BIIEX vs. ARTKX
BIIEX (Brandes International Equity Fund) and ARTKX (Artisan International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BIIEX returned 10.80%/yr vs 11.34%/yr for ARTKX. Their correlation of 0.87 suggests significant overlap in exposure. BIIEX charges 0.85%/yr vs 1.25%/yr for ARTKX.
Performance
BIIEX vs. ARTKX - Performance Comparison
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Returns By Period
In the year-to-date period, BIIEX achieves a 6.02% return, which is significantly lower than ARTKX's 10.70% return. Over the past 10 years, BIIEX has underperformed ARTKX with an annualized return of 10.80%, while ARTKX has yielded a comparatively higher 11.34% annualized return.
BIIEX
- 1D
- -0.55%
- 1M
- -0.75%
- YTD
- 6.02%
- 6M
- 5.99%
- 1Y
- 23.55%
- 3Y*
- 21.58%
- 5Y*
- 12.93%
- 10Y*
- 10.80%
ARTKX
- 1D
- -0.45%
- 1M
- 2.40%
- YTD
- 10.70%
- 6M
- 11.03%
- 1Y
- 23.69%
- 3Y*
- 16.28%
- 5Y*
- 10.79%
- 10Y*
- 11.34%
BIIEX vs. ARTKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIIEX Brandes International Equity Fund | 6.02% | 38.82% | 7.17% | 30.40% | -8.46% | 12.86% | -1.83% | 14.48% | -9.52% | 15.14% |
ARTKX Artisan International Value Fund | 10.70% | 22.54% | 6.38% | 22.65% | -6.98% | 16.66% | 8.52% | 23.98% | -15.70% | 23.84% |
Correlation
The correlation between BIIEX and ARTKX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2002 | 0.87 |
The correlation between BIIEX and ARTKX has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
BIIEX vs. ARTKX — Risk / Return Rank
BIIEX
ARTKX
BIIEX vs. ARTKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes International Equity Fund (BIIEX) and Artisan International Value Fund (ARTKX). 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.
| BIIEX | ARTKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.43 | -0.28 |
| Martin ratioReturn relative to average drawdown | 7.50 | 8.20 | -0.70 |
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Drawdowns
BIIEX vs. ARTKX - Drawdown Comparison
The maximum BIIEX drawdown since its inception was -58.76%, which is greater than ARTKX's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for BIIEX and ARTKX.
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Drawdown Indicators
| BIIEX | ARTKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.76% | -51.90% | -6.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -9.96% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -10.88% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -29.73% | -24.95% | -4.78% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -38.11% | -4.56% |
Current DrawdownCurrent decline from peak | -4.60% | -0.67% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -11.58% | -6.71% | -4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.94% | +0.25% |
Volatility
BIIEX vs. ARTKX - Volatility Comparison
The current volatility for Brandes International Equity Fund (BIIEX) is 3.71%, while Artisan International Value Fund (ARTKX) has a volatility of 3.94%. This indicates that BIIEX experiences smaller price fluctuations and is considered to be less risky than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIIEX | ARTKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 3.94% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 10.06% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 13.95% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 14.00% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 16.14% | +0.80% |
BIIEX vs. ARTKX - Expense Ratio Comparison
BIIEX has a 0.85% expense ratio, which is lower than ARTKX's 1.25% expense ratio.
Dividends
BIIEX vs. ARTKX - Dividend Comparison
BIIEX's dividend yield for the trailing twelve months is around 5.82%, less than ARTKX's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTKX Artisan International Value Fund | 6.25% | 6.90% | 4.10% | 2.84% | 2.11% | 9.72% | 0.84% | 3.64% | 5.37% | 3.89% | 3.11% | 6.17% |
BIIEX Brandes International Equity Fund | 5.82% | 6.17% | 2.95% | 2.51% | 3.57% | 3.81% | 1.86% | 3.76% | 2.83% | 1.80% | 3.58% | 2.53% |
Frequently Asked Questions
BIIEX and ARTKX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTKX has higher volatility (3.94%) compared to BIIEX (3.71%). In terms of maximum drawdown, BIIEX dropped -58.76% vs ARTKX's -51.90%.
BIIEX currently has the higher Sharpe Ratio (1.80 vs 1.74), 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.
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