ARTKX vs. SLMCX
Compare and contrast key facts about Artisan International Value Fund (ARTKX) and Columbia Seligman Technology and Information Fund (SLMCX).
ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002. SLMCX is managed by Columbia Threadneedle. It was launched on Jun 22, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTKX or SLMCX.
Performance
ARTKX vs. SLMCX - Performance Comparison
Returns By Period
In the year-to-date period, ARTKX achieves a 8.43% return, which is significantly lower than SLMCX's 21.26% return. Over the past 10 years, ARTKX has underperformed SLMCX with an annualized return of 7.66%, while SLMCX has yielded a comparatively higher 8.46% annualized return.
ARTKX
8.43%
-4.09%
-0.42%
13.82%
10.35%
7.66%
SLMCX
21.26%
2.14%
9.32%
25.56%
9.66%
8.46%
Key characteristics
ARTKX | SLMCX | |
---|---|---|
Sharpe Ratio | 1.55 | 1.25 |
Sortino Ratio | 2.16 | 1.73 |
Omega Ratio | 1.27 | 1.23 |
Calmar Ratio | 2.34 | 0.98 |
Martin Ratio | 8.00 | 6.36 |
Ulcer Index | 1.80% | 3.96% |
Daily Std Dev | 9.25% | 20.20% |
Max Drawdown | -51.94% | -86.89% |
Current Drawdown | -6.08% | -4.80% |
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ARTKX vs. SLMCX - Expense Ratio Comparison
ARTKX has a 1.25% expense ratio, which is higher than SLMCX's 1.17% expense ratio.
Correlation
The correlation between ARTKX and SLMCX is 0.63, 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. SLMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and Columbia Seligman Technology and Information Fund (SLMCX). 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. SLMCX - Dividend Comparison
ARTKX's dividend yield for the trailing twelve months is around 1.79%, while SLMCX has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Columbia Seligman Technology and Information Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ARTKX vs. SLMCX - Drawdown Comparison
The maximum ARTKX drawdown since its inception was -51.94%, smaller than the maximum SLMCX drawdown of -86.89%. Use the drawdown chart below to compare losses from any high point for ARTKX and SLMCX. For additional features, visit the drawdowns tool.
Volatility
ARTKX vs. SLMCX - Volatility Comparison
The current volatility for Artisan International Value Fund (ARTKX) is 2.78%, while Columbia Seligman Technology and Information Fund (SLMCX) has a volatility of 5.23%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than SLMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.