ARTIX vs. FTIHX
Compare and contrast key facts about Artisan International Fund (ARTIX) and Fidelity Total International Index Fund (FTIHX).
ARTIX is managed by Artisan Partners Funds. It was launched on Dec 27, 1995. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTIX or FTIHX.
Key characteristics
| ARTIX | FTIHX | |
|---|---|---|
| YTD Return | 12.64% | 6.08% |
| 1Y Return | 19.26% | 13.32% |
| 3Y Return (Ann) | -6.75% | 0.14% |
| 5Y Return (Ann) | -1.69% | 5.15% |
| Sharpe Ratio | 1.62 | 1.04 |
| Sortino Ratio | 2.21 | 1.52 |
| Omega Ratio | 1.28 | 1.19 |
| Calmar Ratio | 0.57 | 1.07 |
| Martin Ratio | 9.83 | 5.56 |
| Ulcer Index | 1.91% | 2.44% |
| Daily Std Dev | 11.61% | 13.12% |
| Max Drawdown | -67.86% | -35.75% |
| Current Drawdown | -19.91% | -7.43% |
Correlation
The correlation between ARTIX and FTIHX is 0.90, 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. FTIHX - Performance Comparison
In the year-to-date period, ARTIX achieves a 12.64% return, which is significantly higher than FTIHX's 6.08% 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. FTIHX - Expense Ratio Comparison
ARTIX has a 1.19% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Risk-Adjusted Performance
ARTIX vs. FTIHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund (ARTIX) and Fidelity Total International Index Fund (FTIHX). 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. FTIHX - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 0.91%, less than FTIHX's 2.62% 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% |
FTIHX Fidelity Total International Index Fund | 2.62% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
ARTIX vs. FTIHX - Drawdown Comparison
The maximum ARTIX drawdown since its inception was -67.86%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for ARTIX and FTIHX. For additional features, visit the drawdowns tool.
Volatility
ARTIX vs. FTIHX - Volatility Comparison
The current volatility for Artisan International Fund (ARTIX) is 3.29%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 3.67%. This indicates that ARTIX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.