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 Partners Funds. It was launched on Sep 23, 2002. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTKX or MXINX.
Performance
ARTKX vs. MXINX - Performance Comparison
Returns By Period
In the year-to-date period, ARTKX achieves a 8.43% return, which is significantly higher than MXINX's 3.61% return. Over the past 10 years, ARTKX has outperformed MXINX with an annualized return of 7.66%, while MXINX has yielded a comparatively lower 4.28% annualized return.
ARTKX
8.43%
-4.09%
-0.42%
13.82%
10.35%
7.66%
MXINX
3.61%
-5.34%
-4.15%
11.65%
4.93%
4.28%
Key characteristics
| ARTKX | MXINX | |
|---|---|---|
| Sharpe Ratio | 1.55 | 0.88 |
| Sortino Ratio | 2.16 | 1.28 |
| Omega Ratio | 1.27 | 1.16 |
| Calmar Ratio | 2.34 | 1.27 |
| Martin Ratio | 8.00 | 4.22 |
| Ulcer Index | 1.80% | 2.72% |
| Daily Std Dev | 9.25% | 12.98% |
| Max Drawdown | -51.94% | -34.59% |
| Current Drawdown | -6.08% | -8.99% |
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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.
Correlation
The correlation between ARTKX and MXINX is 0.89, 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. MXINX - Risk-Adjusted Performance 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.
Dividends
ARTKX vs. MXINX - Dividend Comparison
ARTKX's dividend yield for the trailing twelve months is around 1.79%, less than MXINX's 2.29% 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% |
MXINX Great-West International Index Fund | 2.29% | 2.31% | 1.80% | 2.21% | 1.55% | 2.34% | 2.15% | 1.95% | 1.70% | 1.09% | 1.74% | 2.21% |
Drawdowns
ARTKX vs. MXINX - Drawdown Comparison
The maximum ARTKX drawdown since its inception was -51.94%, 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. For additional features, visit the drawdowns tool.
Volatility
ARTKX vs. MXINX - Volatility Comparison
The current volatility for Artisan International Value Fund (ARTKX) is 2.78%, while Great-West International Index Fund (MXINX) has a volatility of 3.86%. 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.