ARTIX vs. VT
Compare and contrast key facts about Artisan International Fund (ARTIX) and Vanguard Total World Stock ETF (VT).
ARTIX is managed by Artisan Partners Funds. It was launched on Dec 27, 1995. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTIX or VT.
Key characteristics
| ARTIX | VT | |
|---|---|---|
| YTD Return | 12.64% | 17.82% |
| 1Y Return | 19.26% | 25.84% |
| 3Y Return (Ann) | -6.75% | 5.45% |
| 5Y Return (Ann) | -1.69% | 11.05% |
| 10Y Return (Ann) | 0.75% | 9.38% |
| Sharpe Ratio | 1.62 | 2.25 |
| Sortino Ratio | 2.21 | 3.07 |
| Omega Ratio | 1.28 | 1.40 |
| Calmar Ratio | 0.57 | 3.21 |
| Martin Ratio | 9.83 | 14.52 |
| Ulcer Index | 1.91% | 1.80% |
| Daily Std Dev | 11.61% | 11.59% |
| Max Drawdown | -67.86% | -50.27% |
| Current Drawdown | -19.91% | -1.68% |
Correlation
The correlation between ARTIX and VT is 0.86, 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. VT - Performance Comparison
In the year-to-date period, ARTIX achieves a 12.64% return, which is significantly lower than VT's 17.82% return. Over the past 10 years, ARTIX has underperformed VT with an annualized return of 0.75%, while VT has yielded a comparatively higher 9.38% 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. VT - Expense Ratio Comparison
ARTIX has a 1.19% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
ARTIX vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund (ARTIX) and Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
ARTIX's dividend yield for the trailing twelve months is around 0.91%, less than VT's 1.85% 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% |
VT Vanguard Total World Stock ETF | 1.85% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
ARTIX vs. VT - Drawdown Comparison
The maximum ARTIX drawdown since its inception was -67.86%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ARTIX and VT. For additional features, visit the drawdowns tool.
Volatility
ARTIX vs. VT - Volatility Comparison
Artisan International Fund (ARTIX) and Vanguard Total World Stock ETF (VT) have volatilities of 3.29% and 3.14%, 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.