ARTRX vs. VEA
Compare and contrast key facts about Artisan Global Opportunities Fund Class I (ARTRX) and Vanguard FTSE Developed Markets ETF (VEA).
ARTRX is managed by Artisan. It was launched on Sep 22, 2008. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
ARTRX vs. VEA - Performance Comparison
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ARTRX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTRX Artisan Global Opportunities Fund Class I | -4.34% | 8.91% | 14.82% | 23.02% | -30.38% | 13.48% | 39.84% | 35.54% | -9.20% | 31.22% |
VEA Vanguard FTSE Developed Markets ETF | 4.45% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, ARTRX achieves a -4.34% return, which is significantly lower than VEA's 4.45% return. Over the past 10 years, ARTRX has outperformed VEA with an annualized return of 10.63%, while VEA has yielded a comparatively lower 9.55% annualized return.
ARTRX
- 1D
- 3.30%
- 1M
- -5.03%
- YTD
- -4.34%
- 6M
- -7.40%
- 1Y
- 8.45%
- 3Y*
- 10.49%
- 5Y*
- 3.12%
- 10Y*
- 10.63%
VEA
- 1D
- 1.65%
- 1M
- -5.45%
- YTD
- 4.45%
- 6M
- 9.91%
- 1Y
- 31.74%
- 3Y*
- 16.71%
- 5Y*
- 8.93%
- 10Y*
- 9.55%
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ARTRX vs. VEA - Expense Ratio Comparison
ARTRX has a 1.14% expense ratio, which is higher than VEA's 0.03% expense ratio.
Return for Risk
ARTRX vs. VEA — Risk / Return Rank
ARTRX
VEA
ARTRX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Opportunities Fund Class I (ARTRX) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 1.81 | -1.29 |
Sortino ratioReturn per unit of downside risk | 0.82 | 2.46 | -1.64 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.36 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.77 | -2.24 |
Martin ratioReturn relative to average drawdown | 1.59 | 10.77 | -9.18 |
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 | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.81 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.55 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.55 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.22 | +0.27 |
Correlation
The correlation between ARTRX and VEA is 0.82, 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. VEA - Dividend Comparison
ARTRX's dividend yield for the trailing twelve months is around 3.74%, more than VEA's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTRX Artisan Global Opportunities Fund Class I | 3.74% | 3.57% | 12.34% | 2.30% | 0.00% | 10.78% | 6.67% | 6.94% | 7.32% | 4.15% | 0.17% | 0.70% |
VEA Vanguard FTSE Developed Markets ETF | 2.88% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
ARTRX vs. VEA - Drawdown Comparison
The maximum ARTRX drawdown since its inception was -46.00%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for ARTRX and VEA.
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Drawdown Indicators
| ARTRX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.00% | -60.68% | +14.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -11.63% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -38.37% | -29.71% | -8.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.37% | -35.73% | -2.64% |
Current DrawdownCurrent decline from peak | -9.83% | -7.20% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -13.39% | +5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 2.99% | +1.22% |
Volatility
ARTRX vs. VEA - Volatility Comparison
The current volatility for Artisan Global Opportunities Fund Class I (ARTRX) is 6.44%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 7.92%. This indicates that ARTRX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTRX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 7.92% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 11.68% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 17.67% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.71% | 16.30% | +3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 17.26% | +1.70% |