PortfoliosLab logoPortfoliosLab logo
ARTMX vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTMX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Mid Cap Fund (ARTMX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ARTMX vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARTMX
Artisan Mid Cap Fund
-9.72%14.92%11.78%23.99%-36.82%10.12%58.62%37.97%-4.30%20.61%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, ARTMX achieves a -9.72% return, which is significantly lower than VIG's -1.77% return. Over the past 10 years, ARTMX has underperformed VIG with an annualized return of 10.15%, while VIG has yielded a comparatively higher 12.25% annualized return.


ARTMX

1D
-0.91%
1M
-10.94%
YTD
-9.72%
6M
-9.98%
1Y
12.05%
3Y*
8.57%
5Y*
0.49%
10Y*
10.15%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARTMX vs. VIG - Expense Ratio Comparison

ARTMX has a 1.18% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

ARTMX vs. VIG — Risk / Return Rank

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

ARTMX
ARTMX Risk / Return Rank: 2222
Overall Rank
ARTMX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARTMX Sortino Ratio Rank: 2323
Sortino Ratio Rank
ARTMX Omega Ratio Rank: 2121
Omega Ratio Rank
ARTMX Calmar Ratio Rank: 2222
Calmar Ratio Rank
ARTMX Martin Ratio Rank: 2323
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARTMX vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Mid Cap Fund (ARTMX) and Vanguard Dividend Appreciation ETF (VIG). 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.


ARTMXVIGDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.83

-0.28

Sortino ratio

Return per unit of downside risk

0.91

1.28

-0.37

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.64

1.28

-0.64

Martin ratio

Return relative to average drawdown

2.40

5.73

-3.33

ARTMX vs. VIG - Sharpe Ratio Comparison

The current ARTMX Sharpe Ratio is 0.55, which is lower than the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ARTMX and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ARTMXVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.83

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.69

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.77

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.57

-0.08

Correlation

The correlation between ARTMX and VIG is 0.79, 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.


Dividends

ARTMX vs. VIG - Dividend Comparison

ARTMX's dividend yield for the trailing twelve months is around 21.42%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
ARTMX
Artisan Mid Cap Fund
21.42%19.33%15.43%0.00%0.29%19.29%14.97%12.88%27.63%14.97%9.19%16.40%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

ARTMX vs. VIG - Drawdown Comparison

The maximum ARTMX drawdown since its inception was -57.80%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for ARTMX and VIG.


Loading graphics...

Drawdown Indicators


ARTMXVIGDifference

Max Drawdown

Largest peak-to-trough decline

-57.80%

-46.81%

-10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-10.83%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.73%

-20.39%

-23.34%

Max Drawdown (10Y)

Largest decline over 10 years

-43.73%

-31.72%

-12.01%

Current Drawdown

Current decline from peak

-16.81%

-6.00%

-10.81%

Average Drawdown

Average peak-to-trough decline

-12.03%

-5.55%

-6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.42%

+1.23%

Volatility

ARTMX vs. VIG - Volatility Comparison

Artisan Mid Cap Fund (ARTMX) has a higher volatility of 6.65% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. This indicates that ARTMX's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ARTMXVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

4.07%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

7.84%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

15.31%

+5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.06%

14.26%

+9.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

16.05%

+6.37%