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ARTKX vs. ARTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTKX vs. ARTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Value Fund (ARTKX) and Artisan High Income Fund (ARTFX). The values are adjusted to include any dividend payments, if applicable.

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ARTKX vs. ARTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARTKX
Artisan International Value Fund
-2.08%22.54%6.38%22.65%-6.98%16.66%8.52%23.98%-15.70%23.84%
ARTFX
Artisan High Income Fund
-1.87%8.02%7.76%13.61%-10.66%3.79%9.45%14.04%-1.66%8.84%

Returns By Period

In the year-to-date period, ARTKX achieves a -2.08% return, which is significantly lower than ARTFX's -1.87% return. Over the past 10 years, ARTKX has outperformed ARTFX with an annualized return of 9.68%, while ARTFX has yielded a comparatively lower 6.19% annualized return.


ARTKX

1D
0.33%
1M
-9.66%
YTD
-2.08%
6M
2.10%
1Y
13.78%
3Y*
12.45%
5Y*
9.41%
10Y*
9.68%

ARTFX

1D
0.11%
1M
-1.98%
YTD
-1.87%
6M
-0.94%
1Y
4.88%
3Y*
7.33%
5Y*
3.32%
10Y*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTKX vs. ARTFX - Expense Ratio Comparison

ARTKX has a 1.25% expense ratio, which is higher than ARTFX's 0.96% expense ratio.


Return for Risk

ARTKX vs. ARTFX — Risk / Return Rank

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

ARTKX
ARTKX Risk / Return Rank: 4747
Overall Rank
ARTKX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ARTKX Sortino Ratio Rank: 4545
Sortino Ratio Rank
ARTKX Omega Ratio Rank: 4747
Omega Ratio Rank
ARTKX Calmar Ratio Rank: 5252
Calmar Ratio Rank
ARTKX Martin Ratio Rank: 4242
Martin Ratio Rank

ARTFX
ARTFX Risk / Return Rank: 8383
Overall Rank
ARTFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ARTFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
ARTFX Omega Ratio Rank: 8989
Omega Ratio Rank
ARTFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
ARTFX Martin Ratio Rank: 7575
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.

ARTKX vs. ARTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and Artisan High Income Fund (ARTFX). 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.


ARTKXARTFXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.63

-0.73

Sortino ratio

Return per unit of downside risk

1.32

2.43

-1.11

Omega ratio

Gain probability vs. loss probability

1.19

1.39

-0.20

Calmar ratio

Return relative to maximum drawdown

1.24

1.80

-0.56

Martin ratio

Return relative to average drawdown

4.28

7.23

-2.94

ARTKX vs. ARTFX - Sharpe Ratio Comparison

The current ARTKX Sharpe Ratio is 0.90, which is lower than the ARTFX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ARTKX and ARTFX, 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


ARTKXARTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.63

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.70

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

1.20

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.02

-0.31

Correlation

The correlation between ARTKX and ARTFX is 0.46, 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.


Dividends

ARTKX vs. ARTFX - Dividend Comparison

ARTKX's dividend yield for the trailing twelve months is around 7.06%, more than ARTFX's 6.38% yield.


TTM20252024202320222021202020192018201720162015
ARTKX
Artisan International Value Fund
7.06%6.90%4.10%2.84%2.11%9.72%0.84%3.64%5.37%3.89%3.11%6.17%
ARTFX
Artisan High Income Fund
6.38%6.71%6.52%5.43%6.23%5.21%5.33%6.15%6.99%7.75%6.53%7.28%

Drawdowns

ARTKX vs. ARTFX - Drawdown Comparison

The maximum ARTKX drawdown since its inception was -51.90%, which is greater than ARTFX's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for ARTKX and ARTFX.


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Drawdown Indicators


ARTKXARTFXDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-21.42%

-30.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-2.76%

-7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-14.62%

-10.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

-21.42%

-16.69%

Current Drawdown

Current decline from peak

-9.66%

-2.54%

-7.12%

Average Drawdown

Average peak-to-trough decline

-6.76%

-2.24%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

0.69%

+2.20%

Volatility

ARTKX vs. ARTFX - Volatility Comparison

Artisan International Value Fund (ARTKX) has a higher volatility of 4.95% compared to Artisan High Income Fund (ARTFX) at 1.00%. This indicates that ARTKX's price experiences larger fluctuations and is considered to be riskier than ARTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTKXARTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

1.00%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

1.88%

+8.93%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

3.30%

+11.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

4.81%

+9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

5.19%

+10.92%