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ARTGX vs. ARTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTGX vs. ARTRX - Performance Comparison

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

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ARTGX vs. ARTRX - 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%
ARTRX
Artisan Global Opportunities Fund Class I
-7.40%8.91%14.82%23.02%-30.38%13.48%39.84%35.54%-9.20%31.22%

Returns By Period

In the year-to-date period, ARTGX achieves a -4.90% return, which is significantly higher than ARTRX's -7.40% return. Both investments have delivered pretty close results over the past 10 years, with ARTGX having a 10.44% annualized return and ARTRX not far behind at 10.27%.


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%

ARTRX

1D
-0.13%
1M
-8.25%
YTD
-7.40%
6M
-9.42%
1Y
5.50%
3Y*
9.30%
5Y*
2.80%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTGX vs. ARTRX - Expense Ratio Comparison

ARTGX has a 1.25% expense ratio, which is higher than ARTRX's 1.14% expense ratio.


Return for Risk

ARTGX vs. ARTRX — 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

ARTRX
ARTRX Risk / Return Rank: 1212
Overall Rank
ARTRX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ARTRX Sortino Ratio Rank: 1212
Sortino Ratio Rank
ARTRX Omega Ratio Rank: 1212
Omega Ratio Rank
ARTRX Calmar Ratio Rank: 1111
Calmar Ratio Rank
ARTRX Martin Ratio Rank: 1010
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. ARTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Global Value Fund (ARTGX) and Artisan Global Opportunities Fund Class I (ARTRX). 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.


ARTGXARTRXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.30

+0.93

Sortino ratio

Return per unit of downside risk

1.73

0.53

+1.21

Omega ratio

Gain probability vs. loss probability

1.25

1.07

+0.18

Calmar ratio

Return relative to maximum drawdown

1.49

0.24

+1.25

Martin ratio

Return relative to average drawdown

5.94

0.73

+5.22

ARTGX vs. ARTRX - Sharpe Ratio Comparison

The current ARTGX Sharpe Ratio is 1.23, which is higher than the ARTRX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ARTGX and ARTRX, 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


ARTGXARTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.30

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.14

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.54

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.49

-0.01

Correlation

The correlation between ARTGX and ARTRX is 0.81, 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. ARTRX - Dividend Comparison

ARTGX's dividend yield for the trailing twelve months is around 4.82%, more than ARTRX's 3.86% 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%
ARTRX
Artisan Global Opportunities Fund Class I
3.86%3.57%12.34%2.30%0.00%10.78%6.67%6.94%7.32%4.15%0.17%0.70%

Drawdowns

ARTGX vs. ARTRX - Drawdown Comparison

The maximum ARTGX drawdown since its inception was -49.92%, which is greater than ARTRX's maximum drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for ARTGX and ARTRX.


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Drawdown Indicators


ARTGXARTRXDifference

Max Drawdown

Largest peak-to-trough decline

-49.92%

-46.00%

-3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-12.71%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-38.37%

+11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-39.90%

-38.37%

-1.53%

Current Drawdown

Current decline from peak

-9.64%

-12.71%

+3.07%

Average Drawdown

Average peak-to-trough decline

-6.60%

-8.30%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

4.25%

-1.71%

Volatility

ARTGX vs. ARTRX - Volatility Comparison

The current volatility for Artisan Global Value Fund (ARTGX) is 4.26%, while Artisan Global Opportunities Fund Class I (ARTRX) has a volatility of 5.29%. This indicates that ARTGX experiences smaller price fluctuations and is considered to be less risky than ARTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTGXARTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

5.29%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

10.66%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.78%

17.40%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

19.66%

-5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

18.93%

-1.68%