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ARTIX vs. GSINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTIX vs. GSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Fund (ARTIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). The values are adjusted to include any dividend payments, if applicable.

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ARTIX vs. GSINX - 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%30.82%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
3.75%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ARTIX at 3.75% and GSINX at 3.75%.


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%

GSINX

1D
0.65%
1M
-6.11%
YTD
3.75%
6M
7.85%
1Y
15.78%
3Y*
17.25%
5Y*
10.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTIX vs. GSINX - Expense Ratio Comparison

ARTIX has a 1.19% expense ratio, which is higher than GSINX's 0.89% expense ratio.


Return for Risk

ARTIX vs. GSINX — 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

GSINX
GSINX Risk / Return Rank: 7373
Overall Rank
GSINX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 6868
Sortino Ratio Rank
GSINX Omega Ratio Rank: 7272
Omega Ratio Rank
GSINX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GSINX Martin Ratio Rank: 7676
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. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund (ARTIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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.


ARTIXGSINXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.27

+0.57

Sortino ratio

Return per unit of downside risk

2.37

1.68

+0.69

Omega ratio

Gain probability vs. loss probability

1.35

1.27

+0.08

Calmar ratio

Return relative to maximum drawdown

2.50

1.80

+0.71

Martin ratio

Return relative to average drawdown

10.53

7.33

+3.20

ARTIX vs. GSINX - Sharpe Ratio Comparison

The current ARTIX Sharpe Ratio is 1.84, which is higher than the GSINX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ARTIX and GSINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARTIXGSINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.27

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.72

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.80

-0.35

Correlation

The correlation between ARTIX and GSINX is 0.81, 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. GSINX - Dividend Comparison

ARTIX's dividend yield for the trailing twelve months is around 21.71%, more than GSINX's 4.85% 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%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.85%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.00%0.00%

Drawdowns

ARTIX vs. GSINX - Drawdown Comparison

The maximum ARTIX drawdown since its inception was -61.18%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for ARTIX and GSINX.


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Drawdown Indicators


ARTIXGSINXDifference

Max Drawdown

Largest peak-to-trough decline

-61.18%

-28.80%

-32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-8.74%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-33.88%

-25.46%

-8.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.88%

Current Drawdown

Current decline from peak

-9.78%

-6.11%

-3.67%

Average Drawdown

Average peak-to-trough decline

-16.17%

-4.88%

-11.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.15%

+0.44%

Volatility

ARTIX vs. GSINX - Volatility Comparison

Artisan International Fund (ARTIX) has a higher volatility of 6.04% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 4.84%. This indicates that ARTIX's price experiences larger fluctuations and is considered to be riskier than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTIXGSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

4.84%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

7.38%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

12.48%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

14.44%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

15.78%

+0.38%