ARTSX vs. VB
Compare and contrast key facts about Artisan Small Cap Fund (ARTSX) and Vanguard Small-Cap ETF (VB).
ARTSX is managed by Artisan. It was launched on Mar 28, 1995. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004.
Performance
ARTSX vs. VB - Performance Comparison
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ARTSX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VB Vanguard Small-Cap ETF | 1.92% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Returns By Period
In the year-to-date period, ARTSX achieves a -7.56% return, which is significantly lower than VB's 1.92% return. Both investments have delivered pretty close results over the past 10 years, with ARTSX having a 10.72% annualized return and VB not far behind at 10.51%.
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%
VB
- 1D
- 3.18%
- 1M
- -5.13%
- YTD
- 1.92%
- 6M
- 3.76%
- 1Y
- 19.75%
- 3Y*
- 13.04%
- 5Y*
- 5.35%
- 10Y*
- 10.51%
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ARTSX vs. VB - Expense Ratio Comparison
ARTSX has a 1.19% expense ratio, which is higher than VB's 0.05% expense ratio.
Return for Risk
ARTSX vs. VB — Risk / Return Rank
ARTSX
VB
ARTSX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Small Cap Fund (ARTSX) and Vanguard Small-Cap ETF (VB). 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.
| ARTSX | VB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.91 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.41 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.39 | -0.96 |
Martin ratioReturn relative to average drawdown | 1.68 | 5.97 | -4.29 |
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
| ARTSX | VB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.91 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.26 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.49 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.42 | -0.07 |
Correlation
The correlation between ARTSX and VB is 0.89, 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
ARTSX vs. VB - Dividend Comparison
ARTSX's dividend yield for the trailing twelve months is around 8.92%, more than VB's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VB Vanguard Small-Cap ETF | 1.34% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Drawdowns
ARTSX vs. VB - Drawdown Comparison
The maximum ARTSX drawdown since its inception was -62.77%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for ARTSX and VB.
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Drawdown Indicators
| ARTSX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.77% | -59.56% | -3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -14.29% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -47.88% | -28.15% | -19.73% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -42.05% | -9.46% |
Current DrawdownCurrent decline from peak | -24.75% | -6.08% | -18.67% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -8.49% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.32% | +0.61% |
Volatility
ARTSX vs. VB - Volatility Comparison
Artisan Small Cap Fund (ARTSX) has a higher volatility of 8.68% compared to Vanguard Small-Cap ETF (VB) at 6.84%. This indicates that ARTSX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTSX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.68% | 6.84% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 12.60% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 21.86% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.25% | 20.78% | +6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.34% | 21.40% | +3.94% |