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ARTGX vs. ARTKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTGX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Global Value Fund (ARTGX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

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ARTGX vs. ARTKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARTGX
Artisan Global Value Fund
-3.09%34.03%10.66%26.57%-13.56%15.60%6.48%23.78%-13.09%21.59%
ARTKX
Artisan International Value Fund
-0.53%22.54%6.38%22.65%-6.98%16.66%8.52%23.98%-15.70%23.84%

Returns By Period

In the year-to-date period, ARTGX achieves a -3.09% return, which is significantly lower than ARTKX's -0.53% return. Over the past 10 years, ARTGX has outperformed ARTKX with an annualized return of 10.65%, while ARTKX has yielded a comparatively lower 9.85% annualized return.


ARTGX

1D
1.90%
1M
-6.12%
YTD
-3.09%
6M
3.74%
1Y
19.07%
3Y*
18.33%
5Y*
10.43%
10Y*
10.65%

ARTKX

1D
1.58%
1M
-6.90%
YTD
-0.53%
6M
3.06%
1Y
15.56%
3Y*
13.04%
5Y*
9.47%
10Y*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTGX vs. ARTKX - Expense Ratio Comparison

Both ARTGX and ARTKX have an expense ratio of 1.25%.


Return for Risk

ARTGX vs. ARTKX — Risk / Return Rank

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

ARTGX
ARTGX Risk / Return Rank: 7272
Overall Rank
ARTGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ARTGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
ARTGX Omega Ratio Rank: 7272
Omega Ratio Rank
ARTGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
ARTGX Martin Ratio Rank: 7070
Martin Ratio Rank

ARTKX
ARTKX Risk / Return Rank: 5454
Overall Rank
ARTKX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ARTKX Sortino Ratio Rank: 5656
Sortino Ratio Rank
ARTKX Omega Ratio Rank: 5656
Omega Ratio Rank
ARTKX Calmar Ratio Rank: 5555
Calmar Ratio Rank
ARTKX Martin Ratio Rank: 4646
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.

ARTGX vs. ARTKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Global Value Fund (ARTGX) and Artisan International Value Fund (ARTKX). 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.


ARTGXARTKXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.08

+0.31

Sortino ratio

Return per unit of downside risk

1.95

1.56

+0.40

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.72

1.38

+0.35

Martin ratio

Return relative to average drawdown

7.03

4.80

+2.23

ARTGX vs. ARTKX - Sharpe Ratio Comparison

The current ARTGX Sharpe Ratio is 1.39, which is comparable to the ARTKX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ARTGX and ARTKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARTGXARTKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.08

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.69

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.61

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.72

-0.23

Correlation

The correlation between ARTGX and ARTKX is 0.92, 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

ARTGX vs. ARTKX - Dividend Comparison

ARTGX's dividend yield for the trailing twelve months is around 4.73%, less than ARTKX's 6.95% yield.


TTM20252024202320222021202020192018201720162015
ARTGX
Artisan Global Value Fund
4.73%4.58%5.38%2.87%3.68%9.38%0.05%1.29%6.35%2.01%2.66%5.95%
ARTKX
Artisan International Value Fund
6.95%6.90%4.10%2.84%2.11%9.72%0.84%3.64%5.37%3.89%3.11%6.17%

Drawdowns

ARTGX vs. ARTKX - Drawdown Comparison

The maximum ARTGX drawdown since its inception was -49.92%, roughly equal to the maximum ARTKX drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for ARTGX and ARTKX.


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Drawdown Indicators


ARTGXARTKXDifference

Max Drawdown

Largest peak-to-trough decline

-49.92%

-51.90%

+1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-9.96%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-24.95%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-39.90%

-38.11%

-1.79%

Current Drawdown

Current decline from peak

-7.92%

-8.23%

+0.31%

Average Drawdown

Average peak-to-trough decline

-6.60%

-6.76%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.86%

-0.36%

Volatility

ARTGX vs. ARTKX - Volatility Comparison

The current volatility for Artisan Global Value Fund (ARTGX) is 4.72%, while Artisan International Value Fund (ARTKX) has a volatility of 5.24%. This indicates that ARTGX experiences smaller price fluctuations and is considered to be less risky than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTGXARTKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

5.24%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

10.92%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

14.56%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

13.83%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.11%

+1.15%