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.
Key characteristics
| ARTIX | SPDW | |
|---|---|---|
| YTD Return | 12.64% | 4.92% |
| 1Y Return | 19.26% | 12.93% |
| 3Y Return (Ann) | -6.75% | 0.73% |
| 5Y Return (Ann) | -1.69% | 5.61% |
| 10Y Return (Ann) | 0.75% | 5.24% |
| Sharpe Ratio | 1.62 | 1.00 |
| Sortino Ratio | 2.21 | 1.44 |
| Omega Ratio | 1.28 | 1.18 |
| Calmar Ratio | 0.57 | 1.20 |
| Martin Ratio | 9.83 | 5.17 |
| Ulcer Index | 1.91% | 2.49% |
| Daily Std Dev | 11.61% | 12.81% |
| Max Drawdown | -67.86% | -60.02% |
| Current Drawdown | -19.91% | -7.64% |
Correlation
The correlation between ARTIX and SPDW is 0.87, 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. SPDW - Performance Comparison
In the year-to-date period, ARTIX achieves a 12.64% return, which is significantly higher than SPDW's 4.92% return. Over the past 10 years, ARTIX has underperformed SPDW with an annualized return of 0.75%, while SPDW has yielded a comparatively higher 5.24% annualized 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. 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 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.
Dividends
ARTIX vs. SPDW - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 0.91%, less than SPDW's 2.76% 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% |
SPDW SPDR Portfolio World ex-US ETF | 2.76% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% | 2.37% |
Drawdowns
ARTIX vs. SPDW - Drawdown Comparison
The maximum ARTIX drawdown since its inception was -67.86%, which is greater than SPDW's maximum drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for ARTIX and SPDW. For additional features, visit the drawdowns tool.
Volatility
ARTIX vs. SPDW - Volatility Comparison
The current volatility for Artisan International Fund (ARTIX) is 3.29%, while SPDR Portfolio World ex-US ETF (SPDW) has a volatility of 3.81%. This indicates that ARTIX experiences smaller price fluctuations and is considered to be less risky than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.