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ARTJX vs. SCIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARTJX and SCIEX is 0.63, 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

ARTJX vs. SCIEX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ARTJX:

0.52

SCIEX:

0.98

Sortino Ratio

ARTJX:

0.70

SCIEX:

1.30

Omega Ratio

ARTJX:

1.09

SCIEX:

1.17

Calmar Ratio

ARTJX:

0.24

SCIEX:

1.07

Martin Ratio

ARTJX:

1.30

SCIEX:

3.84

Ulcer Index

ARTJX:

5.33%

SCIEX:

3.80%

Daily Std Dev

ARTJX:

16.36%

SCIEX:

16.58%

Max Drawdown

ARTJX:

-64.43%

SCIEX:

-60.26%

Current Drawdown

ARTJX:

-14.07%

SCIEX:

-0.64%

Returns By Period

In the year-to-date period, ARTJX achieves a 9.19% return, which is significantly lower than SCIEX's 15.14% return. Over the past 10 years, ARTJX has underperformed SCIEX with an annualized return of 4.64%, while SCIEX has yielded a comparatively higher 7.68% annualized return.


ARTJX

YTD

9.19%

1M

5.54%

6M

3.91%

1Y

8.46%

3Y*

5.24%

5Y*

5.62%

10Y*

4.64%

SCIEX

YTD

15.14%

1M

5.95%

6M

13.28%

1Y

16.09%

3Y*

11.17%

5Y*

11.97%

10Y*

7.68%

*Annualized

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ARTJX vs. SCIEX - Expense Ratio Comparison

ARTJX has a 1.28% expense ratio, which is higher than SCIEX's 0.79% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ARTJX vs. SCIEX — Risk-Adjusted Performance Rank

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

ARTJX
The Risk-Adjusted Performance Rank of ARTJX is 3131
Overall Rank
The Sharpe Ratio Rank of ARTJX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTJX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ARTJX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ARTJX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ARTJX is 3232
Martin Ratio Rank

SCIEX
The Risk-Adjusted Performance Rank of SCIEX is 7373
Overall Rank
The Sharpe Ratio Rank of SCIEX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SCIEX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCIEX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SCIEX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SCIEX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARTJX vs. SCIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Small-Mid Fund (ARTJX) and Hartford Schroders International Stock Fund Class I (SCIEX). 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.


The current ARTJX Sharpe Ratio is 0.52, which is lower than the SCIEX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ARTJX and SCIEX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ARTJX vs. SCIEX - Dividend Comparison

ARTJX's dividend yield for the trailing twelve months is around 0.81%, less than SCIEX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
ARTJX
Artisan International Small-Mid Fund
0.81%0.89%0.00%0.03%2.86%0.54%0.14%73.24%13.74%6.05%3.36%6.14%
SCIEX
Hartford Schroders International Stock Fund Class I
1.22%1.41%1.27%1.37%1.95%0.32%1.23%8.64%1.19%1.77%1.24%6.84%

Drawdowns

ARTJX vs. SCIEX - Drawdown Comparison

The maximum ARTJX drawdown since its inception was -64.43%, which is greater than SCIEX's maximum drawdown of -60.26%. Use the drawdown chart below to compare losses from any high point for ARTJX and SCIEX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ARTJX vs. SCIEX - Volatility Comparison

Artisan International Small-Mid Fund (ARTJX) and Hartford Schroders International Stock Fund Class I (SCIEX) have volatilities of 3.06% and 3.19%, 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.


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