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ARTSX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARTSX and FTIHX is 0.75, 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.


Performance

ARTSX vs. FTIHX - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
20.59%
91.80%
ARTSX
FTIHX

Key characteristics

Sharpe Ratio

ARTSX:

-0.05

FTIHX:

0.91

Sortino Ratio

ARTSX:

0.12

FTIHX:

1.35

Omega Ratio

ARTSX:

1.02

FTIHX:

1.18

Calmar Ratio

ARTSX:

-0.03

FTIHX:

1.10

Martin Ratio

ARTSX:

-0.13

FTIHX:

3.34

Ulcer Index

ARTSX:

10.61%

FTIHX:

4.33%

Daily Std Dev

ARTSX:

27.13%

FTIHX:

15.80%

Max Drawdown

ARTSX:

-66.59%

FTIHX:

-35.75%

Current Drawdown

ARTSX:

-43.91%

FTIHX:

0.00%

Returns By Period

In the year-to-date period, ARTSX achieves a -8.04% return, which is significantly lower than FTIHX's 11.02% return.


ARTSX

YTD

-8.04%

1M

13.25%

6M

-13.86%

1Y

-4.88%

5Y*

-1.40%

10Y*

0.45%

FTIHX

YTD

11.02%

1M

13.21%

6M

6.06%

1Y

10.98%

5Y*

11.07%

10Y*

N/A

*Annualized

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ARTSX vs. FTIHX - Expense Ratio Comparison

ARTSX has a 1.19% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Risk-Adjusted Performance

ARTSX vs. FTIHX — Risk-Adjusted Performance Rank

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

ARTSX
The Risk-Adjusted Performance Rank of ARTSX is 1515
Overall Rank
The Sharpe Ratio Rank of ARTSX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTSX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ARTSX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ARTSX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ARTSX is 1414
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 7373
Overall Rank
The Sharpe Ratio Rank of FTIHX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 7070
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.

ARTSX vs. FTIHX - Risk-Adjusted Performance Comparison

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


The current ARTSX Sharpe Ratio is -0.05, which is lower than the FTIHX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ARTSX and FTIHX, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.05
0.91
ARTSX
FTIHX

Dividends

ARTSX vs. FTIHX - Dividend Comparison

ARTSX has not paid dividends to shareholders, while FTIHX's dividend yield for the trailing twelve months is around 2.60%.


TTM202420232022202120202019201820172016
ARTSX
Artisan Small Cap Fund
0.00%0.00%0.00%0.26%0.00%0.00%0.00%0.00%0.00%0.00%
FTIHX
Fidelity Total International Index Fund
2.60%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%

Drawdowns

ARTSX vs. FTIHX - Drawdown Comparison

The maximum ARTSX drawdown since its inception was -66.59%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for ARTSX and FTIHX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-43.91%
0
ARTSX
FTIHX

Volatility

ARTSX vs. FTIHX - Volatility Comparison

Artisan Small Cap Fund (ARTSX) has a higher volatility of 14.55% compared to Fidelity Total International Index Fund (FTIHX) at 9.96%. This indicates that ARTSX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
14.55%
9.96%
ARTSX
FTIHX