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

Correlation

The correlation between ARTKX and SSHQX is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ARTKX vs. SSHQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan International Value Fund (ARTKX) and State Street Hedged International Developed Equity Index Fund (SSHQX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
52.50%
107.81%
ARTKX
SSHQX

Key characteristics

Sharpe Ratio

ARTKX:

0.56

SSHQX:

0.41

Sortino Ratio

ARTKX:

0.83

SSHQX:

0.65

Omega Ratio

ARTKX:

1.11

SSHQX:

1.10

Calmar Ratio

ARTKX:

0.53

SSHQX:

0.47

Martin Ratio

ARTKX:

1.42

SSHQX:

1.99

Ulcer Index

ARTKX:

4.88%

SSHQX:

3.28%

Daily Std Dev

ARTKX:

12.49%

SSHQX:

15.99%

Max Drawdown

ARTKX:

-54.90%

SSHQX:

-31.84%

Current Drawdown

ARTKX:

-4.71%

SSHQX:

-4.80%

Returns By Period

In the year-to-date period, ARTKX achieves a 5.97% return, which is significantly higher than SSHQX's 2.41% return.


ARTKX

YTD

5.97%

1M

-0.30%

6M

-0.83%

1Y

7.11%

5Y*

13.17%

10Y*

4.44%

SSHQX

YTD

2.41%

1M

-2.56%

6M

2.62%

1Y

6.35%

5Y*

14.09%

10Y*

N/A

*Annualized

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ARTKX vs. SSHQX - Expense Ratio Comparison

ARTKX has a 1.25% expense ratio, which is higher than SSHQX's 0.20% expense ratio.


Expense ratio chart for ARTKX: current value is 1.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARTKX: 1.25%
Expense ratio chart for SSHQX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SSHQX: 0.20%

Risk-Adjusted Performance

ARTKX vs. SSHQX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARTKX
The Risk-Adjusted Performance Rank of ARTKX is 5959
Overall Rank
The Sharpe Ratio Rank of ARTKX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTKX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ARTKX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ARTKX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ARTKX is 4949
Martin Ratio Rank

SSHQX
The Risk-Adjusted Performance Rank of SSHQX is 5454
Overall Rank
The Sharpe Ratio Rank of SSHQX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SSHQX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SSHQX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SSHQX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SSHQX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARTKX vs. SSHQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (ARTKX) and State Street Hedged International Developed Equity Index Fund (SSHQX). 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.


The chart of Sharpe ratio for ARTKX, currently valued at 0.56, compared to the broader market-1.000.001.002.003.00
ARTKX: 0.56
SSHQX: 0.41
The chart of Sortino ratio for ARTKX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
ARTKX: 0.83
SSHQX: 0.65
The chart of Omega ratio for ARTKX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
ARTKX: 1.11
SSHQX: 1.10
The chart of Calmar ratio for ARTKX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.00
ARTKX: 0.53
SSHQX: 0.47
The chart of Martin ratio for ARTKX, currently valued at 1.42, compared to the broader market0.0010.0020.0030.0040.0050.00
ARTKX: 1.42
SSHQX: 1.99

The current ARTKX Sharpe Ratio is 0.56, which is higher than the SSHQX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ARTKX and SSHQX, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.56
0.41
ARTKX
SSHQX

Dividends

ARTKX vs. SSHQX - Dividend Comparison

ARTKX's dividend yield for the trailing twelve months is around 1.57%, less than SSHQX's 3.04% yield.


TTM20242023202220212020201920182017201620152014
ARTKX
Artisan International Value Fund
1.57%1.53%1.03%0.45%2.54%0.22%1.39%1.18%1.05%0.80%0.87%1.60%
SSHQX
State Street Hedged International Developed Equity Index Fund
3.04%3.11%3.77%22.27%2.93%2.03%5.14%7.33%3.12%4.30%0.97%0.00%

Drawdowns

ARTKX vs. SSHQX - Drawdown Comparison

The maximum ARTKX drawdown since its inception was -54.90%, which is greater than SSHQX's maximum drawdown of -31.84%. Use the drawdown chart below to compare losses from any high point for ARTKX and SSHQX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.71%
-4.80%
ARTKX
SSHQX

Volatility

ARTKX vs. SSHQX - Volatility Comparison

The current volatility for Artisan International Value Fund (ARTKX) is 7.87%, while State Street Hedged International Developed Equity Index Fund (SSHQX) has a volatility of 11.39%. This indicates that ARTKX experiences smaller price fluctuations and is considered to be less risky than SSHQX 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%12.00%NovemberDecember2025FebruaryMarchApril
7.87%
11.39%
ARTKX
SSHQX