ARTIX vs. SWPPX
Compare and contrast key facts about Artisan International Fund (ARTIX) and Schwab S&P 500 Index Fund (SWPPX).
ARTIX is managed by Artisan Partners Funds. It was launched on Dec 27, 1995. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTIX or SWPPX.
Key characteristics
| ARTIX | SWPPX | |
|---|---|---|
| YTD Return | 12.64% | 26.17% |
| 1Y Return | 19.26% | 33.93% |
| 3Y Return (Ann) | -6.75% | 10.00% |
| 5Y Return (Ann) | -1.69% | 15.61% |
| 10Y Return (Ann) | 0.75% | 13.31% |
| Sharpe Ratio | 1.62 | 2.80 |
| Sortino Ratio | 2.21 | 3.72 |
| Omega Ratio | 1.28 | 1.52 |
| Calmar Ratio | 0.57 | 4.04 |
| Martin Ratio | 9.83 | 18.23 |
| Ulcer Index | 1.91% | 1.87% |
| Daily Std Dev | 11.61% | 12.23% |
| Max Drawdown | -67.86% | -55.06% |
| Current Drawdown | -19.91% | -0.85% |
Correlation
The correlation between ARTIX and SWPPX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ARTIX vs. SWPPX - Performance Comparison
In the year-to-date period, ARTIX achieves a 12.64% return, which is significantly lower than SWPPX's 26.17% return. Over the past 10 years, ARTIX has underperformed SWPPX with an annualized return of 0.75%, while SWPPX has yielded a comparatively higher 13.31% 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. SWPPX - Expense Ratio Comparison
ARTIX has a 1.19% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
ARTIX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund (ARTIX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 0.91%, less than SWPPX's 1.13% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
ARTIX vs. SWPPX - Drawdown Comparison
The maximum ARTIX drawdown since its inception was -67.86%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for ARTIX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
ARTIX vs. SWPPX - Volatility Comparison
The current volatility for Artisan International Fund (ARTIX) is 3.29%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.80%. This indicates that ARTIX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.