ARTKX vs. MWEBX
Compare and contrast key facts about Artisan International Value Fund (ARTKX) and MFS Global Equity Fund (MWEBX).
ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002. MWEBX is managed by MFS. It was launched on Dec 28, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTKX or MWEBX.
Performance
ARTKX vs. MWEBX - Performance Comparison
Returns By Period
In the year-to-date period, ARTKX achieves a 8.43% return, which is significantly higher than MWEBX's 6.19% return. Over the past 10 years, ARTKX has outperformed MWEBX with an annualized return of 7.66%, while MWEBX has yielded a comparatively lower 2.97% annualized return.
ARTKX
8.43%
-4.09%
-0.42%
13.82%
10.35%
7.66%
MWEBX
6.19%
-3.72%
0.30%
4.74%
0.41%
2.97%
Key characteristics
| ARTKX | MWEBX | |
|---|---|---|
| Sharpe Ratio | 1.55 | 0.37 |
| Sortino Ratio | 2.16 | 0.53 |
| Omega Ratio | 1.27 | 1.08 |
| Calmar Ratio | 2.34 | 0.17 |
| Martin Ratio | 8.00 | 1.01 |
| Ulcer Index | 1.80% | 4.68% |
| Daily Std Dev | 9.25% | 12.64% |
| Max Drawdown | -51.94% | -51.36% |
| Current Drawdown | -6.08% | -22.23% |
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ARTKX vs. MWEBX - Expense Ratio Comparison
ARTKX has a 1.25% expense ratio, which is lower than MWEBX's 1.90% expense ratio.
Correlation
The correlation between ARTKX and MWEBX is 0.86, 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. MWEBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and MFS Global Equity Fund (MWEBX). 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. MWEBX - Dividend Comparison
ARTKX's dividend yield for the trailing twelve months is around 1.79%, while MWEBX has not paid dividends to shareholders.
| 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% |
MWEBX MFS Global Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.32% | 0.03% | 0.00% | 0.06% | 1.12% | 0.99% |
Drawdowns
ARTKX vs. MWEBX - Drawdown Comparison
The maximum ARTKX drawdown since its inception was -51.94%, roughly equal to the maximum MWEBX drawdown of -51.36%. Use the drawdown chart below to compare losses from any high point for ARTKX and MWEBX. For additional features, visit the drawdowns tool.
Volatility
ARTKX vs. MWEBX - Volatility Comparison
Artisan International Value Fund (ARTKX) and MFS Global Equity Fund (MWEBX) have volatilities of 2.78% and 2.84%, 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.