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ARTQX vs. MYISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTQX vs. MYISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Mid Cap Value Fund (ARTQX) and Victory Integrity Small/Mid-Cap Value Fund (MYISX). The values are adjusted to include any dividend payments, if applicable.

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ARTQX vs. MYISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARTQX
Artisan Mid Cap Value Fund
-6.82%1.88%4.47%18.32%-12.93%26.44%5.49%23.46%-13.87%12.42%
MYISX
Victory Integrity Small/Mid-Cap Value Fund
-0.76%9.47%9.54%14.54%-7.99%33.19%4.93%25.44%-17.64%18.39%

Returns By Period

In the year-to-date period, ARTQX achieves a -6.82% return, which is significantly lower than MYISX's -0.76% return. Over the past 10 years, ARTQX has underperformed MYISX with an annualized return of 6.51%, while MYISX has yielded a comparatively higher 9.88% annualized return.


ARTQX

1D
-0.29%
1M
-7.88%
YTD
-6.82%
6M
-5.25%
1Y
-4.09%
3Y*
3.81%
5Y*
2.33%
10Y*
6.51%

MYISX

1D
-0.76%
1M
-8.63%
YTD
-0.76%
6M
1.85%
1Y
16.11%
3Y*
9.75%
5Y*
6.90%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTQX vs. MYISX - Expense Ratio Comparison

ARTQX has a 1.21% expense ratio, which is higher than MYISX's 0.09% expense ratio.


Return for Risk

ARTQX vs. MYISX — Risk / Return Rank

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

ARTQX
ARTQX Risk / Return Rank: 33
Overall Rank
ARTQX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ARTQX Sortino Ratio Rank: 33
Sortino Ratio Rank
ARTQX Omega Ratio Rank: 33
Omega Ratio Rank
ARTQX Calmar Ratio Rank: 22
Calmar Ratio Rank
ARTQX Martin Ratio Rank: 22
Martin Ratio Rank

MYISX
MYISX Risk / Return Rank: 3636
Overall Rank
MYISX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MYISX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MYISX Omega Ratio Rank: 3434
Omega Ratio Rank
MYISX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MYISX Martin Ratio Rank: 3636
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.

ARTQX vs. MYISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Mid Cap Value Fund (ARTQX) and Victory Integrity Small/Mid-Cap Value Fund (MYISX). 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.


ARTQXMYISXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

0.79

-0.96

Sortino ratio

Return per unit of downside risk

-0.12

1.23

-1.35

Omega ratio

Gain probability vs. loss probability

0.98

1.17

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.38

0.99

-1.37

Martin ratio

Return relative to average drawdown

-1.15

3.84

-4.98

ARTQX vs. MYISX - Sharpe Ratio Comparison

The current ARTQX Sharpe Ratio is -0.18, which is lower than the MYISX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ARTQX and MYISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARTQXMYISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

0.79

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.33

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.43

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.41

+0.02

Correlation

The correlation between ARTQX and MYISX is 0.93, 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

ARTQX vs. MYISX - Dividend Comparison

ARTQX's dividend yield for the trailing twelve months is around 7.79%, more than MYISX's 4.38% yield.


TTM20252024202320222021202020192018201720162015
ARTQX
Artisan Mid Cap Value Fund
7.79%7.26%4.20%17.42%21.33%14.18%1.86%10.51%17.37%10.12%2.68%19.38%
MYISX
Victory Integrity Small/Mid-Cap Value Fund
4.38%4.34%10.86%2.35%10.17%6.45%1.60%0.75%4.74%1.52%0.10%0.41%

Drawdowns

ARTQX vs. MYISX - Drawdown Comparison

The maximum ARTQX drawdown since its inception was -52.64%, which is greater than MYISX's maximum drawdown of -47.79%. Use the drawdown chart below to compare losses from any high point for ARTQX and MYISX.


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Drawdown Indicators


ARTQXMYISXDifference

Max Drawdown

Largest peak-to-trough decline

-52.64%

-47.79%

-4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

-14.73%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-26.51%

+4.63%

Max Drawdown (10Y)

Largest decline over 10 years

-44.46%

-47.79%

+3.33%

Current Drawdown

Current decline from peak

-11.44%

-9.63%

-1.81%

Average Drawdown

Average peak-to-trough decline

-7.17%

-6.83%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.80%

+0.40%

Volatility

ARTQX vs. MYISX - Volatility Comparison

The current volatility for Artisan Mid Cap Value Fund (ARTQX) is 4.25%, while Victory Integrity Small/Mid-Cap Value Fund (MYISX) has a volatility of 5.25%. This indicates that ARTQX experiences smaller price fluctuations and is considered to be less risky than MYISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTQXMYISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.25%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

11.40%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

21.40%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

21.23%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

23.25%

-1.76%