ARTKX vs. SSHQX
Compare and contrast key facts about Artisan International Value Fund (ARTKX) and State Street Hedged International Developed Equity Index Fund (SSHQX).
ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002. SSHQX is managed by State Street Global Advisors. It was launched on May 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTKX or SSHQX.
Performance
ARTKX vs. SSHQX - Performance Comparison
Returns By Period
In the year-to-date period, ARTKX achieves a 8.43% return, which is significantly lower than SSHQX's 12.01% return.
ARTKX
8.43%
-4.09%
-0.42%
13.82%
10.35%
7.66%
SSHQX
12.01%
-1.92%
-1.31%
16.91%
5.62%
N/A
Key characteristics
| ARTKX | SSHQX | |
|---|---|---|
| Sharpe Ratio | 1.55 | 1.49 |
| Sortino Ratio | 2.16 | 1.96 |
| Omega Ratio | 1.27 | 1.29 |
| Calmar Ratio | 2.34 | 1.50 |
| Martin Ratio | 8.00 | 7.75 |
| Ulcer Index | 1.80% | 2.13% |
| Daily Std Dev | 9.25% | 11.03% |
| Max Drawdown | -51.94% | -31.95% |
| Current Drawdown | -6.08% | -3.23% |
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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.
Correlation
The correlation between ARTKX and SSHQX is 0.81, 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.
Risk-Adjusted Performance
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.
Dividends
ARTKX vs. SSHQX - Dividend Comparison
ARTKX's dividend yield for the trailing twelve months is around 1.79%, less than SSHQX's 3.36% 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% |
SSHQX State Street Hedged International Developed Equity Index Fund | 3.36% | 3.77% | 3.38% | 2.93% | 2.03% | 3.08% | 5.69% | 0.00% | 2.16% | 0.63% | 0.00% | 0.00% |
Drawdowns
ARTKX vs. SSHQX - Drawdown Comparison
The maximum ARTKX drawdown since its inception was -51.94%, which is greater than SSHQX's maximum drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for ARTKX and SSHQX. For additional features, visit the drawdowns tool.
Volatility
ARTKX vs. SSHQX - Volatility Comparison
Artisan International Value Fund (ARTKX) has a higher volatility of 2.78% compared to State Street Hedged International Developed Equity Index Fund (SSHQX) at 2.57%. This indicates that ARTKX's price experiences larger fluctuations and is considered to be riskier than SSHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.