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ASCIX vs. APFPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASCIX vs. APFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Strategic Credit Fund (ASCIX) and Artisan Global Unconstrained Fund (APFPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASCIX achieves a 2.99% return, which is significantly lower than APFPX's 5.21% return.


ASCIX

1D
-0.05%
1M
-0.29%
6M
2.20%
YTD
2.99%
1Y
5.39%
3Y*
8.87%
5Y*
7.30%
10Y*
ALL TIME*
6.48%

APFPX

1D
-0.02%
1M
0.88%
6M
3.18%
YTD
5.21%
1Y
11.35%
3Y*
9.28%
5Y*
10Y*
ALL TIME*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ASCIX vs. APFPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
ASCIX
Angel Oak Strategic Credit Fund
2.99%8.04%11.06%11.95%-2.23%
APFPX
Artisan Global Unconstrained Fund
5.21%10.21%11.33%6.67%6.73%

Correlation

The correlation between ASCIX and APFPX is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.05

Correlation (3Y)
Balances recent behavior with more history.

-0.18

Correlation (All Time)
Calculated using the full available price history since May 17, 2022

-0.20

The correlation between ASCIX and APFPX shifts across timeframes, from -0.20 (all time) to -0.05 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ASCIX vs. APFPX — Risk / Return Rank

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

ASCIX
ASCIX Risk / Return Rank: 9191
Overall Rank
ASCIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ASCIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASCIX Omega Ratio Rank: 9595
Omega Ratio Rank
ASCIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
ASCIX Martin Ratio Rank: 9090
Martin Ratio Rank

APFPX
APFPX Risk / Return Rank: 9999
Overall Rank
APFPX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
APFPX Sortino Ratio Rank: 9999
Sortino Ratio Rank
APFPX Omega Ratio Rank: 9898
Omega Ratio Rank
APFPX Calmar Ratio Rank: 9999
Calmar Ratio Rank
APFPX Martin Ratio Rank: 9999
Martin Ratio Rank
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.

ASCIX vs. APFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Strategic Credit Fund (ASCIX) and Artisan Global Unconstrained Fund (APFPX). 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.


ASCIXAPFPXDifference
Sharpe ratioReturn per unit of total volatility

-2.70

Sortino ratioReturn per unit of downside risk

-2.97

Omega ratioGain probability vs. loss probability

1.58

2.18

-0.60

Calmar ratioReturn relative to maximum drawdown

4.41

13.11

-8.70

Martin ratioReturn relative to average drawdown

12.31

53.64

-41.33

ASCIX vs. APFPX - Sharpe Ratio Comparison

The current ASCIX Sharpe Ratio is 2.00, which is lower than the APFPX Sharpe Ratio of 4.69. The chart below compares the historical Sharpe Ratios of ASCIX and APFPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASCIX vs. APFPX - Drawdown Comparison

The maximum ASCIX drawdown since its inception was -25.70%, which is greater than APFPX's maximum drawdown of -2.10%. Use the drawdown chart below to compare losses from any high point for ASCIX and APFPX.


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Drawdown Indicators


ASCIXAPFPXDifference

Max Drawdown

Largest peak-to-trough decline

-25.70%

-2.10%

-23.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-0.90%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

-2.02%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

Current Drawdown

Current decline from peak

-0.34%

-0.29%

-0.05%

Average Drawdown

Average peak-to-trough decline

-1.84%

-0.24%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.22%

+0.31%

Volatility

ASCIX vs. APFPX - Volatility Comparison

The current volatility for Angel Oak Strategic Credit Fund (ASCIX) is 0.35%, while Artisan Global Unconstrained Fund (APFPX) has a volatility of 0.51%. This indicates that ASCIX experiences smaller price fluctuations and is considered to be less risky than APFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASCIXAPFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

0.51%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

2.10%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

2.51%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.51%

2.73%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

2.73%

+2.64%

ASCIX vs. APFPX - Expense Ratio Comparison

ASCIX has a 0.85% expense ratio, which is lower than APFPX's 1.54% expense ratio.


Dividends

ASCIX vs. APFPX - Dividend Comparison

ASCIX's dividend yield for the trailing twelve months is around 7.76%, more than APFPX's 4.63% yield.


PositionTTM20252024202320222021202020192018
APFPX
Artisan Global Unconstrained Fund
4.63%4.01%6.18%6.89%8.60%0.00%0.00%0.00%0.00%
ASCIX
Angel Oak Strategic Credit Fund
7.76%8.55%8.76%8.40%8.04%13.64%8.74%6.97%6.14%

Frequently Asked Questions


ASCIX and APFPX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APFPX has higher volatility (0.51%) compared to ASCIX (0.35%). In terms of maximum drawdown, ASCIX dropped -25.70% vs APFPX's -2.10%.

APFPX currently has the higher Sharpe Ratio (4.69 vs 2.00), 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.

Portfolio Optimizer

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