ARTLX vs. AUXFX
ARTLX (Artisan Value Fund) and AUXFX (Auxier Focus Fund) are both Large Cap Value Equities funds. Over the past 10 years, ARTLX returned 11.85%/yr vs 10.32%/yr for AUXFX. Their correlation of 0.88 means they have usually moved in the same direction. ARTLX charges 1.05%/yr vs 0.92%/yr for AUXFX.
Performance
ARTLX vs. AUXFX - Performance Comparison
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Returns By Period
In the year-to-date period, ARTLX achieves a 9.16% return, which is significantly lower than AUXFX's 11.78% return. Over the past 10 years, ARTLX has outperformed AUXFX with an annualized return of 11.85%, while AUXFX has yielded a comparatively lower 10.32% annualized return.
ARTLX
- 1D
- -0.06%
- 1M
- 1.48%
- 6M
- 5.50%
- YTD
- 9.16%
- 1Y
- 21.09%
- 3Y*
- 12.95%
- 5Y*
- 10.02%
- 10Y*
- 11.85%
- ALL TIME*
- 8.79%
AUXFX
- 1D
- 0.22%
- 1M
- 0.08%
- 6M
- 8.47%
- YTD
- 11.78%
- 1Y
- 21.46%
- 3Y*
- 13.73%
- 5Y*
- 9.45%
- 10Y*
- 10.32%
- ALL TIME*
- 8.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ARTLX Artisan Value Fund | $0.00 | $0.00 | $0.00 |
AUXFX Auxier Focus Fund | $0.00 | $0.00 | $0.00 |
ARTLX vs. AUXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTLX Artisan Value Fund | 9.16% | 14.48% | 12.11% | 24.27% | -8.73% | 23.25% | 10.85% | 30.27% | -15.23% | 16.06% |
AUXFX Auxier Focus Fund | 11.78% | 15.23% | 11.31% | 9.76% | -4.52% | 20.03% | 6.04% | 20.20% | -4.13% | 17.75% |
Correlation
The correlation between ARTLX and AUXFX is 0.78, 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. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2006 | 0.88 |
The correlation between ARTLX and AUXFX has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.
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Return for Risk
ARTLX vs. AUXFX — Risk / Return Rank
ARTLX
AUXFX
ARTLX vs. AUXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Value Fund (ARTLX) and Auxier Focus Fund (AUXFX). 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.
| ARTLX | AUXFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 3.80 | -1.67 |
| Martin ratioReturn relative to average drawdown | 7.58 | 13.46 | -5.88 |
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Drawdowns
ARTLX vs. AUXFX - Drawdown Comparison
The maximum ARTLX drawdown since its inception was -57.91%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for ARTLX and AUXFX.
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Drawdown Indicators
| ARTLX | AUXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.91% | -39.82% | -18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -5.42% | -3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -13.28% | -9.30% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -22.89% | -15.73% | -7.16% |
Max Drawdown (10Y)Largest decline over 10 years | -39.03% | -33.69% | -5.34% |
Current DrawdownCurrent decline from peak | -0.94% | -0.28% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -4.40% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.53% | +1.10% |
Volatility
ARTLX vs. AUXFX - Volatility Comparison
Artisan Value Fund (ARTLX) has a higher volatility of 3.25% compared to Auxier Focus Fund (AUXFX) at 2.70%. This indicates that ARTLX's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTLX | AUXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 2.70% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 6.68% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 8.85% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 12.15% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 15.14% | +2.80% |
ARTLX vs. AUXFX - Expense Ratio Comparison
ARTLX has a 1.05% expense ratio, which is higher than AUXFX's 0.92% expense ratio.
Dividends
ARTLX vs. AUXFX - Dividend Comparison
ARTLX's dividend yield for the trailing twelve months is around 12.69%, more than AUXFX's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTLX Artisan Value Fund | 12.69% | 13.85% | 7.59% | 5.10% | 17.75% | 12.97% | 7.57% | 3.99% | 16.44% | 10.00% | 0.62% | 10.74% |
AUXFX Auxier Focus Fund | 2.54% | 2.84% | 3.41% | 4.38% | 3.02% | 2.49% | 2.36% | 6.03% | 6.82% | 5.52% | 2.77% | 5.76% |
Frequently Asked Questions
ARTLX and AUXFX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTLX has higher volatility (3.25%) compared to AUXFX (2.70%). In terms of maximum drawdown, ARTLX dropped -57.91% vs AUXFX's -39.82%.
AUXFX currently has the higher Sharpe Ratio (2.33 vs 1.68), 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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