ARTKX vs. HEFA
Compare and contrast key facts about Artisan International Value Fund (ARTKX) and iShares Currency Hedged MSCI EAFE ETF (HEFA).
ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002. HEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE 100% Hedged to USD Index. It was launched on Jan 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTKX or HEFA.
Performance
ARTKX vs. HEFA - Performance Comparison
Returns By Period
In the year-to-date period, ARTKX achieves a 8.43% return, which is significantly lower than HEFA's 12.34% return. Over the past 10 years, ARTKX has underperformed HEFA with an annualized return of 7.66%, while HEFA has yielded a comparatively higher 8.59% annualized return.
ARTKX
8.43%
-4.09%
-0.42%
13.82%
10.35%
7.66%
HEFA
12.34%
-2.05%
-1.28%
16.99%
9.81%
8.59%
Key characteristics
| ARTKX | HEFA | |
|---|---|---|
| Sharpe Ratio | 1.55 | 1.54 |
| Sortino Ratio | 2.16 | 2.06 |
| Omega Ratio | 1.27 | 1.28 |
| Calmar Ratio | 2.34 | 1.72 |
| Martin Ratio | 8.00 | 8.07 |
| Ulcer Index | 1.80% | 2.09% |
| Daily Std Dev | 9.25% | 10.92% |
| Max Drawdown | -51.94% | -32.39% |
| Current Drawdown | -6.08% | -2.96% |
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ARTKX vs. HEFA - Expense Ratio Comparison
ARTKX has a 1.25% expense ratio, which is higher than HEFA's 0.35% expense ratio.
Correlation
The correlation between ARTKX and HEFA is 0.77, 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.
Risk-Adjusted Performance
ARTKX vs. HEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and iShares Currency Hedged MSCI EAFE ETF (HEFA). 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
ARTKX vs. HEFA - Dividend Comparison
ARTKX's dividend yield for the trailing twelve months is around 1.79%, less than HEFA's 2.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTKX Artisan International Value Fund | 1.79% | 1.03% | 0.45% | 2.54% | 0.22% | 1.39% | 1.18% | 1.05% | 0.80% | 0.87% | 1.60% | 1.71% |
HEFA iShares Currency Hedged MSCI EAFE ETF | 2.87% | 3.01% | 25.14% | 3.06% | 2.10% | 5.37% | 4.58% | 2.55% | 3.17% | 3.54% | 3.39% | 0.00% |
Drawdowns
ARTKX vs. HEFA - Drawdown Comparison
The maximum ARTKX drawdown since its inception was -51.94%, which is greater than HEFA's maximum drawdown of -32.39%. Use the drawdown chart below to compare losses from any high point for ARTKX and HEFA. For additional features, visit the drawdowns tool.
Volatility
ARTKX vs. HEFA - Volatility Comparison
The current volatility for Artisan International Value Fund (ARTKX) is 2.78%, while iShares Currency Hedged MSCI EAFE ETF (HEFA) has a volatility of 2.96%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than HEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.