk
AQGIX vs. ARTGX — Risk / Return Rank
AQGIX
ARTGX
AQGIX vs. ARTGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and Artisan Global Value Fund (ARTGX). 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.
| AQGIX | ARTGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.23 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.73 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.49 | -0.47 |
Martin ratioReturn relative to average drawdown | 5.12 | 5.94 | -0.82 |
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
| AQGIX | ARTGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.23 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.72 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.61 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.48 | +0.08 |
Correlation
The correlation between AQGIX and ARTGX is 0.88, 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
AQGIX vs. ARTGX - Dividend Comparison
AQGIX's dividend yield for the trailing twelve months is around 14.12%, more than ARTGX's 4.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | 14.12% | 13.18% | 13.59% | 5.97% | 4.39% | 12.17% | 1.16% | 1.41% | 4.72% | 5.05% | 10.34% | 0.09% |
ARTGX Artisan Global Value Fund | 4.82% | 4.58% | 5.38% | 2.87% | 3.68% | 9.38% | 0.05% | 1.29% | 6.35% | 2.01% | 2.66% | 5.95% |
Drawdowns
AQGIX vs. ARTGX - Drawdown Comparison
The maximum AQGIX drawdown since its inception was -35.47%, smaller than the maximum ARTGX drawdown of -49.92%. Use the drawdown chart below to compare losses from any high point for AQGIX and ARTGX.
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Drawdown Indicators
| AQGIX | ARTGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.47% | -49.92% | +14.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -10.18% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -26.74% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -39.90% | +4.43% |
Current DrawdownCurrent decline from peak | -9.88% | -9.64% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -6.60% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.54% | +0.48% |
Volatility
AQGIX vs. ARTGX - Volatility Comparison
AQR Global Equity Fund (AQGIX) has a higher volatility of 5.03% compared to Artisan Global Value Fund (ARTGX) at 4.26%. This indicates that AQGIX's price experiences larger fluctuations and is considered to be riskier than ARTGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQGIX | ARTGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.26% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 8.25% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.83% | 13.78% | +6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 14.38% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 17.25% | +0.64% |