ARTGX vs. SSGLX
Compare and contrast key facts about Artisan Global Value Fund (ARTGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
ARTGX is managed by Artisan. It was launched on Dec 9, 2007. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
ARTGX vs. SSGLX - Performance Comparison
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ARTGX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTGX Artisan Global Value Fund | -3.09% | 34.03% | 10.66% | 26.57% | -13.56% | 15.60% | 6.48% | 23.78% | -13.09% | 21.59% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, ARTGX achieves a -3.09% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, ARTGX has outperformed SSGLX with an annualized return of 10.65%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
ARTGX
- 1D
- 1.90%
- 1M
- -6.12%
- YTD
- -3.09%
- 6M
- 3.74%
- 1Y
- 19.07%
- 3Y*
- 18.33%
- 5Y*
- 10.43%
- 10Y*
- 10.65%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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ARTGX vs. SSGLX - Expense Ratio Comparison
ARTGX has a 1.25% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
ARTGX vs. SSGLX — Risk / Return Rank
ARTGX
SSGLX
ARTGX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Value Fund (ARTGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.56 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.12 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.00 | -0.27 |
Martin ratioReturn relative to average drawdown | 7.03 | 7.90 | -0.87 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.56 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.48 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.53 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.37 | +0.12 |
Correlation
The correlation between ARTGX and SSGLX is 0.82, 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. SSGLX - Dividend Comparison
ARTGX's dividend yield for the trailing twelve months is around 4.73%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTGX Artisan Global Value Fund | 4.73% | 4.58% | 5.38% | 2.87% | 3.68% | 9.38% | 0.05% | 1.29% | 6.35% | 2.01% | 2.66% | 5.95% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
ARTGX vs. SSGLX - Drawdown Comparison
The maximum ARTGX drawdown since its inception was -49.92%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for ARTGX and SSGLX.
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Drawdown Indicators
| ARTGX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.92% | -35.88% | -14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -11.22% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -30.08% | +3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -39.90% | -35.88% | -4.02% |
Current DrawdownCurrent decline from peak | -7.92% | -10.87% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -8.32% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.84% | -0.34% |
Volatility
ARTGX vs. SSGLX - Volatility Comparison
The current volatility for Artisan Global Value Fund (ARTGX) is 4.72%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that ARTGX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTGX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 6.44% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | 10.02% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 15.49% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 14.49% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 16.15% | +1.11% |