ARTNX vs. WBREOX
ARTNX (Artisan Select Equity Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, ARTNX returned 30.75% vs 21.85% for WBREOX. A 0.58 correlation means they provide meaningful diversification when combined. ARTNX charges 1.26%/yr vs 0.02%/yr for WBREOX.
Performance
ARTNX vs. WBREOX - Performance Comparison
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Returns By Period
In the year-to-date period, ARTNX achieves a 14.26% return, which is significantly higher than WBREOX's 10.88% return.
ARTNX
- 1D
- 0.27%
- 1M
- 1.77%
- 6M
- 10.23%
- YTD
- 14.26%
- 1Y
- 30.75%
- 3Y*
- 22.33%
- 5Y*
- 12.33%
- 10Y*
- —
WBREOX
- 1D
- 0.38%
- 1M
- 0.49%
- 6M
- 9.25%
- YTD
- 10.88%
- 1Y
- 21.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ARTNX vs. WBREOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ARTNX Artisan Select Equity Fund | 14.26% | 29.00% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 10.88% | 16.64% |
Correlation
The correlation between ARTNX and WBREOX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.58 |
The correlation between ARTNX and WBREOX has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.
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Return for Risk
ARTNX vs. WBREOX — Risk / Return Rank
ARTNX
WBREOX
ARTNX vs. WBREOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Select Equity Fund (ARTNX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.
| ARTNX | WBREOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.75 | +0.41 |
| Martin ratioReturn relative to average drawdown | 12.51 | 11.78 | +0.73 |
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Drawdowns
ARTNX vs. WBREOX - Drawdown Comparison
The maximum ARTNX drawdown since its inception was -32.00%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for ARTNX and WBREOX.
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Drawdown Indicators
| ARTNX | WBREOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.00% | -19.07% | -12.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -8.89% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -11.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.75% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -0.74% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -2.54% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.97% | +0.52% |
Volatility
ARTNX vs. WBREOX - Volatility Comparison
The current volatility for Artisan Select Equity Fund (ARTNX) is 3.33%, while CIT: BlackRock Equity Index Fund Class 1 (WBREOX) has a volatility of 3.62%. This indicates that ARTNX experiences smaller price fluctuations and is considered to be less risky than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTNX | WBREOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.62% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 9.92% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 12.88% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 18.37% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 18.37% | +1.77% |
ARTNX vs. WBREOX - Expense Ratio Comparison
ARTNX has a 1.26% expense ratio, which is higher than WBREOX's 0.02% expense ratio.
Dividends
ARTNX vs. WBREOX - Dividend Comparison
ARTNX's dividend yield for the trailing twelve months is around 2.71%, while WBREOX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ARTNX Artisan Select Equity Fund | 2.71% | 3.10% | 2.52% | 0.47% | 1.35% | 4.90% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ARTNX and WBREOX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WBREOX has higher volatility (3.62%) compared to ARTNX (3.33%). In terms of maximum drawdown, ARTNX dropped -32.00% vs WBREOX's -19.07%.
ARTNX currently has the higher Sharpe Ratio (2.46 vs 1.90), 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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