ARTHX vs. GAOAX
Compare and contrast key facts about Artisan Global Equity Fund (ARTHX) and JPMorgan Global Allocation Fund A (GAOAX).
ARTHX is managed by Artisan. It was launched on Mar 28, 2010. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
ARTHX vs. GAOAX - Performance Comparison
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Returns By Period
In the year-to-date period, ARTHX achieves a 4.06% return, which is significantly higher than GAOAX's -3.21% return. Over the past 10 years, ARTHX has outperformed GAOAX with an annualized return of 13.86%, while GAOAX has yielded a comparatively lower 5.82% annualized return.
ARTHX
- 1D
- -0.68%
- 1M
- -4.23%
- YTD
- 4.06%
- 6M
- 4.86%
- 1Y
- 50.86%
- 3Y*
- 23.67%
- 5Y*
- 10.36%
- 10Y*
- 13.86%
GAOAX
- 1D
- -0.15%
- 1M
- -3.63%
- YTD
- -3.21%
- 6M
- -2.46%
- 1Y
- 16.89%
- 3Y*
- 8.49%
- 5Y*
- 2.00%
- 10Y*
- 5.82%
ARTHX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTHX Artisan Global Equity Fund | 4.06% | 45.58% | 16.80% | 11.89% | -20.62% | 4.95% | 29.46% | 31.13% | -3.75% | 31.35% |
GAOAX JPMorgan Global Allocation Fund A | -3.21% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Correlation
The correlation between ARTHX and GAOAX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
ARTHX vs. GAOAX - Expense Ratio Comparison
ARTHX has a 1.28% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
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Return for Risk
ARTHX vs. GAOAX — Risk / Return Rank
ARTHX
GAOAX
ARTHX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Equity Fund (ARTHX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| ARTHX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.45 | 0.86 | +1.59 |
Sortino ratioReturn per unit of downside risk | 3.15 | 1.25 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.17 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 4.00 | 1.16 | +2.84 |
Martin ratioReturn relative to average drawdown | 16.50 | 4.54 | +11.96 |
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
| ARTHX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 0.86 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.18 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.54 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.55 | +0.18 |
Drawdowns
ARTHX vs. GAOAX - Drawdown Comparison
The maximum ARTHX drawdown since its inception was -37.42%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for ARTHX and GAOAX.
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Drawdown Indicators
| ARTHX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.42% | -29.02% | -8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -8.95% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -37.42% | -29.02% | -8.40% |
Max Drawdown (10Y)Largest decline over 10 years | -37.42% | -29.02% | -8.40% |
Current DrawdownCurrent decline from peak | -6.80% | -6.96% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -6.02% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.28% | +0.22% |
Volatility
ARTHX vs. GAOAX - Volatility Comparison
Artisan Global Equity Fund (ARTHX) has a higher volatility of 6.90% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.72%. This indicates that ARTHX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTHX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 4.72% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 7.59% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 11.55% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 11.03% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 10.81% | +6.72% |
Dividends
ARTHX vs. GAOAX - Dividend Comparison
ARTHX's dividend yield for the trailing twelve months is around 22.47%, more than GAOAX's 9.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTHX Artisan Global Equity Fund | 22.47% | 23.39% | 11.32% | 0.89% | 0.88% | 18.02% | 11.98% | 8.76% | 18.13% | 0.66% | 0.00% | 2.17% |
GAOAX JPMorgan Global Allocation Fund A | 9.97% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |