ARTGX vs. SPY
Compare and contrast key facts about Artisan Global Value Fund (ARTGX) and State Street SPDR S&P 500 ETF (SPY).
ARTGX is managed by Artisan. It was launched on Dec 9, 2007. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
ARTGX vs. SPY - Performance Comparison
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ARTGX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, ARTGX achieves a -4.90% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, ARTGX has underperformed SPY with an annualized return of 10.44%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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ARTGX vs. SPY - Expense Ratio Comparison
ARTGX has a 1.25% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
ARTGX vs. SPY — Risk / Return Rank
ARTGX
SPY
ARTGX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Value Fund (ARTGX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.93 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.45 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.53 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.94 | 7.30 | -1.36 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.93 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.69 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.78 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.08 |
Correlation
The correlation between ARTGX and SPY is 0.86, 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. SPY - Dividend Comparison
ARTGX's dividend yield for the trailing twelve months is around 4.82%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
ARTGX vs. SPY - Drawdown Comparison
The maximum ARTGX drawdown since its inception was -49.92%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ARTGX and SPY.
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Drawdown Indicators
| ARTGX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.92% | -55.19% | +5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -12.05% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -24.50% | -2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -39.90% | -33.72% | -6.18% |
Current DrawdownCurrent decline from peak | -9.64% | -6.24% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -9.09% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.52% | +0.02% |
Volatility
ARTGX vs. SPY - Volatility Comparison
The current volatility for Artisan Global Value Fund (ARTGX) is 4.26%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that ARTGX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTGX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 5.31% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 9.47% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 19.05% | -5.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 17.06% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 17.92% | -0.67% |