DOMIX vs. ARTIX

Last updated Aug 1, 2026

DOMIX (Domini Impact International Equity Fund) and ARTIX (Artisan International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, DOMIX returned 8.24%/yr vs 10.02%/yr for ARTIX. Their correlation of 0.86 means they have usually moved in the same direction. DOMIX charges 1.37%/yr vs 1.19%/yr for ARTIX.

Performance

DOMIX vs. ARTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domini Impact International Equity Fund (DOMIX) and Artisan International Fund (ARTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DOMIX achieves a 12.38% return, which is significantly lower than ARTIX's 15.07% return. Over the past 10 years, DOMIX has underperformed ARTIX with an annualized return of 8.24%, while ARTIX has yielded a comparatively higher 10.02% annualized return.

DOMIX

• 1D: 2.53%
• 1M: 1.73%
• 6M: 7.90%
• YTD: 12.38%
• 1Y: 25.17%
• 3Y*: 18.92%
• 5Y*: 8.98%
• 10Y*: 8.24%
• ALL TIME*: 4.11%

ARTIX

• 1D: 1.72%
• 1M: -0.46%
• 6M: 5.40%
• YTD: 15.07%
• 1Y: 23.75%
• 3Y*: 21.44%
• 5Y*: 10.03%
• 10Y*: 10.02%
• ALL TIME*: 8.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ARTIX Artisan International Fund	$0.00	$0.00	$0.00
DOMIX Domini Impact International Equity Fund	$0.00	$0.00	$0.00

DOMIX vs. ARTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOMIX Domini Impact International Equity Fund	12.38%	30.81%	8.24%	21.39%	-20.84%	10.69%	5.73%	16.94%	-16.35%	24.61%
ARTIX Artisan International Fund	15.07%	36.21%	10.59%	14.27%	-19.54%	8.87%	7.58%	29.16%	-11.03%	31.03%

Correlation

The correlation between DOMIX and ARTIX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.71
Correlation (3Y) Balances recent behavior with more history.	0.79
Correlation (5Y) Shows whether the relationship held over a longer period.	0.84
Correlation (10Y) Provides a long-term view across more market conditions.	0.84
Correlation (All Time) Calculated using the full available price history since Dec 28, 2006	0.86

The correlation between DOMIX and ARTIX shifts across timeframes, from 0.71 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DOMIX vs. ARTIX — Risk / Return Rank

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

DOMIX

DOMIX Risk / Return Rank: 60
DOMIX Sharpe Ratio Rank: 59
DOMIX Sortino Ratio Rank: 61
DOMIX Omega Ratio Rank: 59
DOMIX Calmar Ratio Rank: 59
DOMIX Martin Ratio Rank: 61

ARTIX

ARTIX Risk / Return Rank: 60
ARTIX Sharpe Ratio Rank: 60
ARTIX Sortino Ratio Rank: 62
ARTIX Omega Ratio Rank: 60
ARTIX Calmar Ratio Rank: 71
ARTIX Martin Ratio Rank: 49

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.

DOMIX vs. ARTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) and Artisan International Fund (ARTIX). 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.

	DOMIX	ARTIX	Difference
Sharpe ratio: Return per unit of total volatility	1.51	1.44	+0.07
Sortino ratio: Return per unit of downside risk	2.22	2.13	+0.10
Omega ratio: Gain probability vs. loss probability	1.28	1.26	+0.02
Calmar ratio: Return relative to maximum drawdown	2.09	2.26	-0.17
Martin ratio: Return relative to average drawdown	8.11	6.62	+1.49

DOMIX vs. ARTIX - Sharpe Ratio Comparison

The current DOMIX Sharpe Ratio is 1.51, which is comparable to the ARTIX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of DOMIX and ARTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DOMIX vs. ARTIX - Drawdown Comparison

The maximum DOMIX drawdown since its inception was -66.21%, which is greater than ARTIX's maximum drawdown of -61.18%. Use the drawdown chart below to compare losses from any high point for DOMIX and ARTIX.

Drawdown Indicators

	DOMIX	ARTIX	Difference
Max Drawdown Largest peak-to-trough decline	-66.21%	-61.18%	-5.03%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-9.78%	-1.93%
Max Drawdown (3Y) Largest decline over 3 years	-14.51%	-13.39%	-1.12%
Max Drawdown (5Y) Largest decline over 5 years	-33.83%	-33.88%	+0.05%
Max Drawdown (10Y) Largest decline over 10 years	-40.31%	-33.88%	-6.43%
Current Drawdown Current decline from peak	0.00%	-3.94%	+3.94%
Average Drawdown Average peak-to-trough decline	-16.61%	-16.03%	-0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	3.33%	-0.32%

Volatility

DOMIX vs. ARTIX - Volatility Comparison

Domini Impact International Equity Fund (DOMIX) has a higher volatility of 4.65% compared to Artisan International Fund (ARTIX) at 3.81%. This indicates that DOMIX's price experiences larger fluctuations and is considered to be riskier than ARTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOMIX	ARTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	3.81%	+0.84%
Volatility (6M) Calculated over the trailing 6-month period	13.91%	12.83%	+1.08%
Volatility (1Y) Calculated over the trailing 1-year period	16.21%	15.32%	+0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.27%	15.98%	+0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	16.13%	+0.25%

DOMIX vs. ARTIX - Expense Ratio Comparison

DOMIX has a 1.37% expense ratio, which is higher than ARTIX's 1.19% expense ratio.

Dividends

DOMIX vs. ARTIX - Dividend Comparison

DOMIX's dividend yield for the trailing twelve months is around 1.80%, less than ARTIX's 19.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARTIX Artisan International Fund	19.57%	22.52%	10.24%	1.79%	2.54%	23.35%	3.23%	5.24%	9.73%	0.67%	1.17%	0.45%
DOMIX Domini Impact International Equity Fund	1.80%	1.94%	3.00%	2.00%	1.92%	1.17%	0.50%	2.77%	5.14%	2.52%	1.88%	3.19%

Frequently Asked Questions

Can I hold both DOMIX and ARTIX in my portfolio?

DOMIX and ARTIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOMIX or ARTIX?

DOMIX has higher volatility (4.65%) compared to ARTIX (3.81%). In terms of maximum drawdown, DOMIX dropped -66.21% vs ARTIX's -61.18%.

Which has better risk-adjusted returns?

DOMIX currently has the higher Sharpe Ratio (1.51 vs 1.44), 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.