ARTGX vs. MFWIX

Last updated Jun 24, 2026

ARTGX (Artisan Global Value Fund) and MFWIX (MFS Global Total Return Fund Class I) are both Global Equities funds. Over the past 10 years, ARTGX returned 12.29%/yr vs 6.69%/yr for MFWIX. Their correlation of 0.87 suggests significant overlap in exposure. ARTGX charges 1.25%/yr vs 0.84%/yr for MFWIX.

Performance

ARTGX vs. MFWIX - Performance Comparison

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

Returns By Period

In the year-to-date period, ARTGX achieves a 9.05% return, which is significantly higher than MFWIX's 4.64% return. Over the past 10 years, ARTGX has outperformed MFWIX with an annualized return of 12.29%, while MFWIX has yielded a comparatively lower 6.69% annualized return.

ARTGX

• 1D: -0.36%
• 1M: 2.16%
• YTD: 9.05%
• 6M: 9.24%
• 1Y: 27.61%
• 3Y*: 21.35%
• 5Y*: 12.25%
• 10Y*: 12.29%

MFWIX

• 1D: -0.06%
• 1M: 0.00%
• YTD: 4.64%
• 6M: 4.51%
• 1Y: 12.84%
• 3Y*: 10.59%
• 5Y*: 5.12%
• 10Y*: 6.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ARTGX vs. MFWIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ARTGX Artisan Global Value Fund	9.05%	34.03%	10.66%	26.57%	-13.56%	15.60%	6.48%	23.78%	-13.09%	21.59%
MFWIX MFS Global Total Return Fund Class I	4.64%	15.70%	4.25%	10.52%	-10.62%	8.59%	9.63%	18.49%	-6.96%	15.00%

Correlation

The correlation between ARTGX and MFWIX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Dec 10, 2007	0.87

The correlation between ARTGX and MFWIX has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

Return for Risk

ARTGX vs. MFWIX — Risk / Return Rank

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

ARTGX

ARTGX Risk / Return Rank: 69
ARTGX Sharpe Ratio Rank: 77
ARTGX Sortino Ratio Rank: 78
ARTGX Omega Ratio Rank: 69
ARTGX Calmar Ratio Rank: 57
ARTGX Martin Ratio Rank: 63

MFWIX

MFWIX Risk / Return Rank: 39
MFWIX Sharpe Ratio Rank: 43
MFWIX Sortino Ratio Rank: 45
MFWIX Omega Ratio Rank: 43
MFWIX Calmar Ratio Rank: 32
MFWIX Martin Ratio Rank: 33

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. MFWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Global Value Fund (ARTGX) and MFS Global Total Return Fund Class I (MFWIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ARTGX	MFWIX	Difference
Sharpe ratio: Return per unit of total volatility	2.35	1.78	+0.57
Sortino ratio: Return per unit of downside risk	3.39	2.59	+0.81
Omega ratio: Gain probability vs. loss probability	1.42	1.33	+0.09
Calmar ratio: Return relative to maximum drawdown	2.76	2.00	+0.77
Martin ratio: Return relative to average drawdown	11.67	7.03	+4.65

ARTGX vs. MFWIX - Sharpe Ratio Comparison

The current ARTGX Sharpe Ratio is 2.35, which is higher than the MFWIX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ARTGX and MFWIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ARTGX vs. MFWIX - Drawdown Comparison

The maximum ARTGX drawdown since its inception was -49.92%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for ARTGX and MFWIX.

Drawdown Indicators

	ARTGX	MFWIX	Difference
Max Drawdown Largest peak-to-trough decline	-49.92%	-33.01%	-16.91%
Max Drawdown (1Y) Largest decline over 1 year	-10.18%	-6.73%	-3.45%
Max Drawdown (3Y) Largest decline over 3 years	-10.70%	-8.63%	-2.07%
Max Drawdown (5Y) Largest decline over 5 years	-26.74%	-20.22%	-6.52%
Max Drawdown (10Y) Largest decline over 10 years	-39.90%	-23.36%	-16.54%
Current Drawdown Current decline from peak	-1.09%	-1.71%	+0.62%
Average Drawdown Average peak-to-trough decline	-6.53%	-3.81%	-2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	1.91%	+0.49%

Volatility

ARTGX vs. MFWIX - Volatility Comparison

Artisan Global Value Fund (ARTGX) has a higher volatility of 3.91% compared to MFS Global Total Return Fund Class I (MFWIX) at 2.24%. This indicates that ARTGX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARTGX	MFWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	2.24%	+1.67%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	5.89%	+3.86%
Volatility (1Y) Calculated over the trailing 1-year period	11.98%	7.57%	+4.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.54%	9.16%	+5.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.30%	9.64%	+7.66%

ARTGX vs. MFWIX - Expense Ratio Comparison

ARTGX has a 1.25% expense ratio, which is higher than MFWIX's 0.84% expense ratio.

Dividends

ARTGX vs. MFWIX - Dividend Comparison

ARTGX's dividend yield for the trailing twelve months is around 4.20%, less than MFWIX's 8.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARTGX Artisan Global Value Fund	4.20%	4.58%	5.38%	2.87%	3.68%	9.38%	0.05%	1.29%	6.35%	2.01%	2.66%	5.95%
MFWIX MFS Global Total Return Fund Class I	8.38%	8.77%	9.36%	3.98%	2.94%	10.71%	7.53%	4.70%	3.64%	2.36%	1.40%	4.59%

Frequently Asked Questions

Can I hold both ARTGX and MFWIX in my portfolio?

ARTGX and MFWIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARTGX or MFWIX?

ARTGX has higher volatility (3.91%) compared to MFWIX (2.24%). In terms of maximum drawdown, ARTGX dropped -49.92% vs MFWIX's -33.01%.

Which has better risk-adjusted returns?

ARTGX currently has the higher Sharpe Ratio (2.35 vs 1.78), 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.