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

Performance

ARTKX vs. PWJZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Value Fund (ARTKX) and PGIM Jennison International Opportunities Fund (PWJZX). The values are adjusted to include any dividend payments, if applicable.

190.00%200.00%210.00%220.00%230.00%240.00%250.00%260.00%JuneJulyAugustSeptemberOctoberNovember
237.86%
205.66%
ARTKX
PWJZX

Returns By Period

In the year-to-date period, ARTKX achieves a 8.43% return, which is significantly higher than PWJZX's 6.59% return. Over the past 10 years, ARTKX has underperformed PWJZX with an annualized return of 7.66%, while PWJZX has yielded a comparatively higher 8.80% annualized return.


ARTKX

YTD

8.43%

1M

-4.09%

6M

-0.42%

1Y

13.82%

5Y (annualized)

10.35%

10Y (annualized)

7.66%

PWJZX

YTD

6.59%

1M

-5.26%

6M

-3.78%

1Y

13.01%

5Y (annualized)

8.36%

10Y (annualized)

8.80%

Key characteristics


ARTKXPWJZX
Sharpe Ratio1.550.77
Sortino Ratio2.161.19
Omega Ratio1.271.14
Calmar Ratio2.340.38
Martin Ratio8.003.54
Ulcer Index1.80%3.68%
Daily Std Dev9.25%16.85%
Max Drawdown-51.94%-48.26%
Current Drawdown-6.08%-25.46%

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ARTKX vs. PWJZX - Expense Ratio Comparison

ARTKX has a 1.25% expense ratio, which is higher than PWJZX's 0.90% 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 PWJZX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Correlation

-0.50.00.51.00.7

The correlation between ARTKX and PWJZX is 0.75, 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. PWJZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and PGIM Jennison International Opportunities Fund (PWJZX). 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.


Sharpe ratio
The chart of Sharpe ratio for ARTKX, currently valued at 1.55, compared to the broader market0.002.004.001.550.77
The chart of Sortino ratio for ARTKX, currently valued at 2.16, compared to the broader market0.005.0010.002.161.19
The chart of Omega ratio for ARTKX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.14
The chart of Calmar ratio for ARTKX, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.0025.002.340.38
The chart of Martin ratio for ARTKX, currently valued at 8.00, compared to the broader market0.0020.0040.0060.0080.00100.008.003.54
ARTKX
PWJZX

The current ARTKX Sharpe Ratio is 1.55, which is higher than the PWJZX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ARTKX and PWJZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.55
0.77
ARTKX
PWJZX

Dividends

ARTKX vs. PWJZX - Dividend Comparison

ARTKX's dividend yield for the trailing twelve months is around 1.79%, more than PWJZX's 0.09% yield.


TTM20232022202120202019201820172016201520142013
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%
PWJZX
PGIM Jennison International Opportunities Fund
0.09%0.09%0.00%0.00%0.00%0.00%0.06%0.17%0.24%0.00%0.00%0.00%

Drawdowns

ARTKX vs. PWJZX - Drawdown Comparison

The maximum ARTKX drawdown since its inception was -51.94%, which is greater than PWJZX's maximum drawdown of -48.26%. Use the drawdown chart below to compare losses from any high point for ARTKX and PWJZX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.08%
-25.46%
ARTKX
PWJZX

Volatility

ARTKX vs. PWJZX - Volatility Comparison

The current volatility for Artisan International Value Fund (ARTKX) is 2.78%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 3.20%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than PWJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.78%
3.20%
ARTKX
PWJZX