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ARTIX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARTIX and FTIHX 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.


Performance

ARTIX vs. FTIHX - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
28.06%
91.54%
ARTIX
FTIHX

Key characteristics

Sharpe Ratio

ARTIX:

0.61

FTIHX:

0.66

Sortino Ratio

ARTIX:

0.85

FTIHX:

1.05

Omega Ratio

ARTIX:

1.15

FTIHX:

1.14

Calmar Ratio

ARTIX:

0.39

FTIHX:

0.82

Martin Ratio

ARTIX:

2.18

FTIHX:

2.50

Ulcer Index

ARTIX:

5.06%

FTIHX:

4.33%

Daily Std Dev

ARTIX:

17.49%

FTIHX:

15.78%

Max Drawdown

ARTIX:

-67.86%

FTIHX:

-35.75%

Current Drawdown

ARTIX:

-15.08%

FTIHX:

-0.13%

Returns By Period

In the year-to-date period, ARTIX achieves a 17.79% return, which is significantly higher than FTIHX's 10.87% return.


ARTIX

YTD

17.79%

1M

14.07%

6M

4.09%

1Y

10.64%

5Y*

3.23%

10Y*

0.87%

FTIHX

YTD

10.87%

1M

10.21%

6M

6.96%

1Y

10.35%

5Y*

10.68%

10Y*

N/A

*Annualized

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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 Rank

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

ARTIX
The Risk-Adjusted Performance Rank of ARTIX is 6262
Overall Rank
The Sharpe Ratio Rank of ARTIX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTIX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ARTIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ARTIX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ARTIX is 6363
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 7171
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ARTIX Sharpe Ratio is 0.61, which is comparable to the FTIHX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ARTIX and FTIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.61
0.66
ARTIX
FTIHX

Dividends

ARTIX vs. FTIHX - Dividend Comparison

ARTIX's dividend yield for the trailing twelve months is around 8.69%, more than FTIHX's 2.60% yield.


TTM20242023202220212020201920182017201620152014
ARTIX
Artisan International Fund
8.69%10.24%1.79%2.54%23.35%3.23%5.24%9.73%0.67%1.17%0.45%0.76%
FTIHX
Fidelity Total International Index Fund
2.60%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.08%
-0.13%
ARTIX
FTIHX

Volatility

ARTIX vs. FTIHX - Volatility Comparison

The current volatility for Artisan International Fund (ARTIX) is 3.47%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 3.98%. 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
3.47%
3.98%
ARTIX
FTIHX