ARTRX vs. QQQ
Compare and contrast key facts about Artisan Global Opportunities Fund Class I (ARTRX) and Invesco QQQ ETF (QQQ).
ARTRX is managed by Artisan. It was launched on Sep 22, 2008. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
ARTRX vs. QQQ - Performance Comparison
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ARTRX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTRX Artisan Global Opportunities Fund Class I | -7.40% | 8.91% | 14.82% | 23.02% | -30.38% | 13.48% | 39.84% | 35.54% | -9.20% | 31.22% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, ARTRX achieves a -7.40% return, which is significantly lower than QQQ's -5.93% return. Over the past 10 years, ARTRX has underperformed QQQ with an annualized return of 10.27%, while QQQ has yielded a comparatively higher 18.85% annualized return.
ARTRX
- 1D
- -0.13%
- 1M
- -8.25%
- YTD
- -7.40%
- 6M
- -9.42%
- 1Y
- 5.50%
- 3Y*
- 9.30%
- 5Y*
- 2.80%
- 10Y*
- 10.27%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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ARTRX vs. QQQ - Expense Ratio Comparison
ARTRX has a 1.14% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
ARTRX vs. QQQ — Risk / Return Rank
ARTRX
QQQ
ARTRX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Opportunities Fund Class I (ARTRX) and Invesco QQQ ETF (QQQ). 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.
| ARTRX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.05 | -0.75 |
Sortino ratioReturn per unit of downside risk | 0.53 | 1.63 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.23 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.88 | -1.64 |
Martin ratioReturn relative to average drawdown | 0.73 | 6.95 | -6.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARTRX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.05 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.58 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.85 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.37 | +0.11 |
Correlation
The correlation between ARTRX and QQQ is 0.87, 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
ARTRX vs. QQQ - Dividend Comparison
ARTRX's dividend yield for the trailing twelve months is around 3.86%, more than QQQ's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTRX Artisan Global Opportunities Fund Class I | 3.86% | 3.57% | 12.34% | 2.30% | 0.00% | 10.78% | 6.67% | 6.94% | 7.32% | 4.15% | 0.17% | 0.70% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
ARTRX vs. QQQ - Drawdown Comparison
The maximum ARTRX drawdown since its inception was -46.00%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ARTRX and QQQ.
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Drawdown Indicators
| ARTRX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.00% | -82.97% | +36.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -12.62% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -38.37% | -35.12% | -3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -38.37% | -35.12% | -3.25% |
Current DrawdownCurrent decline from peak | -12.71% | -8.98% | -3.73% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -32.99% | +24.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 3.41% | +0.84% |
Volatility
ARTRX vs. QQQ - Volatility Comparison
The current volatility for Artisan Global Opportunities Fund Class I (ARTRX) is 5.29%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that ARTRX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTRX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 6.51% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 12.77% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 22.67% | -5.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 22.39% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 22.25% | -3.32% |