BIIEX vs. ARTKX
Compare and contrast key facts about Brandes International Equity Fund (BIIEX) and Artisan International Value Fund (ARTKX).
BIIEX is managed by Brandes. It was launched on Jan 1, 1997. ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIIEX or ARTKX.
Key characteristics
| BIIEX | ARTKX | |
|---|---|---|
| YTD Return | 12.68% | 10.60% |
| 1Y Return | 28.79% | 23.70% |
| 3Y Return (Ann) | 10.26% | 8.56% |
| 5Y Return (Ann) | 9.49% | 11.08% |
| 10Y Return (Ann) | 6.25% | 7.93% |
| Sharpe Ratio | 2.58 | 2.60 |
| Sortino Ratio | 3.59 | 3.63 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 4.33 | 3.75 |
| Martin Ratio | 14.73 | 16.71 |
| Ulcer Index | 2.00% | 1.44% |
| Daily Std Dev | 11.40% | 9.25% |
| Max Drawdown | -67.10% | -51.94% |
| Current Drawdown | -4.40% | -4.19% |
Correlation
The correlation between BIIEX and ARTKX is 0.87, 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
BIIEX vs. ARTKX - Performance Comparison
In the year-to-date period, BIIEX achieves a 12.68% return, which is significantly higher than ARTKX's 10.60% return. Over the past 10 years, BIIEX has underperformed ARTKX with an annualized return of 6.25%, while ARTKX has yielded a comparatively higher 7.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIIEX vs. ARTKX - Expense Ratio Comparison
BIIEX has a 0.85% expense ratio, which is lower than ARTKX's 1.25% expense ratio.
Risk-Adjusted Performance
BIIEX vs. ARTKX - Risk-Adjusted Performance 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.
Dividends
BIIEX vs. ARTKX - Dividend Comparison
BIIEX's dividend yield for the trailing twelve months is around 2.16%, more than ARTKX's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIIEX Brandes International Equity Fund | 2.16% | 2.51% | 3.57% | 3.81% | 1.86% | 3.76% | 2.83% | 1.80% | 3.58% | 2.52% | 2.29% | 2.17% |
ARTKX Artisan International Value Fund | 1.76% | 1.03% | 0.45% | 2.54% | 0.22% | 1.39% | 1.18% | 1.05% | 0.80% | 0.87% | 1.60% | 1.71% |
Drawdowns
BIIEX vs. ARTKX - Drawdown Comparison
The maximum BIIEX drawdown since its inception was -67.10%, which is greater than ARTKX's maximum drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for BIIEX and ARTKX. For additional features, visit the drawdowns tool.
Volatility
BIIEX vs. ARTKX - Volatility Comparison
Brandes International Equity Fund (BIIEX) has a higher volatility of 2.63% compared to Artisan International Value Fund (ARTKX) at 2.09%. This indicates that BIIEX's price experiences larger fluctuations and is considered to be riskier than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.