CAPIX vs. ARTUX
CAPIX (Calamos Aksia Alternative Credit and Income Fund Class I) and ARTUX (Artisan Floating Rate Fund) are both Bank Loan funds. Over the past year, CAPIX returned 6.86% vs 4.23% for ARTUX. Their 0.13 correlation means their historical movements had little consistent relationship. CAPIX charges 1.25%/yr vs 1.20%/yr for ARTUX.
Performance
CAPIX vs. ARTUX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CAPIX achieves a 3.16% return, which is significantly higher than ARTUX's 1.69% return.
CAPIX
- 1D
- 0.00%
- 1M
- 0.57%
- 6M
- 2.49%
- YTD
- 3.16%
- 1Y
- 6.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.54%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CAPIX vs. ARTUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CAPIX Calamos Aksia Alternative Credit and Income Fund Class I | 3.16% | 7.43% | 8.60% | 3.02% |
ARTUX Artisan Floating Rate Fund | 1.69% | 6.34% | 7.54% | 3.85% |
Correlation
The correlation between CAPIX and ARTUX is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2023 | 0.13 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CAPIX vs. ARTUX — Risk / Return Rank
CAPIX
ARTUX
CAPIX vs. ARTUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Aksia Alternative Credit and Income Fund Class I (CAPIX) and Artisan Floating Rate Fund (ARTUX). 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.
| CAPIX | ARTUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 2.84 | 1.66 | +1.18 |
| Calmar ratioReturn relative to maximum drawdown | 7.62 | 2.64 | +4.98 |
| Martin ratioReturn relative to average drawdown | 28.41 | 8.93 | +19.48 |
Loading charts...
Drawdowns
CAPIX vs. ARTUX - Drawdown Comparison
The maximum CAPIX drawdown since its inception was -1.96%, smaller than the maximum ARTUX drawdown of -6.08%. Use the drawdown chart below to compare losses from any high point for CAPIX and ARTUX.
Loading charts...
Drawdown Indicators
| CAPIX | ARTUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.96% | -6.08% | +4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -0.94% | -1.82% | +0.88% |
Max Drawdown (3Y)Largest decline over 3 years | — | -2.76% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -0.26% | -0.92% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 0.54% | -0.29% |
Volatility
CAPIX vs. ARTUX - Volatility Comparison
Calamos Aksia Alternative Credit and Income Fund Class I (CAPIX) has a higher volatility of 0.21% compared to Artisan Floating Rate Fund (ARTUX) at 0.19%. This indicates that CAPIX's price experiences larger fluctuations and is considered to be riskier than ARTUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CAPIX | ARTUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.21% | 0.19% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.49% | 1.75% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.70% | 2.38% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.50% | 2.77% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.50% | 2.77% | -0.27% |
CAPIX vs. ARTUX - Expense Ratio Comparison
CAPIX has a 1.25% expense ratio, which is higher than ARTUX's 1.20% expense ratio.
Dividends
CAPIX vs. ARTUX - Dividend Comparison
CAPIX's dividend yield for the trailing twelve months is around 8.61%, more than ARTUX's 6.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ARTUX Artisan Floating Rate Fund | 6.53% | 7.31% | 8.09% | 6.71% | 3.25% |
CAPIX Calamos Aksia Alternative Credit and Income Fund Class I | 8.61% | 7.18% | 4.42% | 1.81% | 0.00% |
Frequently Asked Questions
CAPIX and ARTUX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAPIX has higher volatility (0.21%) compared to ARTUX (0.19%). In terms of maximum drawdown, CAPIX dropped -1.96% vs ARTUX's -6.08%.
CAPIX currently has the higher Sharpe Ratio (4.22 vs 2.03), 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.
Find the right allocation for CAPIX and ARTUX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer