ARFFX vs. AGLOX
ARFFX (Ariel Focus Fund) and AGLOX (Ariel Global Fund) are both mutual funds - ARFFX is a Mid Cap Value Equities fund managed by Ariel Investments, while AGLOX is a Global Equities fund managed by Ariel Investments. Over the past 10 years, ARFFX returned 10.51%/yr vs 9.77%/yr for AGLOX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. ARFFX charges 1.00%/yr vs 1.13%/yr for AGLOX.
Performance
ARFFX vs. AGLOX - Performance Comparison
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Returns By Period
In the year-to-date period, ARFFX achieves a 14.89% return, which is significantly lower than AGLOX's 20.96% return. Over the past 10 years, ARFFX has outperformed AGLOX with an annualized return of 10.51%, while AGLOX has yielded a comparatively lower 9.77% annualized return.
ARFFX
- 1D
- -1.04%
- 1M
- 3.58%
- 6M
- 6.78%
- YTD
- 14.89%
- 1Y
- 29.66%
- 3Y*
- 16.17%
- 5Y*
- 9.14%
- 10Y*
- 10.51%
- ALL TIME*
- 7.38%
AGLOX
- 1D
- 1.47%
- 1M
- -3.15%
- 6M
- 17.96%
- YTD
- 20.96%
- 1Y
- 33.54%
- 3Y*
- 17.75%
- 5Y*
- 11.68%
- 10Y*
- 9.77%
- ALL TIME*
- 9.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AGLOX Ariel Global Fund | $0.00 | $0.00 | $0.00 |
ARFFX Ariel Focus Fund | $0.00 | $0.00 | $0.00 |
ARFFX vs. AGLOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARFFX Ariel Focus Fund | 14.89% | 21.00% | 13.39% | 6.98% | -9.12% | 21.14% | 6.90% | 25.62% | -13.23% | 15.01% |
AGLOX Ariel Global Fund | 20.96% | 23.22% | 6.55% | 12.40% | -5.47% | 11.53% | 7.70% | 15.98% | -6.03% | 15.63% |
Correlation
The correlation between ARFFX and AGLOX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.71 |
Over the past year, the correlation between ARFFX and AGLOX has dropped to 0.45 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
ARFFX vs. AGLOX — Risk / Return Rank
ARFFX
AGLOX
ARFFX vs. AGLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ariel Focus Fund (ARFFX) and Ariel Global Fund (AGLOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARFFX | AGLOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 3.00 | +0.46 |
| Martin ratioReturn relative to average drawdown | 8.50 | 10.46 | -1.96 |
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Drawdowns
ARFFX vs. AGLOX - Drawdown Comparison
The maximum ARFFX drawdown since its inception was -57.66%, which is greater than AGLOX's maximum drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for ARFFX and AGLOX.
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Drawdown Indicators
| ARFFX | AGLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.66% | -24.72% | -32.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.02% | -10.66% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -12.94% | -10.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -16.77% | -7.73% |
Max Drawdown (10Y)Largest decline over 10 years | -43.22% | -24.72% | -18.50% |
Current DrawdownCurrent decline from peak | -1.43% | -4.54% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -3.37% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.05% | +0.21% |
Volatility
ARFFX vs. AGLOX - Volatility Comparison
The current volatility for Ariel Focus Fund (ARFFX) is 3.73%, while Ariel Global Fund (AGLOX) has a volatility of 4.34%. This indicates that ARFFX experiences smaller price fluctuations and is considered to be less risky than AGLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARFFX | AGLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.34% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.61% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 14.64% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 13.04% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.79% | 13.22% | +6.57% |
ARFFX vs. AGLOX - Expense Ratio Comparison
ARFFX has a 1.00% expense ratio, which is lower than AGLOX's 1.13% expense ratio.
Dividends
ARFFX vs. AGLOX - Dividend Comparison
ARFFX's dividend yield for the trailing twelve months is around 11.04%, less than AGLOX's 13.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGLOX Ariel Global Fund | 13.54% | 16.38% | 27.80% | 18.51% | 4.82% | 2.00% | 0.85% | 4.39% | 3.42% | 4.48% | 2.65% | 0.81% |
ARFFX Ariel Focus Fund | 11.04% | 12.68% | 2.27% | 3.33% | 8.30% | 3.30% | 2.41% | 1.03% | 7.61% | 5.76% | 1.04% | 13.91% |
Frequently Asked Questions
ARFFX and AGLOX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGLOX has higher volatility (4.34%) compared to ARFFX (3.73%). In terms of maximum drawdown, ARFFX dropped -57.66% vs AGLOX's -24.72%.
AGLOX currently has the higher Sharpe Ratio (2.18 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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