Correlation
The correlation between ARTGX and SPY 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.
ARTGX vs. SPY
Compare and contrast key facts about Artisan Global Value Fund (ARTGX) and SPDR S&P 500 ETF (SPY).
ARTGX is managed by Artisan Partners Funds. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTGX or SPY.
Performance
ARTGX vs. SPY - Performance Comparison
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Key characteristics
ARTGX:
1.24
SPY:
0.70
ARTGX:
1.68
SPY:
1.02
ARTGX:
1.24
SPY:
1.15
ARTGX:
1.50
SPY:
0.68
ARTGX:
6.80
SPY:
2.57
ARTGX:
2.36%
SPY:
4.93%
ARTGX:
13.82%
SPY:
20.42%
ARTGX:
-49.92%
SPY:
-55.19%
ARTGX:
-0.83%
SPY:
-3.55%
Returns By Period
In the year-to-date period, ARTGX achieves a 14.58% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, ARTGX has underperformed SPY with an annualized return of 8.74%, while SPY has yielded a comparatively higher 12.73% annualized return.
ARTGX
14.58%
4.17%
10.90%
17.06%
14.03%
16.65%
8.74%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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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.
Risk-Adjusted Performance
ARTGX vs. SPY — Risk-Adjusted Performance Rank
ARTGX
SPY
ARTGX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Value Fund (ARTGX) and 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.
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Dividends
ARTGX vs. SPY - Dividend Comparison
ARTGX's dividend yield for the trailing twelve months is around 4.70%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTGX Artisan Global Value Fund | 4.70% | 5.38% | 2.87% | 3.84% | 9.38% | 0.05% | 1.29% | 6.35% | 2.01% | 2.66% | 5.95% | 3.35% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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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Volatility
ARTGX vs. SPY - Volatility Comparison
The current volatility for Artisan Global Value Fund (ARTGX) is 3.05%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. 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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