ARTKX vs. SAHMX
ARTKX (Artisan International Value Fund) and SAHMX (SA International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, ARTKX returned 11.23%/yr vs 11.38%/yr for SAHMX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. ARTKX charges 1.25%/yr vs 1.11%/yr for SAHMX.
Performance
ARTKX vs. SAHMX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ARTKX having a 15.72% return and SAHMX slightly higher at 16.30%. Both investments have delivered pretty close results over the past 10 years, with ARTKX having a 11.23% annualized return and SAHMX not far ahead at 11.38%.
ARTKX
- 1D
- 0.93%
- 1M
- 2.00%
- 6M
- 12.12%
- YTD
- 15.72%
- 1Y
- 27.03%
- 3Y*
- 16.73%
- 5Y*
- 11.75%
- 10Y*
- 11.23%
- ALL TIME*
- 12.19%
SAHMX
- 1D
- 1.60%
- 1M
- 4.58%
- 6M
- 9.89%
- YTD
- 16.30%
- 1Y
- 36.09%
- 3Y*
- 21.59%
- 5Y*
- 15.23%
- 10Y*
- 11.38%
- ALL TIME*
- 6.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ARTKX vs. SAHMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTKX Artisan International Value Fund | 15.72% | 22.54% | 6.38% | 22.65% | -6.98% | 16.66% | 8.52% | 23.98% | -15.70% | 23.84% |
SAHMX SA International Value Fund | 16.30% | 44.08% | 5.44% | 16.49% | -3.70% | 17.59% | -2.48% | 14.61% | -17.95% | 25.06% |
Correlation
The correlation between ARTKX and SAHMX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2002 | 0.76 |
Over the past year, the correlation between ARTKX and SAHMX has dropped to 0.56 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
ARTKX vs. SAHMX — Risk / Return Rank
ARTKX
SAHMX
ARTKX vs. SAHMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and SA International Value Fund (SAHMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARTKX | SAHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.57 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 4.39 | -1.80 |
| Martin ratioReturn relative to average drawdown | 8.74 | 14.73 | -5.99 |
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Drawdowns
ARTKX vs. SAHMX - Drawdown Comparison
The maximum ARTKX drawdown since its inception was -51.90%, smaller than the maximum SAHMX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for ARTKX and SAHMX.
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Drawdown Indicators
| ARTKX | SAHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -66.58% | +14.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -8.72% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -10.88% | -14.85% | +3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.95% | -25.10% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -48.63% | +10.52% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -16.09% | +9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.55% | +0.40% |
Volatility
ARTKX vs. SAHMX - Volatility Comparison
The current volatility for Artisan International Value Fund (ARTKX) is 3.26%, while SA International Value Fund (SAHMX) has a volatility of 3.47%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than SAHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTKX | SAHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 3.47% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 9.62% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 12.17% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 15.42% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 16.06% | -0.18% |
ARTKX vs. SAHMX - Expense Ratio Comparison
ARTKX has a 1.25% expense ratio, which is higher than SAHMX's 1.11% expense ratio.
Dividends
ARTKX vs. SAHMX - Dividend Comparison
ARTKX's dividend yield for the trailing twelve months is around 6.06%, more than SAHMX's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTKX Artisan International Value Fund | 6.06% | 6.90% | 4.10% | 2.84% | 2.11% | 9.72% | 0.84% | 3.64% | 5.37% | 3.89% | 3.11% | 6.17% |
SAHMX SA International Value Fund | 4.60% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
Frequently Asked Questions
ARTKX and SAHMX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAHMX has higher volatility (3.47%) compared to ARTKX (3.26%). In terms of maximum drawdown, ARTKX dropped -51.90% vs SAHMX's -66.58%.
SAHMX currently has the higher Sharpe Ratio (3.16 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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