ARTKX vs. QQQ
Compare and contrast key facts about Artisan International Value Fund (ARTKX) and Invesco QQQ (QQQ).
ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTKX or QQQ.
Performance
ARTKX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, ARTKX achieves a 8.43% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, ARTKX has underperformed QQQ with an annualized return of 7.66%, while QQQ has yielded a comparatively higher 17.95% annualized return.
ARTKX
8.43%
-4.09%
-0.42%
13.82%
10.35%
7.66%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| ARTKX | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.55 | 1.70 |
| Sortino Ratio | 2.16 | 2.29 |
| Omega Ratio | 1.27 | 1.31 |
| Calmar Ratio | 2.34 | 2.19 |
| Martin Ratio | 8.00 | 7.96 |
| Ulcer Index | 1.80% | 3.72% |
| Daily Std Dev | 9.25% | 17.39% |
| Max Drawdown | -51.94% | -82.98% |
| Current Drawdown | -6.08% | -3.42% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARTKX vs. QQQ - Expense Ratio Comparison
ARTKX has a 1.25% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between ARTKX and QQQ is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ARTKX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
ARTKX's dividend yield for the trailing twelve months is around 1.79%, more than QQQ's 0.61% 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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
ARTKX vs. QQQ - Drawdown Comparison
The maximum ARTKX drawdown since its inception was -51.94%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ARTKX and QQQ. For additional features, visit the drawdowns tool.
Volatility
ARTKX vs. QQQ - Volatility Comparison
The current volatility for Artisan International Value Fund (ARTKX) is 2.78%, while Invesco QQQ (QQQ) has a volatility of 5.62%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.