ARTKX vs. MXINX
Compare and contrast key facts about Artisan International Value Fund (ARTKX) and Great-West International Index Fund (MXINX).
ARTKX is managed by Artisan. It was launched on Sep 23, 2002. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
ARTKX vs. MXINX - Performance Comparison
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ARTKX vs. MXINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXINX Great-West International Index Fund | -2.03% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
Returns By Period
The year-to-date returns for both investments are quite close, with ARTKX having a -2.08% return and MXINX slightly higher at -2.03%. Over the past 10 years, ARTKX has outperformed MXINX with an annualized return of 9.68%, while MXINX has yielded a comparatively lower 7.76% 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%
MXINX
- 1D
- 0.39%
- 1M
- -10.91%
- YTD
- -2.03%
- 6M
- 2.17%
- 1Y
- 18.88%
- 3Y*
- 12.70%
- 5Y*
- 7.24%
- 10Y*
- 7.76%
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ARTKX vs. MXINX - Expense Ratio Comparison
ARTKX has a 1.25% expense ratio, which is higher than MXINX's 0.65% expense ratio.
Return for Risk
ARTKX vs. MXINX — Risk / Return Rank
ARTKX
MXINX
ARTKX vs. MXINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and Great-West International Index Fund (MXINX). 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 | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.97 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.40 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.24 | 0.00 |
Martin ratioReturn relative to average drawdown | 4.28 | 5.25 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARTKX | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.97 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.44 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.46 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.28 | +0.43 |
Correlation
The correlation between ARTKX and MXINX is 0.87, 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. MXINX - Dividend Comparison
ARTKX's dividend yield for the trailing twelve months is around 7.06%, more than MXINX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXINX Great-West International Index Fund | 3.41% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% | 0.00% | 0.00% |
Drawdowns
ARTKX vs. MXINX - Drawdown Comparison
The maximum ARTKX drawdown since its inception was -51.90%, which is greater than MXINX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ARTKX and MXINX.
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Drawdown Indicators
| ARTKX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -34.59% | -17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -11.43% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.95% | -29.75% | +4.80% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -34.59% | -3.52% |
Current DrawdownCurrent decline from peak | -9.66% | -10.91% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -8.65% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.23% | -0.34% |
Volatility
ARTKX vs. MXINX - Volatility Comparison
The current volatility for Artisan International Value Fund (ARTKX) is 4.95%, while Great-West International Index Fund (MXINX) has a volatility of 7.18%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTKX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 7.18% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 10.88% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 17.99% | -3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 16.60% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 16.93% | -0.82% |