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ARTGX vs. ARTQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTGX vs. ARTQX - Performance Comparison

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

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ARTGX vs. ARTQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ARTQX
Artisan Mid Cap Value Fund
-6.82%1.88%4.47%18.32%-12.93%26.44%5.49%23.46%-13.87%12.42%

Returns By Period

In the year-to-date period, ARTGX achieves a -4.90% return, which is significantly higher than ARTQX's -6.82% return. Over the past 10 years, ARTGX has outperformed ARTQX with an annualized return of 10.44%, while ARTQX has yielded a comparatively lower 6.51% annualized return.


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%

ARTQX

1D
-0.29%
1M
-7.88%
YTD
-6.82%
6M
-5.25%
1Y
-4.09%
3Y*
3.81%
5Y*
2.33%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTGX vs. ARTQX - Expense Ratio Comparison

ARTGX has a 1.25% expense ratio, which is higher than ARTQX's 1.21% expense ratio.


Return for Risk

ARTGX vs. ARTQX — Risk / Return Rank

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

ARTGX
ARTGX Risk / Return Rank: 6767
Overall Rank
ARTGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ARTGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ARTGX Omega Ratio Rank: 6868
Omega Ratio Rank
ARTGX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ARTGX Martin Ratio Rank: 6262
Martin Ratio Rank

ARTQX
ARTQX Risk / Return Rank: 33
Overall Rank
ARTQX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ARTQX Sortino Ratio Rank: 33
Sortino Ratio Rank
ARTQX Omega Ratio Rank: 33
Omega Ratio Rank
ARTQX Calmar Ratio Rank: 22
Calmar Ratio Rank
ARTQX Martin Ratio Rank: 22
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. ARTQX - Risk-Adjusted Trends Comparison

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


ARTGXARTQXDifference

Sharpe ratio

Return per unit of total volatility

1.23

-0.18

+1.41

Sortino ratio

Return per unit of downside risk

1.73

-0.12

+1.86

Omega ratio

Gain probability vs. loss probability

1.25

0.98

+0.27

Calmar ratio

Return relative to maximum drawdown

1.49

-0.38

+1.87

Martin ratio

Return relative to average drawdown

5.94

-1.15

+7.09

ARTGX vs. ARTQX - Sharpe Ratio Comparison

The current ARTGX Sharpe Ratio is 1.23, which is higher than the ARTQX Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of ARTGX and ARTQX, 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


ARTGXARTQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-0.18

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.11

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.30

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.43

+0.05

Correlation

The correlation between ARTGX and ARTQX is 0.85, 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. ARTQX - Dividend Comparison

ARTGX's dividend yield for the trailing twelve months is around 4.82%, less than ARTQX's 7.79% yield.


TTM20252024202320222021202020192018201720162015
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%
ARTQX
Artisan Mid Cap Value Fund
7.79%7.26%4.20%17.42%21.33%14.18%1.86%10.51%17.37%10.12%2.68%19.38%

Drawdowns

ARTGX vs. ARTQX - Drawdown Comparison

The maximum ARTGX drawdown since its inception was -49.92%, smaller than the maximum ARTQX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for ARTGX and ARTQX.


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Drawdown Indicators


ARTGXARTQXDifference

Max Drawdown

Largest peak-to-trough decline

-49.92%

-52.64%

+2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-12.68%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-21.88%

-4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.90%

-44.46%

+4.56%

Current Drawdown

Current decline from peak

-9.64%

-11.44%

+1.80%

Average Drawdown

Average peak-to-trough decline

-6.60%

-7.17%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

4.20%

-1.66%

Volatility

ARTGX vs. ARTQX - Volatility Comparison

Artisan Global Value Fund (ARTGX) and Artisan Mid Cap Value Fund (ARTQX) have volatilities of 4.26% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTGXARTQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.25%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

11.06%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.78%

19.32%

-5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

20.44%

-6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

21.49%

-4.24%