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

Performance

ARTKX vs. SLMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Value Fund (ARTKX) and Columbia Seligman Technology and Information Fund (SLMCX). The values are adjusted to include any dividend payments, if applicable.

700.00%800.00%900.00%1,000.00%1,100.00%JuneJulyAugustSeptemberOctoberNovember
1,009.79%
851.79%
ARTKX
SLMCX

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

YTD

8.43%

1M

-4.09%

6M

-0.42%

1Y

13.82%

5Y (annualized)

10.35%

10Y (annualized)

7.66%

SLMCX

YTD

21.26%

1M

2.14%

6M

9.32%

1Y

25.56%

5Y (annualized)

9.66%

10Y (annualized)

8.46%

Key characteristics


ARTKXSLMCX
Sharpe Ratio1.551.25
Sortino Ratio2.161.73
Omega Ratio1.271.23
Calmar Ratio2.340.98
Martin Ratio8.006.36
Ulcer Index1.80%3.96%
Daily Std Dev9.25%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.


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 SLMCX: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%

Correlation

-0.50.00.51.00.6

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.


Sharpe ratio
The chart of Sharpe ratio for ARTKX, currently valued at 1.55, compared to the broader market0.002.004.001.551.25
The chart of Sortino ratio for ARTKX, currently valued at 2.16, compared to the broader market0.005.0010.002.161.73
The chart of Omega ratio for ARTKX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.23
The chart of Calmar ratio for ARTKX, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.0025.002.340.98
The chart of Martin ratio for ARTKX, currently valued at 8.00, compared to the broader market0.0020.0040.0060.0080.00100.008.006.36
ARTKX
SLMCX

The current ARTKX Sharpe Ratio is 1.55, which is comparable to the SLMCX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ARTKX and SLMCX, 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
1.25
ARTKX
SLMCX

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.


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%
SLMCX
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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.08%
-4.80%
ARTKX
SLMCX

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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.78%
5.23%
ARTKX
SLMCX