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ARTKX vs. ICOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ARTKXICOW
YTD Return5.30%2.46%
1Y Return16.72%13.73%
3Y Return (Ann)7.87%3.59%
5Y Return (Ann)10.48%6.86%
Sharpe Ratio1.690.97
Daily Std Dev9.50%13.73%
Max Drawdown-51.94%-43.49%
Current Drawdown0.00%-0.84%

Correlation

-0.50.00.51.00.8

The correlation between ARTKX and ICOW is 0.81, 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

ARTKX vs. ICOW - Performance Comparison

In the year-to-date period, ARTKX achieves a 5.30% return, which is significantly higher than ICOW's 2.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%50.00%60.00%70.00%December2024FebruaryMarchAprilMay
71.72%
55.17%
ARTKX
ICOW

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Artisan International Value Fund

Pacer Developed Markets International Cash Cows 100 ETF

ARTKX vs. ICOW - Expense Ratio Comparison

ARTKX has a 1.25% expense ratio, which is higher than ICOW's 0.65% expense ratio.


ARTKX
Artisan International Value Fund
Expense ratio chart for ARTKX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for ICOW: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

ARTKX vs. ICOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). 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.


ARTKX
Sharpe ratio
The chart of Sharpe ratio for ARTKX, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for ARTKX, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.46
Omega ratio
The chart of Omega ratio for ARTKX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.30
Calmar ratio
The chart of Calmar ratio for ARTKX, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.0012.002.03
Martin ratio
The chart of Martin ratio for ARTKX, currently valued at 6.09, compared to the broader market0.0020.0040.0060.006.09
ICOW
Sharpe ratio
The chart of Sharpe ratio for ICOW, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.97
Sortino ratio
The chart of Sortino ratio for ICOW, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.001.45
Omega ratio
The chart of Omega ratio for ICOW, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for ICOW, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.001.23
Martin ratio
The chart of Martin ratio for ICOW, currently valued at 4.22, compared to the broader market0.0020.0040.0060.004.22

ARTKX vs. ICOW - Sharpe Ratio Comparison

The current ARTKX Sharpe Ratio is 1.69, which is higher than the ICOW Sharpe Ratio of 0.97. The chart below compares the 12-month rolling Sharpe Ratio of ARTKX and ICOW.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.69
0.97
ARTKX
ICOW

Dividends

ARTKX vs. ICOW - Dividend Comparison

ARTKX's dividend yield for the trailing twelve months is around 2.70%, less than ICOW's 3.62% yield.


TTM20232022202120202019201820172016201520142013
ARTKX
Artisan International Value Fund
2.70%2.84%2.10%9.72%0.84%3.64%5.33%3.86%3.08%6.12%6.84%7.50%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
3.62%3.61%5.26%2.11%2.46%3.10%2.61%0.80%0.00%0.00%0.00%0.00%

Drawdowns

ARTKX vs. ICOW - Drawdown Comparison

The maximum ARTKX drawdown since its inception was -51.94%, which is greater than ICOW's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for ARTKX and ICOW. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-0.84%
ARTKX
ICOW

Volatility

ARTKX vs. ICOW - Volatility Comparison

The current volatility for Artisan International Value Fund (ARTKX) is 3.25%, while Pacer Developed Markets International Cash Cows 100 ETF (ICOW) has a volatility of 3.91%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.25%
3.91%
ARTKX
ICOW