PortfoliosLab logoPortfoliosLab logo
ARTIX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTIX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Fund (ARTIX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ARTIX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARTIX
Artisan International Fund
3.75%36.21%10.59%14.27%-19.54%8.87%7.58%29.16%-11.03%31.03%
FIGSX
Fidelity Series International Growth Fund
-5.60%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period

In the year-to-date period, ARTIX achieves a 3.75% return, which is significantly higher than FIGSX's -5.60% return. Both investments have delivered pretty close results over the past 10 years, with ARTIX having a 9.10% annualized return and FIGSX not far ahead at 9.19%.


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%

FIGSX

1D
-0.44%
1M
-13.35%
YTD
-5.60%
6M
-5.08%
1Y
9.99%
3Y*
9.41%
5Y*
5.27%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARTIX vs. FIGSX - Expense Ratio Comparison

ARTIX has a 1.19% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

ARTIX vs. FIGSX — Risk / Return Rank

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

ARTIX
ARTIX Risk / Return Rank: 8989
Overall Rank
ARTIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ARTIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
ARTIX Omega Ratio Rank: 8686
Omega Ratio Rank
ARTIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
ARTIX Martin Ratio Rank: 9191
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 2020
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1919
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2222
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.

ARTIX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund (ARTIX) and Fidelity Series International Growth Fund (FIGSX). 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.


ARTIXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.50

+1.34

Sortino ratio

Return per unit of downside risk

2.37

0.82

+1.55

Omega ratio

Gain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratio

Return relative to maximum drawdown

2.50

0.58

+1.92

Martin ratio

Return relative to average drawdown

10.53

2.33

+8.20

ARTIX vs. FIGSX - Sharpe Ratio Comparison

The current ARTIX Sharpe Ratio is 1.84, which is higher than the FIGSX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ARTIX and FIGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ARTIXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.50

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.30

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.53

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.47

-0.02

Correlation

The correlation between ARTIX and FIGSX is 0.89, 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. FIGSX - Dividend Comparison

ARTIX's dividend yield for the trailing twelve months is around 21.71%, more than FIGSX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
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%
FIGSX
Fidelity Series International Growth Fund
9.19%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

ARTIX vs. FIGSX - Drawdown Comparison

The maximum ARTIX drawdown since its inception was -61.18%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for ARTIX and FIGSX.


Loading graphics...

Drawdown Indicators


ARTIXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.18%

-34.47%

-26.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-13.89%

+4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.88%

-34.47%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.88%

-34.47%

+0.59%

Current Drawdown

Current decline from peak

-9.78%

-13.89%

+4.11%

Average Drawdown

Average peak-to-trough decline

-16.17%

-6.49%

-9.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.48%

-0.89%

Volatility

ARTIX vs. FIGSX - Volatility Comparison

The current volatility for Artisan International Fund (ARTIX) is 6.04%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 8.00%. This indicates that ARTIX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ARTIXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

8.00%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

12.68%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

18.90%

-3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

17.53%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

17.50%

-1.34%