ARTGX vs. MFWIX
Compare and contrast key facts about Artisan Global Value Fund (ARTGX) and MFS Global Total Return Fund Class I (MFWIX).
ARTGX is managed by Artisan. It was launched on Dec 9, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
ARTGX vs. MFWIX - Performance Comparison
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ARTGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, ARTGX achieves a -4.90% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, ARTGX has outperformed MFWIX with an annualized return of 10.44%, while MFWIX has yielded a comparatively lower 6.19% 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%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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ARTGX vs. MFWIX - Expense Ratio Comparison
ARTGX has a 1.25% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
ARTGX vs. MFWIX — Risk / Return Rank
ARTGX
MFWIX
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.
| ARTGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.29 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.77 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.59 | -0.10 |
Martin ratioReturn relative to average drawdown | 5.94 | 6.26 | -0.31 |
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
| ARTGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.29 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.52 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.65 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.71 | -0.23 |
Correlation
The correlation between ARTGX and MFWIX is 0.87, 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. MFWIX - Dividend Comparison
ARTGX's dividend yield for the trailing twelve months is around 4.82%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
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.
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Drawdown Indicators
| ARTGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.92% | -33.01% | -16.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -6.85% | -3.33% |
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 DrawdownCurrent decline from peak | -9.64% | -6.50% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -3.83% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 1.74% | +0.80% |
Volatility
ARTGX vs. MFWIX - Volatility Comparison
Artisan Global Value Fund (ARTGX) has a higher volatility of 4.26% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. 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.
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Volatility by Period
| ARTGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 3.04% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 5.25% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 8.85% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 9.09% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 9.60% | +7.65% |