ARTUX vs. TFLIX

Last updated Aug 1, 2026

ARTUX (Artisan Floating Rate Fund) and TFLIX (Transamerica Floating Rate Fund) are both Bank Loan funds. Over the past 3 years, ARTUX returned 6.49%/yr vs 5.89%/yr for TFLIX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. ARTUX charges 1.20%/yr vs 0.80%/yr for TFLIX.

Performance

ARTUX vs. TFLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Floating Rate Fund (ARTUX) and Transamerica Floating Rate Fund (TFLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with ARTUX having a 1.69% return and TFLIX slightly higher at 1.77%.

ARTUX

• 1D: 0.00%
• 1M: 0.11%
• 6M: 1.32%
• YTD: 1.69%
• 1Y: 4.23%
• 3Y*: 6.49%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.05%

TFLIX

• 1D: 0.12%
• 1M: 0.00%
• 6M: 1.78%
• YTD: 1.77%
• 1Y: 3.53%
• 3Y*: 5.89%
• 5Y*: 4.34%
• 10Y*: 3.91%
• ALL TIME*: 3.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ARTUX Artisan Floating Rate Fund	$0.00	$0.00	$0.00
TFLIX Transamerica Floating Rate Fund	$0.00	$0.00	$0.00

ARTUX vs. TFLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ARTUX Artisan Floating Rate Fund	1.69%	6.34%	7.54%	11.20%	-3.50%
TFLIX Transamerica Floating Rate Fund	1.77%	5.34%	8.07%	8.15%	-2.34%

Correlation

The correlation between ARTUX and TFLIX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.60
Correlation (3Y) Balances recent behavior with more history.	0.54
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	0.61

The correlation between ARTUX and TFLIX has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

Return for Risk

ARTUX vs. TFLIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ARTUX

ARTUX Risk / Return Rank: 85
ARTUX Sharpe Ratio Rank: 83
ARTUX Sortino Ratio Rank: 97
ARTUX Omega Ratio Rank: 97
ARTUX Calmar Ratio Rank: 79
ARTUX Martin Ratio Rank: 71

TFLIX

TFLIX Risk / Return Rank: 89
TFLIX Sharpe Ratio Rank: 70
TFLIX Sortino Ratio Rank: 94
TFLIX Omega Ratio Rank: 94
TFLIX Calmar Ratio Rank: 95
TFLIX Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ARTUX vs. TFLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Floating Rate Fund (ARTUX) and Transamerica Floating Rate Fund (TFLIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ARTUX	TFLIX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.66	+0.37
Sortino ratio: Return per unit of downside risk	4.65	3.79	+0.87
Omega ratio: Gain probability vs. loss probability	1.66	1.57	+0.09
Calmar ratio: Return relative to maximum drawdown	2.64	4.39	-1.75
Martin ratio: Return relative to average drawdown	8.93	12.81	-3.88

ARTUX vs. TFLIX - Sharpe Ratio Comparison

The current ARTUX Sharpe Ratio is 2.03, which is comparable to the TFLIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ARTUX and TFLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ARTUX vs. TFLIX - Drawdown Comparison

The maximum ARTUX drawdown since its inception was -6.08%, smaller than the maximum TFLIX drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for ARTUX and TFLIX.

Drawdown Indicators

	ARTUX	TFLIX	Difference
Max Drawdown Largest peak-to-trough decline	-6.08%	-17.79%	+11.71%
Max Drawdown (1Y) Largest decline over 1 year	-1.82%	-0.93%	-0.89%
Max Drawdown (3Y) Largest decline over 3 years	-2.76%	-2.57%	-0.19%
Max Drawdown (5Y) Largest decline over 5 years	—	-6.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-17.79%	—
Current Drawdown Current decline from peak	-0.11%	-0.12%	+0.01%
Average Drawdown Average peak-to-trough decline	-0.92%	-0.79%	-0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.54%	0.32%	+0.22%

Volatility

ARTUX vs. TFLIX - Volatility Comparison

The current volatility for Artisan Floating Rate Fund (ARTUX) is 0.19%, while Transamerica Floating Rate Fund (TFLIX) has a volatility of 0.29%. This indicates that ARTUX experiences smaller price fluctuations and is considered to be less risky than TFLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARTUX	TFLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.19%	0.29%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	1.75%	1.72%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	2.38%	2.46%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.77%	2.71%	+0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.77%	3.33%	-0.56%

ARTUX vs. TFLIX - Expense Ratio Comparison

ARTUX has a 1.20% expense ratio, which is higher than TFLIX's 0.80% expense ratio.

Dividends

ARTUX vs. TFLIX - Dividend Comparison

ARTUX's dividend yield for the trailing twelve months is around 6.53%, less than TFLIX's 6.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARTUX Artisan Floating Rate Fund	6.53%	7.31%	8.09%	6.71%	3.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TFLIX Transamerica Floating Rate Fund	6.84%	7.86%	7.84%	6.21%	3.58%	3.06%	3.78%	5.20%	4.91%	4.06%	4.42%	3.92%

Frequently Asked Questions

Can I hold both ARTUX and TFLIX in my portfolio?

ARTUX and TFLIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARTUX or TFLIX?

TFLIX has higher volatility (0.29%) compared to ARTUX (0.19%). In terms of maximum drawdown, ARTUX dropped -6.08% vs TFLIX's -17.79%.

Which has better risk-adjusted returns?

ARTUX currently has the higher Sharpe Ratio (2.03 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.