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ARTFX vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARTFX vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan High Income Fund (ARTFX) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARTFX achieves a 1.00% return, which is significantly lower than USHY's 1.42% return.


ARTFX

1D
0.11%
1M
0.59%
YTD
1.00%
6M
1.58%
1Y
5.42%
3Y*
8.47%
5Y*
3.58%
10Y*
5.95%

USHY

1D
-0.27%
1M
0.40%
YTD
1.42%
6M
1.77%
1Y
7.02%
3Y*
8.91%
5Y*
4.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARTFX vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARTFX
Artisan High Income Fund
1.00%8.02%7.76%13.61%-10.66%3.79%9.45%14.04%-1.66%0.77%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.42%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between ARTFX and USHY is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.56

The correlation between ARTFX and USHY has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.

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Return for Risk

ARTFX vs. USHY — Risk / Return Rank

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

ARTFX
ARTFX Risk / Return Rank: 5151
Overall Rank
ARTFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ARTFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
ARTFX Omega Ratio Rank: 6363
Omega Ratio Rank
ARTFX Calmar Ratio Rank: 3232
Calmar Ratio Rank
ARTFX Martin Ratio Rank: 4545
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
USHY Omega Ratio Rank: 6060
Omega Ratio Rank
USHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
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.

ARTFX vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan High Income Fund (ARTFX) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


ARTFXUSHYDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

2.11

2.90

-0.79

Martin ratioReturn relative to average drawdown

9.43

13.03

-3.60

ARTFX vs. USHY - Sharpe Ratio Comparison

The current ARTFX Sharpe Ratio is 1.92, which is comparable to the USHY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of ARTFX and USHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ARTFXUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.93

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.58

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.58

+0.48

Drawdowns

ARTFX vs. USHY - Drawdown Comparison

The maximum ARTFX drawdown since its inception was -21.42%, roughly equal to the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for ARTFX and USHY.


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Drawdown Indicators


ARTFXUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-21.42%

-22.44%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-2.43%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.42%

-4.66%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

-15.56%

+0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-21.42%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-2.21%

-2.67%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.54%

+0.05%

Volatility

ARTFX vs. USHY - Volatility Comparison

The current volatility for Artisan High Income Fund (ARTFX) is 0.99%, while iShares Broad USD High Yield Corporate Bond ETF (USHY) has a volatility of 1.13%. This indicates that ARTFX experiences smaller price fluctuations and is considered to be less risky than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTFXUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.13%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

2.91%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

3.65%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

7.34%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

8.25%

-3.05%

ARTFX vs. USHY - Expense Ratio Comparison

ARTFX has a 0.96% expense ratio, which is higher than USHY's 0.15% expense ratio.


Dividends

ARTFX vs. USHY - Dividend Comparison

ARTFX's dividend yield for the trailing twelve months is around 6.90%, which matches USHY's 6.92% yield.


PositionTTM20252024202320222021202020192018201720162015
ARTFX
Artisan High Income Fund
6.90%6.71%6.52%5.43%6.23%5.21%5.33%6.15%6.99%7.75%6.53%7.28%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.92%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%0.00%

Frequently Asked Questions


ARTFX and USHY have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USHY has higher volatility (1.13%) compared to ARTFX (0.99%). In terms of maximum drawdown, ARTFX dropped -21.42% vs USHY's -22.44%.

USHY currently has the higher Sharpe Ratio (1.93 vs 1.92), 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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