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ARTKX vs. IGAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTKX vs. IGAAX - Performance Comparison

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

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ARTKX vs. IGAAX - 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%
IGAAX
American Funds International Growth and Income Fund Class A
-0.77%35.09%3.28%15.25%-15.47%9.80%7.78%27.11%-14.38%26.08%

Returns By Period

In the year-to-date period, ARTKX achieves a -2.08% return, which is significantly lower than IGAAX's -0.77% return. Over the past 10 years, ARTKX has outperformed IGAAX with an annualized return of 9.68%, while IGAAX has yielded a comparatively lower 8.52% 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%

IGAAX

1D
-0.02%
1M
-10.90%
YTD
-0.77%
6M
4.93%
1Y
24.81%
3Y*
14.07%
5Y*
7.18%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTKX vs. IGAAX - Expense Ratio Comparison

ARTKX has a 1.25% expense ratio, which is higher than IGAAX's 0.91% expense ratio.


Return for Risk

ARTKX vs. IGAAX — 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

IGAAX
IGAAX Risk / Return Rank: 8484
Overall Rank
IGAAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IGAAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGAAX Omega Ratio Rank: 8484
Omega Ratio Rank
IGAAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
IGAAX Martin Ratio Rank: 8282
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. IGAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and American Funds International Growth and Income Fund Class A (IGAAX). 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.


ARTKXIGAAXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.66

-0.76

Sortino ratio

Return per unit of downside risk

1.32

2.12

-0.81

Omega ratio

Gain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratio

Return relative to maximum drawdown

1.24

2.06

-0.82

Martin ratio

Return relative to average drawdown

4.28

8.18

-3.89

ARTKX vs. IGAAX - Sharpe Ratio Comparison

The current ARTKX Sharpe Ratio is 0.90, which is lower than the IGAAX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ARTKX and IGAAX, 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


ARTKXIGAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.66

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.50

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.54

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.43

+0.28

Correlation

The correlation between ARTKX and IGAAX is 0.90, 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

ARTKX vs. IGAAX - Dividend Comparison

ARTKX's dividend yield for the trailing twelve months is around 7.06%, less than IGAAX's 8.31% 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%
IGAAX
American Funds International Growth and Income Fund Class A
8.31%8.14%3.37%2.29%4.00%6.91%1.37%2.40%2.81%1.85%2.35%3.25%

Drawdowns

ARTKX vs. IGAAX - Drawdown Comparison

The maximum ARTKX drawdown since its inception was -51.90%, which is greater than IGAAX's maximum drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for ARTKX and IGAAX.


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Drawdown Indicators


ARTKXIGAAXDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-35.79%

-16.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-10.92%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-30.57%

+5.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

-35.79%

-2.32%

Current Drawdown

Current decline from peak

-9.66%

-10.92%

+1.26%

Average Drawdown

Average peak-to-trough decline

-6.76%

-7.96%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.75%

+0.14%

Volatility

ARTKX vs. IGAAX - Volatility Comparison

The current volatility for Artisan International Value Fund (ARTKX) is 4.95%, while American Funds International Growth and Income Fund Class A (IGAAX) has a volatility of 5.76%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than IGAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTKXIGAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

5.76%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

9.41%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

14.41%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

14.40%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

15.81%

+0.30%