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 | 8.20% | 7.59% |
1Y Return | 13.53% | 15.43% |
3Y Return (Ann) | 1.06% | 2.70% |
5Y Return (Ann) | 5.83% | 7.83% |
10Y Return (Ann) | 4.31% | 4.96% |
Sharpe Ratio | 1.19 | 1.13 |
Daily Std Dev | 11.03% | 12.57% |
Max Drawdown | -61.18% | -60.02% |
Current Drawdown | -3.51% | 0.00% |
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 8.20% return, which is significantly higher than SPDW's 7.59% return. Over the past 10 years, ARTIX has underperformed SPDW with an annualized return of 4.31%, while SPDW has yielded a comparatively higher 4.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 1.66%, less than SPDW's 2.55% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Artisan International Fund | 1.66% | 1.79% | 2.54% | 23.35% | 3.23% | 5.24% | 9.73% | 0.67% | 1.17% | 0.45% | 0.76% | 0.96% |
SPDR Portfolio World ex-US ETF | 2.55% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% | 2.36% |
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. For additional features, visit the drawdowns tool.
Volatility
ARTIX vs. SPDW - Volatility Comparison
Artisan International Fund (ARTIX) and SPDR Portfolio World ex-US ETF (SPDW) have volatilities of 2.94% and 3.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.