ARTQX vs. TGVOX
ARTQX (Artisan Mid Cap Value Fund) and TGVOX (TCW Relative Value Mid Cap Fund) are both Mid Cap Value Equities funds. Over the past 10 years, ARTQX returned 7.54%/yr vs 12.19%/yr for TGVOX. Their correlation of 0.91 means they have usually moved in the same direction. ARTQX charges 1.21%/yr vs 0.85%/yr for TGVOX.
Performance
ARTQX vs. TGVOX - Performance Comparison
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Returns By Period
In the year-to-date period, ARTQX achieves a 7.64% return, which is significantly lower than TGVOX's 17.69% return. Over the past 10 years, ARTQX has underperformed TGVOX with an annualized return of 7.54%, while TGVOX has yielded a comparatively higher 12.19% annualized return.
ARTQX
- 1D
- -0.25%
- 1M
- 1.40%
- 6M
- 5.22%
- YTD
- 7.64%
- 1Y
- 12.55%
- 3Y*
- 5.70%
- 5Y*
- 4.53%
- 10Y*
- 7.54%
- ALL TIME*
- 9.17%
TGVOX
- 1D
- -1.15%
- 1M
- -1.80%
- 6M
- 10.06%
- YTD
- 17.69%
- 1Y
- 29.78%
- 3Y*
- 18.27%
- 5Y*
- 11.38%
- 10Y*
- 12.19%
- ALL TIME*
- 9.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ARTQX vs. TGVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTQX Artisan Mid Cap Value Fund | 7.64% | 1.88% | 4.47% | 18.32% | -12.93% | 26.44% | 5.49% | 23.46% | -13.87% | 12.42% |
TGVOX TCW Relative Value Mid Cap Fund | 17.69% | 15.53% | 17.26% | 15.99% | -11.80% | 31.99% | 3.66% | 29.34% | -22.17% | 19.74% |
Correlation
The correlation between ARTQX and TGVOX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2001 | 0.91 |
The correlation between ARTQX and TGVOX shifts across timeframes, from 0.76 (1 year) to 0.91 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ARTQX vs. TGVOX — Risk / Return Rank
ARTQX
TGVOX
ARTQX vs. TGVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Mid Cap Value Fund (ARTQX) and TCW Relative Value Mid Cap Fund (TGVOX). 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.
| ARTQX | TGVOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.35 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.17 | -2.09 |
| Martin ratioReturn relative to average drawdown | 2.91 | 12.27 | -9.37 |
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Drawdowns
ARTQX vs. TGVOX - Drawdown Comparison
The maximum ARTQX drawdown since its inception was -52.64%, smaller than the maximum TGVOX drawdown of -58.14%. Use the drawdown chart below to compare losses from any high point for ARTQX and TGVOX.
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Drawdown Indicators
| ARTQX | TGVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -58.14% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -9.04% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -18.80% | -22.69% | +3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -23.81% | +1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -44.46% | -51.10% | +6.64% |
Current DrawdownCurrent decline from peak | -2.15% | -2.79% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -10.24% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 2.33% | +1.82% |
Volatility
ARTQX vs. TGVOX - Volatility Comparison
Artisan Mid Cap Value Fund (ARTQX) has a higher volatility of 4.11% compared to TCW Relative Value Mid Cap Fund (TGVOX) at 2.48%. This indicates that ARTQX's price experiences larger fluctuations and is considered to be riskier than TGVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTQX | TGVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 2.48% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 10.59% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.58% | 14.45% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.36% | 19.32% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.40% | 22.13% | -0.73% |
ARTQX vs. TGVOX - Expense Ratio Comparison
ARTQX has a 1.21% expense ratio, which is higher than TGVOX's 0.85% expense ratio.
Dividends
ARTQX vs. TGVOX - Dividend Comparison
ARTQX's dividend yield for the trailing twelve months is around 6.74%, less than TGVOX's 18.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTQX Artisan Mid Cap Value Fund | 6.74% | 7.26% | 4.20% | 17.42% | 21.33% | 14.18% | 1.86% | 10.51% | 17.37% | 10.12% | 2.68% | 19.38% |
TGVOX TCW Relative Value Mid Cap Fund | 18.44% | 21.70% | 9.54% | 2.34% | 2.54% | 12.69% | 0.75% | 2.43% | 9.90% | 8.25% | 0.56% | 16.12% |
Frequently Asked Questions
ARTQX and TGVOX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTQX has higher volatility (4.11%) compared to TGVOX (2.48%). In terms of maximum drawdown, ARTQX dropped -52.64% vs TGVOX's -58.14%.
TGVOX currently has the higher Sharpe Ratio (1.98 vs 0.84), 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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