ARTRX vs. VFINX
Compare and contrast key facts about Artisan Global Opportunities Fund Class I (ARTRX) and Vanguard 500 Index Fund Investor Shares (VFINX).
ARTRX is managed by Artisan. It was launched on Sep 22, 2008. VFINX is managed by Vanguard.
Performance
ARTRX vs. VFINX - Performance Comparison
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ARTRX vs. VFINX - 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% |
VFINX Vanguard 500 Index Fund Investor Shares | -4.37% | 17.71% | 24.84% | 26.12% | -18.24% | 28.53% | 18.20% | 31.33% | -4.55% | 21.66% |
Returns By Period
The year-to-date returns for both stocks are quite close, with ARTRX having a -4.34% return and VFINX slightly lower at -4.37%. Over the past 10 years, ARTRX has underperformed VFINX with an annualized return of 10.63%, while VFINX has yielded a comparatively higher 13.92% 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%
VFINX
- 1D
- 2.92%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.20%
- 1Y
- 17.19%
- 3Y*
- 18.15%
- 5Y*
- 11.64%
- 10Y*
- 13.92%
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ARTRX vs. VFINX - Expense Ratio Comparison
ARTRX has a 1.14% expense ratio, which is higher than VFINX's 0.14% expense ratio.
Return for Risk
ARTRX vs. VFINX — Risk / Return Rank
ARTRX
VFINX
ARTRX vs. VFINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Opportunities Fund Class I (ARTRX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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 | VFINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.97 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.48 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.51 | -0.98 |
Martin ratioReturn relative to average drawdown | 1.59 | 7.24 | -5.65 |
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 | VFINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.97 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.69 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.77 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.60 | -0.10 |
Correlation
The correlation between ARTRX and VFINX is 0.88, 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. VFINX - Dividend Comparison
ARTRX's dividend yield for the trailing twelve months is around 3.74%, more than VFINX's 1.08% 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% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.08% | 1.02% | 1.14% | 1.36% | 1.57% | 1.15% | 1.45% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% |
Drawdowns
ARTRX vs. VFINX - Drawdown Comparison
The maximum ARTRX drawdown since its inception was -46.00%, smaller than the maximum VFINX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ARTRX and VFINX.
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Drawdown Indicators
| ARTRX | VFINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.00% | -55.25% | +9.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -12.12% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -38.37% | -24.59% | -13.78% |
Max Drawdown (10Y)Largest decline over 10 years | -38.37% | -33.83% | -4.54% |
Current DrawdownCurrent decline from peak | -9.83% | -6.26% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -8.31% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 2.53% | +1.68% |
Volatility
ARTRX vs. VFINX - Volatility Comparison
Artisan Global Opportunities Fund Class I (ARTRX) has a higher volatility of 6.44% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 5.35%. This indicates that ARTRX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTRX | VFINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 5.35% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 9.53% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 18.32% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.71% | 16.91% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 18.05% | +0.91% |