ARTMX vs. VTI
Compare and contrast key facts about Artisan Mid Cap Fund (ARTMX) and Vanguard Total Stock Market ETF (VTI).
ARTMX is managed by Artisan Partners Funds. It was launched on Jun 27, 1997. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARTMX or VTI.
Key characteristics
| ARTMX | VTI | |
|---|---|---|
| YTD Return | 11.30% | 25.76% |
| 1Y Return | 24.87% | 38.64% |
| 3Y Return (Ann) | -12.24% | 8.41% |
| 5Y Return (Ann) | 0.50% | 15.27% |
| 10Y Return (Ann) | -2.54% | 12.86% |
| Sharpe Ratio | 1.52 | 3.05 |
| Sortino Ratio | 2.13 | 4.07 |
| Omega Ratio | 1.27 | 1.57 |
| Calmar Ratio | 0.55 | 4.13 |
| Martin Ratio | 5.65 | 19.90 |
| Ulcer Index | 4.61% | 1.94% |
| Daily Std Dev | 17.14% | 12.68% |
| Max Drawdown | -64.68% | -55.45% |
| Current Drawdown | -32.66% | 0.00% |
Correlation
The correlation between ARTMX and VTI is 0.89, 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. VTI - Performance Comparison
In the year-to-date period, ARTMX achieves a 11.30% return, which is significantly lower than VTI's 25.76% return. Over the past 10 years, ARTMX has underperformed VTI with an annualized return of -2.54%, while VTI has yielded a comparatively higher 12.86% 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. VTI - Expense Ratio Comparison
ARTMX has a 1.18% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
ARTMX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Mid Cap Fund (ARTMX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
ARTMX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.
| 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ARTMX vs. VTI - Drawdown Comparison
The maximum ARTMX drawdown since its inception was -64.68%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ARTMX and VTI. For additional features, visit the drawdowns tool.
Volatility
ARTMX vs. VTI - Volatility Comparison
Artisan Mid Cap Fund (ARTMX) has a higher volatility of 4.52% compared to Vanguard Total Stock Market ETF (VTI) at 4.12%. This indicates that ARTMX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.