ARTIX vs. FAOAX
ARTIX (Artisan International Fund) and FAOAX (Fidelity Advisor Overseas Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, ARTIX returned 10.02%/yr vs 7.41%/yr for FAOAX. Their correlation of 0.88 means they have usually moved in the same direction. ARTIX charges 1.19%/yr vs 1.43%/yr for FAOAX.
Performance
ARTIX vs. FAOAX - Performance Comparison
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Returns By Period
Over the past 10 years, ARTIX has outperformed FAOAX with an annualized return of 10.02%, while FAOAX has yielded a comparatively lower 7.41% annualized return.
ARTIX
- 1D
- 1.72%
- 1M
- -0.46%
- 6M
- 5.40%
- YTD
- 15.07%
- 1Y
- 23.75%
- 3Y*
- 21.44%
- 5Y*
- 10.03%
- 10Y*
- 10.02%
- ALL TIME*
- 8.77%
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.36%
- 3Y*
- 7.62%
- 5Y*
- 2.49%
- 10Y*
- 7.41%
- ALL TIME*
- 5.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ARTIX vs. FAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTIX Artisan International Fund | 15.07% | 36.21% | 10.59% | 14.27% | -19.54% | 8.87% | 7.58% | 29.16% | -11.03% | 31.03% |
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 27.39% | -15.10% | 29.66% |
Correlation
The correlation between ARTIX and FAOAX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 22, 1996 | 0.88 |
Over the past year, the correlation between ARTIX and FAOAX has dropped to 0.34 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
ARTIX vs. FAOAX — Risk / Return Rank
ARTIX
FAOAX
ARTIX vs. FAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund (ARTIX) and Fidelity Advisor Overseas Fund Class A (FAOAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARTIX | FAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.93 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | -0.34 | +2.60 |
| Martin ratioReturn relative to average drawdown | 6.62 | -0.52 | +7.13 |
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Drawdowns
ARTIX vs. FAOAX - Drawdown Comparison
The maximum ARTIX drawdown since its inception was -61.18%, roughly equal to the maximum FAOAX drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for ARTIX and FAOAX.
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Drawdown Indicators
| ARTIX | FAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.18% | -60.03% | -1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -7.29% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.39% | -13.99% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -36.50% | +2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -36.50% | +2.62% |
Current DrawdownCurrent decline from peak | -3.94% | -5.87% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -16.03% | -14.52% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 4.49% | -1.16% |
Volatility
ARTIX vs. FAOAX - Volatility Comparison
Artisan International Fund (ARTIX) has a higher volatility of 3.81% compared to Fidelity Advisor Overseas Fund Class A (FAOAX) at 0.00%. This indicates that ARTIX's price experiences larger fluctuations and is considered to be riskier than FAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTIX | FAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 0.00% | +3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.83% | 0.00% | +12.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.32% | 7.67% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 16.65% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 16.28% | -0.15% |
ARTIX vs. FAOAX - Expense Ratio Comparison
ARTIX has a 1.19% expense ratio, which is lower than FAOAX's 1.43% expense ratio.
Dividends
ARTIX vs. FAOAX - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 19.57%, more than FAOAX's 8.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTIX Artisan International Fund | 19.57% | 22.52% | 10.24% | 1.79% | 2.54% | 23.35% | 3.23% | 5.24% | 9.73% | 0.67% | 1.17% | 0.45% |
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
Frequently Asked Questions
ARTIX and FAOAX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTIX has higher volatility (3.81%) compared to FAOAX (0.00%). In terms of maximum drawdown, ARTIX dropped -61.18% vs FAOAX's -60.03%.
ARTIX currently has the higher Sharpe Ratio (1.44 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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