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.
Key characteristics
| ARTIX | EFA | |
|---|---|---|
| YTD Return | 12.64% | 4.53% |
| 1Y Return | 19.26% | 12.42% |
| 3Y Return (Ann) | -6.75% | 1.51% |
| 5Y Return (Ann) | -1.69% | 5.49% |
| 10Y Return (Ann) | 0.75% | 5.03% |
| Sharpe Ratio | 1.62 | 0.96 |
| Sortino Ratio | 2.21 | 1.39 |
| Omega Ratio | 1.28 | 1.17 |
| Calmar Ratio | 0.57 | 1.44 |
| Martin Ratio | 9.83 | 4.70 |
| Ulcer Index | 1.91% | 2.60% |
| Daily Std Dev | 11.61% | 12.76% |
| Max Drawdown | -67.86% | -61.04% |
| Current Drawdown | -19.91% | -8.31% |
Correlation
The correlation between ARTIX and EFA is 0.88, 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.
Performance
ARTIX vs. EFA - Performance Comparison
In the year-to-date period, ARTIX achieves a 12.64% return, which is significantly higher than EFA's 4.53% return. Over the past 10 years, ARTIX has underperformed EFA with an annualized return of 0.75%, while EFA has yielded a comparatively higher 5.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
ARTIX vs. EFA - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 0.91%, less than EFA's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTIX Artisan International Fund | 0.91% | 1.02% | 1.26% | 0.79% | 0.22% | 0.90% | 1.36% | 0.67% | 1.17% | 0.45% | 0.76% | 0.96% |
EFA iShares MSCI EAFE ETF | 3.00% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
Drawdowns
ARTIX vs. EFA - Drawdown Comparison
The maximum ARTIX drawdown since its inception was -67.86%, which is greater than EFA's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for ARTIX and EFA. For additional features, visit the drawdowns tool.
Volatility
ARTIX vs. EFA - Volatility Comparison
The current volatility for Artisan International Fund (ARTIX) is 3.29%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.01%. 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.