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ARTJX vs. ARTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTJX vs. ARTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Small-Mid Fund (ARTJX) and Artisan Global Opportunities Fund Class I (ARTRX). The values are adjusted to include any dividend payments, if applicable.

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ARTJX vs. ARTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARTJX
Artisan International Small-Mid Fund
-5.96%18.29%-0.80%11.03%-23.77%3.63%33.00%36.25%-17.94%33.50%
ARTRX
Artisan Global Opportunities Fund Class I
-7.40%8.91%14.82%23.02%-30.38%13.48%39.84%35.54%-9.20%31.22%

Returns By Period

In the year-to-date period, ARTJX achieves a -5.96% return, which is significantly higher than ARTRX's -7.40% return. Over the past 10 years, ARTJX has underperformed ARTRX with an annualized return of 5.97%, while ARTRX has yielded a comparatively higher 10.27% annualized return.


ARTJX

1D
-0.44%
1M
-8.91%
YTD
-5.96%
6M
-3.74%
1Y
12.89%
3Y*
4.41%
5Y*
-0.37%
10Y*
5.97%

ARTRX

1D
-0.13%
1M
-8.25%
YTD
-7.40%
6M
-9.42%
1Y
5.50%
3Y*
9.30%
5Y*
2.80%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTJX vs. ARTRX - Expense Ratio Comparison

ARTJX has a 1.28% expense ratio, which is higher than ARTRX's 1.14% expense ratio.


Return for Risk

ARTJX vs. ARTRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARTJX
ARTJX Risk / Return Rank: 3131
Overall Rank
ARTJX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ARTJX Sortino Ratio Rank: 3232
Sortino Ratio Rank
ARTJX Omega Ratio Rank: 2727
Omega Ratio Rank
ARTJX Calmar Ratio Rank: 3232
Calmar Ratio Rank
ARTJX Martin Ratio Rank: 3232
Martin Ratio Rank

ARTRX
ARTRX Risk / Return Rank: 1212
Overall Rank
ARTRX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ARTRX Sortino Ratio Rank: 1212
Sortino Ratio Rank
ARTRX Omega Ratio Rank: 1212
Omega Ratio Rank
ARTRX Calmar Ratio Rank: 1111
Calmar Ratio Rank
ARTRX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARTJX vs. ARTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Small-Mid Fund (ARTJX) and Artisan Global Opportunities Fund Class I (ARTRX). 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.


ARTJXARTRXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.30

+0.45

Sortino ratio

Return per unit of downside risk

1.12

0.53

+0.59

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.07

Calmar ratio

Return relative to maximum drawdown

0.89

0.24

+0.65

Martin ratio

Return relative to average drawdown

3.41

0.73

+2.69

ARTJX vs. ARTRX - Sharpe Ratio Comparison

The current ARTJX Sharpe Ratio is 0.75, which is higher than the ARTRX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ARTJX and ARTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARTJXARTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.30

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.14

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.54

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.49

+0.05

Correlation

The correlation between ARTJX and ARTRX is 0.78, 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.


Dividends

ARTJX vs. ARTRX - Dividend Comparison

ARTJX's dividend yield for the trailing twelve months is around 5.95%, more than ARTRX's 3.86% yield.


TTM20252024202320222021202020192018201720162015
ARTJX
Artisan International Small-Mid Fund
5.95%5.59%0.57%0.00%0.03%2.86%0.54%0.14%73.24%13.74%6.05%3.36%
ARTRX
Artisan Global Opportunities Fund Class I
3.86%3.57%12.34%2.30%0.00%10.78%6.67%6.94%7.32%4.15%0.17%0.70%

Drawdowns

ARTJX vs. ARTRX - Drawdown Comparison

The maximum ARTJX drawdown since its inception was -64.43%, which is greater than ARTRX's maximum drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for ARTJX and ARTRX.


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Drawdown Indicators


ARTJXARTRXDifference

Max Drawdown

Largest peak-to-trough decline

-64.43%

-46.00%

-18.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-12.71%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-37.04%

-38.37%

+1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-38.37%

+1.33%

Current Drawdown

Current decline from peak

-12.71%

-12.71%

0.00%

Average Drawdown

Average peak-to-trough decline

-13.31%

-8.30%

-5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

4.25%

-1.33%

Volatility

ARTJX vs. ARTRX - Volatility Comparison

Artisan International Small-Mid Fund (ARTJX) has a higher volatility of 5.95% compared to Artisan Global Opportunities Fund Class I (ARTRX) at 5.29%. This indicates that ARTJX's price experiences larger fluctuations and is considered to be riskier than ARTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTJXARTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

5.29%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

10.66%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

17.40%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

19.66%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

18.93%

-1.58%