Correlation
The correlation between ARTIX and SPDW is 0.76, 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.
ARTIX vs. SPDW
Compare and contrast key facts about Artisan International Fund (ARTIX) and SPDR Portfolio World ex-US ETF (SPDW).
ARTIX is managed by Artisan Partners Funds. It was launched on Dec 27, 1995. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTIX or SPDW.
Performance
ARTIX vs. SPDW - Performance Comparison
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Key characteristics
ARTIX:
1.62
SPDW:
0.84
ARTIX:
2.00
SPDW:
1.19
ARTIX:
1.30
SPDW:
1.16
ARTIX:
1.77
SPDW:
0.98
ARTIX:
8.39
SPDW:
3.01
ARTIX:
2.82%
SPDW:
4.39%
ARTIX:
15.20%
SPDW:
17.15%
ARTIX:
-61.18%
SPDW:
-60.02%
ARTIX:
-1.03%
SPDW:
-0.43%
Returns By Period
In the year-to-date period, ARTIX achieves a 21.50% return, which is significantly higher than SPDW's 16.64% return. Both investments have delivered pretty close results over the past 10 years, with ARTIX having a 5.83% annualized return and SPDW not far ahead at 6.01%.
ARTIX
21.50%
5.64%
17.89%
24.48%
14.42%
10.38%
5.83%
SPDW
16.64%
5.15%
12.68%
14.23%
10.34%
11.24%
6.01%
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ARTIX vs. SPDW - Expense Ratio Comparison
ARTIX has a 1.19% expense ratio, which is higher than SPDW's 0.04% expense ratio.
Risk-Adjusted Performance
ARTIX vs. SPDW — Risk-Adjusted Performance Rank
ARTIX
SPDW
ARTIX vs. SPDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund (ARTIX) and SPDR Portfolio World ex-US ETF (SPDW). 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.
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Dividends
ARTIX vs. SPDW - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 8.43%, more than SPDW's 2.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTIX Artisan International Fund | 8.43% | 10.24% | 1.79% | 2.54% | 23.35% | 3.23% | 5.24% | 9.73% | 0.67% | 1.17% | 0.45% | 0.76% |
SPDW SPDR Portfolio World ex-US ETF | 2.74% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% |
Drawdowns
ARTIX vs. SPDW - Drawdown Comparison
The maximum ARTIX drawdown since its inception was -61.18%, roughly equal to the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for ARTIX and SPDW.
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Volatility
ARTIX vs. SPDW - Volatility Comparison
Artisan International Fund (ARTIX) has a higher volatility of 3.41% compared to SPDR Portfolio World ex-US ETF (SPDW) at 2.90%. This indicates that ARTIX's price experiences larger fluctuations and is considered to be riskier than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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