ARTIX vs. EFA
Compare and contrast key facts about Artisan International Fund (ARTIX) and iShares MSCI EAFE ETF (EFA).
ARTIX is managed by Artisan. It was launched on Dec 27, 1995. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Performance
ARTIX vs. EFA - Performance Comparison
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ARTIX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTIX Artisan International Fund | 3.75% | 36.21% | 10.59% | 14.27% | -19.54% | 8.87% | 7.58% | 29.16% | -11.03% | 31.03% |
EFA iShares MSCI EAFE ETF | 1.15% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Returns By Period
In the year-to-date period, ARTIX achieves a 3.75% return, which is significantly higher than EFA's 1.15% return. Both investments have delivered pretty close results over the past 10 years, with ARTIX having a 9.10% annualized return and EFA not far behind at 8.77%.
ARTIX
- 1D
- -0.58%
- 1M
- -8.94%
- YTD
- 3.75%
- 6M
- 5.47%
- 1Y
- 29.29%
- 3Y*
- 18.15%
- 5Y*
- 9.30%
- 10Y*
- 9.10%
EFA
- 1D
- 3.25%
- 1M
- -7.83%
- YTD
- 1.15%
- 6M
- 5.91%
- 1Y
- 23.09%
- 3Y*
- 14.36%
- 5Y*
- 8.10%
- 10Y*
- 8.77%
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ARTIX vs. EFA - Expense Ratio Comparison
ARTIX has a 1.19% expense ratio, which is higher than EFA's 0.32% expense ratio.
Return for Risk
ARTIX vs. EFA — Risk / Return Rank
ARTIX
EFA
ARTIX vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund (ARTIX) and iShares MSCI EAFE ETF (EFA). 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.
| ARTIX | EFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.31 | +0.53 |
Sortino ratioReturn per unit of downside risk | 2.37 | 1.87 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.50 | 1.93 | +0.58 |
Martin ratioReturn relative to average drawdown | 10.53 | 7.39 | +3.14 |
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
| ARTIX | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.31 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.50 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.51 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.30 | +0.15 |
Correlation
The correlation between ARTIX and EFA 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.
Dividends
ARTIX vs. EFA - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 21.71%, more than EFA's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTIX Artisan International Fund | 21.71% | 22.52% | 10.24% | 1.79% | 2.54% | 23.35% | 3.23% | 5.24% | 9.73% | 0.67% | 1.17% | 0.45% |
EFA iShares MSCI EAFE ETF | 3.34% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Drawdowns
ARTIX vs. EFA - Drawdown Comparison
The maximum ARTIX drawdown since its inception was -61.18%, roughly equal to the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for ARTIX and EFA.
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Drawdown Indicators
| ARTIX | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.18% | -61.04% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -11.42% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -29.53% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -34.19% | +0.31% |
Current DrawdownCurrent decline from peak | -9.78% | -8.07% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -16.17% | -12.00% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.98% | -0.39% |
Volatility
ARTIX vs. EFA - Volatility Comparison
The current volatility for Artisan International Fund (ARTIX) is 6.04%, while iShares MSCI EAFE ETF (EFA) has a volatility of 7.92%. This indicates that ARTIX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTIX | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 7.92% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 11.12% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 17.71% | -2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 16.31% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 17.20% | -1.04% |