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ARTSX vs. ARTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTSX vs. ARTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Small Cap Fund (ARTSX) and Artisan International Fund (ARTIX). The values are adjusted to include any dividend payments, if applicable.

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ARTSX vs. ARTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARTSX
Artisan Small Cap Fund
-7.56%8.46%20.56%9.29%-29.44%-9.05%60.95%40.04%1.97%26.97%
ARTIX
Artisan International Fund
3.75%36.21%10.59%14.27%-19.54%8.87%7.58%29.16%-11.03%31.03%

Returns By Period

In the year-to-date period, ARTSX achieves a -7.56% return, which is significantly lower than ARTIX's 3.75% return. Over the past 10 years, ARTSX has outperformed ARTIX with an annualized return of 10.72%, while ARTIX has yielded a comparatively lower 9.10% annualized return.


ARTSX

1D
-2.30%
1M
-13.83%
YTD
-7.56%
6M
-4.33%
1Y
11.57%
3Y*
7.08%
5Y*
-2.25%
10Y*
10.72%

ARTIX

1D
-0.58%
1M
-8.94%
YTD
3.75%
6M
5.47%
1Y
29.29%
3Y*
18.15%
5Y*
9.30%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTSX vs. ARTIX - Expense Ratio Comparison

Both ARTSX and ARTIX have an expense ratio of 1.19%.


Return for Risk

ARTSX vs. ARTIX — Risk / Return Rank

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

ARTSX
ARTSX Risk / Return Rank: 1717
Overall Rank
ARTSX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ARTSX Sortino Ratio Rank: 1818
Sortino Ratio Rank
ARTSX Omega Ratio Rank: 1717
Omega Ratio Rank
ARTSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
ARTSX Martin Ratio Rank: 1717
Martin Ratio Rank

ARTIX
ARTIX Risk / Return Rank: 8989
Overall Rank
ARTIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ARTIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
ARTIX Omega Ratio Rank: 8686
Omega Ratio Rank
ARTIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
ARTIX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARTSX vs. ARTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Small Cap Fund (ARTSX) and Artisan International Fund (ARTIX). 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.


ARTSXARTIXDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.84

-1.41

Sortino ratio

Return per unit of downside risk

0.79

2.37

-1.58

Omega ratio

Gain probability vs. loss probability

1.10

1.35

-0.25

Calmar ratio

Return relative to maximum drawdown

0.43

2.50

-2.08

Martin ratio

Return relative to average drawdown

1.68

10.53

-8.85

ARTSX vs. ARTIX - Sharpe Ratio Comparison

The current ARTSX Sharpe Ratio is 0.43, which is lower than the ARTIX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ARTSX and ARTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARTSXARTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.84

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.60

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.57

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.45

-0.10

Correlation

The correlation between ARTSX and ARTIX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ARTSX vs. ARTIX - Dividend Comparison

ARTSX's dividend yield for the trailing twelve months is around 8.92%, less than ARTIX's 21.71% yield.


TTM20252024202320222021202020192018201720162015
ARTSX
Artisan Small Cap Fund
8.92%8.24%10.40%0.00%0.26%12.11%5.26%7.83%20.83%16.26%1.18%10.12%
ARTIX
Artisan International Fund
21.71%22.52%10.24%1.79%2.54%23.35%3.23%5.24%9.73%0.67%1.17%0.45%

Drawdowns

ARTSX vs. ARTIX - Drawdown Comparison

The maximum ARTSX drawdown since its inception was -62.77%, roughly equal to the maximum ARTIX drawdown of -61.18%. Use the drawdown chart below to compare losses from any high point for ARTSX and ARTIX.


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Drawdown Indicators


ARTSXARTIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.77%

-61.18%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-9.78%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-47.88%

-33.88%

-14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-51.51%

-33.88%

-17.63%

Current Drawdown

Current decline from peak

-24.75%

-9.78%

-14.97%

Average Drawdown

Average peak-to-trough decline

-14.72%

-16.17%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.59%

+1.34%

Volatility

ARTSX vs. ARTIX - Volatility Comparison

Artisan Small Cap Fund (ARTSX) has a higher volatility of 8.68% compared to Artisan International Fund (ARTIX) at 6.04%. This indicates that ARTSX's price experiences larger fluctuations and is considered to be riskier than ARTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTSXARTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

6.04%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

10.12%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

25.14%

15.33%

+9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.25%

15.60%

+11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.34%

16.16%

+9.18%