ARTLX vs. SWLVX
ARTLX (Artisan Value Fund) and SWLVX (Schwab U.S. Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, ARTLX returned 10.02%/yr vs 11.79%/yr for SWLVX. Their correlation of 0.92 means they have usually moved in the same direction. ARTLX charges 1.05%/yr vs 0.04%/yr for SWLVX.
Performance
ARTLX vs. SWLVX - 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 SWLVX's 20.60% 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%
SWLVX
- 1D
- 0.46%
- 1M
- 1.92%
- 6M
- 14.48%
- YTD
- 20.60%
- 1Y
- 32.80%
- 3Y*
- 17.98%
- 5Y*
- 11.79%
- 10Y*
- —
- ALL TIME*
- 11.00%
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 |
| $0.00 | $0.00 | $0.00 |
ARTLX vs. SWLVX - 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% | 0.55% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 20.60% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Correlation
The correlation between ARTLX and SWLVX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.92 |
The correlation between ARTLX and SWLVX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
ARTLX vs. SWLVX — Risk / Return Rank
ARTLX
SWLVX
ARTLX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Value Fund (ARTLX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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 | SWLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.50 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 4.58 | -2.45 |
| Martin ratioReturn relative to average drawdown | 7.58 | 19.70 | -12.12 |
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Drawdowns
ARTLX vs. SWLVX - Drawdown Comparison
The maximum ARTLX drawdown since its inception was -57.91%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for ARTLX and SWLVX.
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Drawdown Indicators
| ARTLX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.91% | -38.34% | -19.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -6.82% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.28% | -15.61% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.89% | -19.05% | -3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -39.03% | — | — |
Current DrawdownCurrent decline from peak | -0.94% | -0.10% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -4.76% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.59% | +1.04% |
Volatility
ARTLX vs. SWLVX - Volatility Comparison
Artisan Value Fund (ARTLX) has a higher volatility of 3.25% compared to Schwab U.S. Large-Cap Value Index Fund (SWLVX) at 2.93%. This indicates that ARTLX's price experiences larger fluctuations and is considered to be riskier than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTLX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 2.93% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 8.77% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 11.41% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 14.86% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 18.46% | -0.52% |
ARTLX vs. SWLVX - Expense Ratio Comparison
ARTLX has a 1.05% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Dividends
ARTLX vs. SWLVX - Dividend Comparison
ARTLX's dividend yield for the trailing twelve months is around 12.69%, more than SWLVX's 1.68% 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% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.68% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ARTLX and SWLVX have a correlation of 0.84, 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 SWLVX (2.93%). In terms of maximum drawdown, ARTLX dropped -57.91% vs SWLVX's -38.34%.
SWLVX currently has the higher Sharpe Ratio (2.75 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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