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ARTHX vs. VICEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTHX vs. VICEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Global Equity Fund (ARTHX) and USA Mutuals Vice Fund (VICEX). The values are adjusted to include any dividend payments, if applicable.

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ARTHX vs. VICEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VICEX
USA Mutuals Vice Fund
-1.25%20.25%4.40%-2.18%3.41%-1.36%-0.89%26.26%-21.27%25.71%

Returns By Period

In the year-to-date period, ARTHX achieves a 0.31% return, which is significantly higher than VICEX's -1.25% return. Over the past 10 years, ARTHX has outperformed VICEX with an annualized return of 13.42%, while VICEX has yielded a comparatively lower 4.79% 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%

VICEX

1D
-0.42%
1M
-10.00%
YTD
-1.25%
6M
-4.10%
1Y
11.07%
3Y*
5.47%
5Y*
2.51%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTHX vs. VICEX - Expense Ratio Comparison

ARTHX has a 1.28% expense ratio, which is lower than VICEX's 1.59% expense ratio.


Return for Risk

ARTHX vs. VICEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARTHX
ARTHX Risk / Return Rank: 9393
Overall Rank
ARTHX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ARTHX Sortino Ratio Rank: 9393
Sortino Ratio Rank
ARTHX Omega Ratio Rank: 9191
Omega Ratio Rank
ARTHX Calmar Ratio Rank: 9393
Calmar Ratio Rank
ARTHX Martin Ratio Rank: 9595
Martin Ratio Rank

VICEX
VICEX Risk / Return Rank: 3333
Overall Rank
VICEX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VICEX Sortino Ratio Rank: 3434
Sortino Ratio Rank
VICEX Omega Ratio Rank: 3232
Omega Ratio Rank
VICEX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VICEX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARTHX vs. VICEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Global Equity Fund (ARTHX) and USA Mutuals Vice Fund (VICEX). 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.


ARTHXVICEXDifference

Sharpe ratio

Return per unit of total volatility

2.17

0.80

+1.37

Sortino ratio

Return per unit of downside risk

2.79

1.13

+1.66

Omega ratio

Gain probability vs. loss probability

1.42

1.16

+0.27

Calmar ratio

Return relative to maximum drawdown

2.83

0.89

+1.94

Martin ratio

Return relative to average drawdown

13.17

3.11

+10.06

ARTHX vs. VICEX - Sharpe Ratio Comparison

The current ARTHX Sharpe Ratio is 2.17, which is higher than the VICEX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ARTHX and VICEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARTHXVICEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

0.80

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.19

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.31

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.50

+0.21

Correlation

The correlation between ARTHX and VICEX is 0.72, 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. VICEX - Dividend Comparison

ARTHX's dividend yield for the trailing twelve months is around 23.31%, more than VICEX's 13.47% yield.


TTM20252024202320222021202020192018201720162015
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%
VICEX
USA Mutuals Vice Fund
13.47%13.30%5.70%10.54%8.24%16.06%3.99%4.76%1.02%3.15%20.81%1.21%

Drawdowns

ARTHX vs. VICEX - Drawdown Comparison

The maximum ARTHX drawdown since its inception was -37.42%, smaller than the maximum VICEX drawdown of -54.58%. Use the drawdown chart below to compare losses from any high point for ARTHX and VICEX.


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Drawdown Indicators


ARTHXVICEXDifference

Max Drawdown

Largest peak-to-trough decline

-37.42%

-54.58%

+17.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-10.79%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-37.42%

-24.12%

-13.30%

Max Drawdown (10Y)

Largest decline over 10 years

-37.42%

-40.91%

+3.49%

Current Drawdown

Current decline from peak

-10.16%

-10.79%

+0.63%

Average Drawdown

Average peak-to-trough decline

-7.19%

-10.49%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.07%

-0.55%

Volatility

ARTHX vs. VICEX - Volatility Comparison

Artisan Global Equity Fund (ARTHX) has a higher volatility of 5.92% compared to USA Mutuals Vice Fund (VICEX) at 4.33%. This indicates that ARTHX's price experiences larger fluctuations and is considered to be riskier than VICEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTHXVICEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

4.33%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

9.27%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

13.10%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

13.25%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

15.47%

+2.03%