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FGI vs. APHFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGI vs. APHFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FGI Industries Ltd (FGI) and Artisan High Income Fund Class I (APHFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FGI achieves a -24.91% return, which is significantly lower than APHFX's 0.92% return.


FGI

1D
1.90%
1M
-2.73%
6M
-33.44%
YTD
-24.91%
1Y
8.35%
3Y*
-22.51%
5Y*
10Y*
ALL TIME*
-32.37%

APHFX

1D
0.11%
1M
-0.55%
6M
0.32%
YTD
0.92%
1Y
3.79%
3Y*
7.86%
5Y*
3.63%
10Y*
ALL TIME*
5.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$163.08K$126.23K$211.13K

FGI vs. APHFX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FGI
FGI Industries Ltd
-24.91%47.10%-52.74%-23.72%-57.00%
APHFX
Artisan High Income Fund Class I
0.92%8.43%8.60%13.77%-10.21%

Correlation

The correlation between FGI and APHFX is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2022

0.10

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Return for Risk

FGI vs. APHFX — Risk / Return Rank

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

FGI
FGI Risk / Return Rank: 5454
Overall Rank
FGI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FGI Sortino Ratio Rank: 7373
Sortino Ratio Rank
FGI Omega Ratio Rank: 7171
Omega Ratio Rank
FGI Calmar Ratio Rank: 4242
Calmar Ratio Rank
FGI Martin Ratio Rank: 4343
Martin Ratio Rank

APHFX
APHFX Risk / Return Rank: 6161
Overall Rank
APHFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
APHFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
APHFX Omega Ratio Rank: 7878
Omega Ratio Rank
APHFX Calmar Ratio Rank: 3838
Calmar Ratio Rank
APHFX Martin Ratio Rank: 5252
Martin Ratio Rank
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.

FGI vs. APHFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FGI Industries Ltd (FGI) and Artisan High Income Fund Class I (APHFX). 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.


FGIAPHFXDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.07

1.59

-1.67

Martin ratioReturn relative to average drawdown

-0.11

7.07

-7.18

FGI vs. APHFX - Sharpe Ratio Comparison

The current FGI Sharpe Ratio is -0.02, which is lower than the APHFX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FGI and APHFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FGI vs. APHFX - Drawdown Comparison

The maximum FGI drawdown since its inception was -90.39%, which is greater than APHFX's maximum drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for FGI and APHFX.


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Drawdown Indicators


FGIAPHFXDifference

Max Drawdown

Largest peak-to-trough decline

-90.39%

-21.51%

-68.88%

Max Drawdown (1Y)

Largest decline over 1 year

-65.64%

-2.74%

-62.90%

Max Drawdown (3Y)

Largest decline over 3 years

-74.72%

-3.29%

-71.43%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

Current Drawdown

Current decline from peak

-82.88%

-0.55%

-82.33%

Average Drawdown

Average peak-to-trough decline

-69.71%

-2.46%

-67.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.26%

0.61%

+42.65%

Volatility

FGI vs. APHFX - Volatility Comparison

FGI Industries Ltd (FGI) has a higher volatility of 29.18% compared to Artisan High Income Fund Class I (APHFX) at 0.47%. This indicates that FGI's price experiences larger fluctuations and is considered to be riskier than APHFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIAPHFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.18%

0.47%

+28.71%

Volatility (6M)

Calculated over the trailing 6-month period

111.41%

2.42%

+108.99%

Volatility (1Y)

Calculated over the trailing 1-year period

202.01%

3.00%

+199.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.22%

4.91%

+116.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

121.22%

5.28%

+115.94%

Dividends

FGI vs. APHFX - Dividend Comparison

FGI has not paid dividends to shareholders, while APHFX's dividend yield for the trailing twelve months is around 6.46%.


PositionTTM202520242023202220212020201920182017
APHFX
Artisan High Income Fund Class I
6.46%6.96%7.39%5.56%5.83%5.50%6.01%6.44%7.25%7.96%
FGI
FGI Industries Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FGI and APHFX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FGI has higher volatility (29.18%) compared to APHFX (0.47%). In terms of maximum drawdown, FGI dropped -90.39% vs APHFX's -21.51%.

APHFX currently has the higher Sharpe Ratio (1.46 vs -0.02), 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.

Portfolio Optimizer

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