CIVVX vs. APFDX
Compare and contrast key facts about Causeway International Value Fund (CIVVX) and Artisan Global Discovery Fund (APFDX).
CIVVX is managed by Causeway. It was launched on Oct 25, 2001. APFDX is managed by Artisan Partners Funds. It was launched on Aug 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIVVX or APFDX.
Key characteristics
| CIVVX | APFDX | |
|---|---|---|
| YTD Return | 3.30% | 17.18% |
| 1Y Return | 8.21% | 29.16% |
| 3Y Return (Ann) | 5.77% | -5.02% |
| 5Y Return (Ann) | 7.16% | 8.63% |
| Sharpe Ratio | 0.82 | 2.11 |
| Sortino Ratio | 1.18 | 2.92 |
| Omega Ratio | 1.15 | 1.37 |
| Calmar Ratio | 1.08 | 0.96 |
| Martin Ratio | 3.92 | 13.65 |
| Ulcer Index | 2.72% | 2.44% |
| Daily Std Dev | 13.00% | 15.80% |
| Max Drawdown | -61.07% | -45.09% |
| Current Drawdown | -9.88% | -15.04% |
Correlation
The correlation between CIVVX and APFDX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CIVVX vs. APFDX - Performance Comparison
In the year-to-date period, CIVVX achieves a 3.30% return, which is significantly lower than APFDX's 17.18% 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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CIVVX vs. APFDX - Expense Ratio Comparison
CIVVX has a 1.10% expense ratio, which is lower than APFDX's 1.38% expense ratio.
Risk-Adjusted Performance
CIVVX vs. APFDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Fund (CIVVX) and Artisan Global Discovery Fund (APFDX). 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
CIVVX vs. APFDX - Dividend Comparison
CIVVX's dividend yield for the trailing twelve months is around 1.58%, while APFDX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVVX Causeway International Value Fund | 1.58% | 1.63% | 1.54% | 1.60% | 1.11% | 2.95% | 2.51% | 1.73% | 1.69% | 1.70% | 2.31% | 0.82% |
APFDX Artisan Global Discovery Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CIVVX vs. APFDX - Drawdown Comparison
The maximum CIVVX drawdown since its inception was -61.07%, which is greater than APFDX's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for CIVVX and APFDX. For additional features, visit the drawdowns tool.
Volatility
CIVVX vs. APFDX - Volatility Comparison
The current volatility for Causeway International Value Fund (CIVVX) is 3.79%, while Artisan Global Discovery Fund (APFDX) has a volatility of 4.02%. This indicates that CIVVX experiences smaller price fluctuations and is considered to be less risky than APFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.