Correlation
The correlation between ARTIX and EFA is 0.71, 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.
ARTIX vs. EFA
Compare and contrast key facts about Artisan International Fund (ARTIX) and iShares MSCI EAFE ETF (EFA).
ARTIX is managed by Artisan Partners Funds. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTIX or EFA.
Performance
ARTIX vs. EFA - Performance Comparison
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Key characteristics
ARTIX:
1.62
EFA:
0.80
ARTIX:
2.00
EFA:
1.15
ARTIX:
1.30
EFA:
1.16
ARTIX:
1.77
EFA:
0.93
ARTIX:
8.39
EFA:
2.79
ARTIX:
2.82%
EFA:
4.68%
ARTIX:
15.20%
EFA:
17.57%
ARTIX:
-61.18%
EFA:
-61.04%
ARTIX:
-1.03%
EFA:
-0.57%
Returns By Period
In the year-to-date period, ARTIX achieves a 21.50% return, which is significantly higher than EFA's 17.46% return. Both investments have delivered pretty close results over the past 10 years, with ARTIX having a 5.83% annualized return and EFA not far ahead at 5.92%.
ARTIX
21.50%
5.64%
17.89%
24.48%
14.42%
10.38%
5.83%
EFA
17.46%
4.79%
13.99%
13.91%
11.45%
11.45%
5.92%
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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.
Risk-Adjusted Performance
ARTIX vs. EFA — Risk-Adjusted Performance Rank
ARTIX
EFA
ARTIX vs. EFA - Risk-Adjusted Performance 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.
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Dividends
ARTIX vs. EFA - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 8.43%, more than EFA's 2.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTIX Artisan International Fund | 8.43% | 10.24% | 1.79% | 2.54% | 23.35% | 3.23% | 5.24% | 9.73% | 0.67% | 1.17% | 0.45% | 0.76% |
EFA iShares MSCI EAFE ETF | 2.76% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
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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Volatility
ARTIX vs. EFA - Volatility Comparison
Artisan International Fund (ARTIX) and iShares MSCI EAFE ETF (EFA) have volatilities of 3.41% and 3.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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