ARTMX vs. VO
Compare and contrast key facts about Artisan Mid Cap Fund (ARTMX) and Vanguard Mid-Cap ETF (VO).
ARTMX is managed by Artisan Partners Funds. It was launched on Jun 27, 1997. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTMX or VO.
Key characteristics
| ARTMX | VO | |
|---|---|---|
| YTD Return | 11.30% | 19.82% |
| 1Y Return | 24.87% | 35.92% |
| 3Y Return (Ann) | -12.24% | 3.76% |
| 5Y Return (Ann) | 0.50% | 11.73% |
| 10Y Return (Ann) | -2.54% | 10.23% |
| Sharpe Ratio | 1.52 | 2.81 |
| Sortino Ratio | 2.13 | 3.92 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 0.55 | 1.85 |
| Martin Ratio | 5.65 | 17.43 |
| Ulcer Index | 4.61% | 2.04% |
| Daily Std Dev | 17.14% | 12.67% |
| Max Drawdown | -64.68% | -58.89% |
| Current Drawdown | -32.66% | 0.00% |
Correlation
The correlation between ARTMX and VO is 0.90, 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.
Performance
ARTMX vs. VO - Performance Comparison
In the year-to-date period, ARTMX achieves a 11.30% return, which is significantly lower than VO's 19.82% return. Over the past 10 years, ARTMX has underperformed VO with an annualized return of -2.54%, while VO has yielded a comparatively higher 10.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ARTMX vs. VO - Expense Ratio Comparison
ARTMX has a 1.18% expense ratio, which is higher than VO's 0.04% expense ratio.
Risk-Adjusted Performance
ARTMX vs. VO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Mid Cap Fund (ARTMX) and Vanguard Mid-Cap ETF (VO). 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
ARTMX vs. VO - Dividend Comparison
ARTMX has not paid dividends to shareholders, while VO's dividend yield for the trailing twelve months is around 1.81%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTMX Artisan Mid Cap Fund | 0.00% | 0.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.81% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
Drawdowns
ARTMX vs. VO - Drawdown Comparison
The maximum ARTMX drawdown since its inception was -64.68%, which is greater than VO's maximum drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for ARTMX and VO. For additional features, visit the drawdowns tool.
Volatility
ARTMX vs. VO - Volatility Comparison
Artisan Mid Cap Fund (ARTMX) has a higher volatility of 4.52% compared to Vanguard Mid-Cap ETF (VO) at 3.88%. This indicates that ARTMX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.