ARTFX vs. XYLD
Compare and contrast key facts about Artisan High Income Fund (ARTFX) and Global X S&P 500 Covered Call ETF (XYLD).
ARTFX is managed by Artisan. It was launched on Mar 19, 2014. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013.
Performance
ARTFX vs. XYLD - Performance Comparison
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ARTFX vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTFX Artisan High Income Fund | -1.87% | 8.02% | 7.76% | 13.61% | -10.66% | 3.79% | 9.45% | 14.04% | -1.66% | 8.84% |
XYLD Global X S&P 500 Covered Call ETF | -1.04% | 8.02% | 19.49% | 11.10% | -12.05% | 19.59% | -0.56% | 21.41% | -6.09% | 16.49% |
Returns By Period
In the year-to-date period, ARTFX achieves a -1.87% return, which is significantly lower than XYLD's -1.04% return. Over the past 10 years, ARTFX has underperformed XYLD with an annualized return of 6.19%, while XYLD has yielded a comparatively higher 7.87% annualized return.
ARTFX
- 1D
- 0.11%
- 1M
- -1.98%
- YTD
- -1.87%
- 6M
- -0.94%
- 1Y
- 4.88%
- 3Y*
- 7.33%
- 5Y*
- 3.32%
- 10Y*
- 6.19%
XYLD
- 1D
- 2.01%
- 1M
- -2.96%
- YTD
- -1.04%
- 6M
- 5.33%
- 1Y
- 10.53%
- 3Y*
- 10.21%
- 5Y*
- 6.95%
- 10Y*
- 7.87%
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ARTFX vs. XYLD - Expense Ratio Comparison
ARTFX has a 0.96% expense ratio, which is higher than XYLD's 0.60% expense ratio.
Return for Risk
ARTFX vs. XYLD — Risk / Return Rank
ARTFX
XYLD
ARTFX vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan High Income Fund (ARTFX) and Global X S&P 500 Covered Call ETF (XYLD). 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.
| ARTFX | XYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 0.76 | +0.87 |
Sortino ratioReturn per unit of downside risk | 2.43 | 1.22 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.10 | +0.71 |
Martin ratioReturn relative to average drawdown | 7.23 | 6.46 | +0.77 |
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
| ARTFX | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 0.76 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.62 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.20 | 0.55 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.57 | +0.45 |
Correlation
The correlation between ARTFX and XYLD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ARTFX vs. XYLD - Dividend Comparison
ARTFX's dividend yield for the trailing twelve months is around 6.38%, less than XYLD's 10.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTFX Artisan High Income Fund | 6.38% | 6.71% | 6.52% | 5.43% | 6.23% | 5.21% | 5.33% | 6.15% | 6.99% | 7.75% | 6.53% | 7.28% |
XYLD Global X S&P 500 Covered Call ETF | 10.98% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Drawdowns
ARTFX vs. XYLD - Drawdown Comparison
The maximum ARTFX drawdown since its inception was -21.42%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for ARTFX and XYLD.
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Drawdown Indicators
| ARTFX | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.42% | -33.46% | +12.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -10.14% | +7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -14.62% | -18.66% | +4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -21.42% | -33.46% | +12.04% |
Current DrawdownCurrent decline from peak | -2.54% | -3.39% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -3.76% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 1.72% | -1.03% |
Volatility
ARTFX vs. XYLD - Volatility Comparison
The current volatility for Artisan High Income Fund (ARTFX) is 1.00%, while Global X S&P 500 Covered Call ETF (XYLD) has a volatility of 4.01%. This indicates that ARTFX experiences smaller price fluctuations and is considered to be less risky than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTFX | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 4.01% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.88% | 5.82% | -3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.30% | 13.99% | -10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.81% | 11.31% | -6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 14.23% | -9.04% |