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ARTRX vs. DFAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARTRX and DFAI is 0.77, 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.


-0.50.00.51.00.8

Performance

ARTRX vs. DFAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Global Opportunities Fund Class I (ARTRX) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-5.17%
1.66%
ARTRX
DFAI

Key characteristics

Sharpe Ratio

ARTRX:

0.13

DFAI:

0.94

Sortino Ratio

ARTRX:

0.26

DFAI:

1.36

Omega Ratio

ARTRX:

1.05

DFAI:

1.17

Calmar Ratio

ARTRX:

0.09

DFAI:

1.28

Martin Ratio

ARTRX:

0.39

DFAI:

3.04

Ulcer Index

ARTRX:

5.91%

DFAI:

3.88%

Daily Std Dev

ARTRX:

18.40%

DFAI:

12.53%

Max Drawdown

ARTRX:

-46.00%

DFAI:

-27.44%

Current Drawdown

ARTRX:

-21.66%

DFAI:

-1.72%

Returns By Period

In the year-to-date period, ARTRX achieves a 5.17% return, which is significantly lower than DFAI's 7.09% return.


ARTRX

YTD

5.17%

1M

2.90%

6M

-5.17%

1Y

3.70%

5Y*

2.90%

10Y*

5.63%

DFAI

YTD

7.09%

1M

5.78%

6M

1.66%

1Y

11.29%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARTRX vs. DFAI - Expense Ratio Comparison

ARTRX has a 1.14% expense ratio, which is higher than DFAI's 0.18% expense ratio.


ARTRX
Artisan Global Opportunities Fund Class I
Expense ratio chart for ARTRX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for DFAI: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

ARTRX vs. DFAI — Risk-Adjusted Performance Rank

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

ARTRX
The Risk-Adjusted Performance Rank of ARTRX is 88
Overall Rank
The Sharpe Ratio Rank of ARTRX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTRX is 77
Sortino Ratio Rank
The Omega Ratio Rank of ARTRX is 88
Omega Ratio Rank
The Calmar Ratio Rank of ARTRX is 88
Calmar Ratio Rank
The Martin Ratio Rank of ARTRX is 88
Martin Ratio Rank

DFAI
The Risk-Adjusted Performance Rank of DFAI is 3535
Overall Rank
The Sharpe Ratio Rank of DFAI is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAI is 3333
Sortino Ratio Rank
The Omega Ratio Rank of DFAI is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DFAI is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DFAI is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARTRX vs. DFAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Global Opportunities Fund Class I (ARTRX) and Dimensional International Core Equity Market ETF (DFAI). 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.


Sharpe ratio
The chart of Sharpe ratio for ARTRX, currently valued at 0.13, compared to the broader market-1.000.001.002.003.004.000.130.94
The chart of Sortino ratio for ARTRX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.000.261.36
The chart of Omega ratio for ARTRX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.17
The chart of Calmar ratio for ARTRX, currently valued at 0.09, compared to the broader market0.005.0010.0015.0020.000.091.28
The chart of Martin ratio for ARTRX, currently valued at 0.39, compared to the broader market0.0020.0040.0060.0080.000.393.04
ARTRX
DFAI

The current ARTRX Sharpe Ratio is 0.13, which is lower than the DFAI Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of ARTRX and DFAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.13
0.94
ARTRX
DFAI

Dividends

ARTRX vs. DFAI - Dividend Comparison

ARTRX has not paid dividends to shareholders, while DFAI's dividend yield for the trailing twelve months is around 2.54%.


TTM20242023202220212020201920182017201620152014
ARTRX
Artisan Global Opportunities Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.09%0.31%
DFAI
Dimensional International Core Equity Market ETF
2.54%2.72%2.64%2.72%2.06%0.09%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARTRX vs. DFAI - Drawdown Comparison

The maximum ARTRX drawdown since its inception was -46.00%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for ARTRX and DFAI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.66%
-1.72%
ARTRX
DFAI

Volatility

ARTRX vs. DFAI - Volatility Comparison

Artisan Global Opportunities Fund Class I (ARTRX) has a higher volatility of 4.77% compared to Dimensional International Core Equity Market ETF (DFAI) at 3.70%. This indicates that ARTRX's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
4.77%
3.70%
ARTRX
DFAI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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