ARTHX vs. MFWIX
Compare and contrast key facts about Artisan Global Equity Fund (ARTHX) and MFS Global Total Return Fund Class I (MFWIX).
ARTHX is managed by Artisan. It was launched on Mar 28, 2010. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
ARTHX vs. MFWIX - Performance Comparison
Loading graphics...
ARTHX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTHX Artisan Global Equity Fund | 0.31% | 45.58% | 16.80% | 11.89% | -20.62% | 4.95% | 29.46% | 31.13% | -3.75% | 31.35% |
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, ARTHX achieves a 0.31% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, ARTHX has outperformed MFWIX with an annualized return of 13.42%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
ARTHX
- 1D
- -1.10%
- 1M
- -9.94%
- YTD
- 0.31%
- 6M
- 1.11%
- 1Y
- 36.09%
- 3Y*
- 22.10%
- 5Y*
- 9.96%
- 10Y*
- 13.42%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARTHX vs. MFWIX - Expense Ratio Comparison
ARTHX has a 1.28% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
ARTHX vs. MFWIX — Risk / Return Rank
ARTHX
MFWIX
ARTHX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Equity Fund (ARTHX) 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.
| ARTHX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 1.29 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.79 | 1.77 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 1.59 | +1.24 |
Martin ratioReturn relative to average drawdown | 13.17 | 6.26 | +6.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ARTHX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.29 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.52 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.65 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.71 | +0.01 |
Correlation
The correlation between ARTHX and MFWIX is 0.81, 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
ARTHX vs. MFWIX - Dividend Comparison
ARTHX's dividend yield for the trailing twelve months is around 23.31%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTHX Artisan Global Equity Fund | 23.31% | 23.39% | 11.32% | 0.89% | 0.88% | 18.02% | 11.98% | 8.76% | 18.13% | 0.66% | 0.00% | 2.17% |
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
ARTHX vs. MFWIX - Drawdown Comparison
The maximum ARTHX drawdown since its inception was -37.42%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for ARTHX and MFWIX.
Loading graphics...
Drawdown Indicators
| ARTHX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.42% | -33.01% | -4.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -6.85% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -37.42% | -20.22% | -17.20% |
Max Drawdown (10Y)Largest decline over 10 years | -37.42% | -23.36% | -14.06% |
Current DrawdownCurrent decline from peak | -10.16% | -6.50% | -3.66% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -3.83% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.74% | +0.78% |
Volatility
ARTHX vs. MFWIX - Volatility Comparison
Artisan Global Equity Fund (ARTHX) has a higher volatility of 5.92% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that ARTHX'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.
Loading graphics...
Volatility by Period
| ARTHX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 3.04% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 5.25% | +5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 8.85% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 9.09% | +8.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 9.60% | +7.90% |