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FIGSX vs. ARTKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIGSX 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.


-0.50.00.51.00.9

Performance

FIGSX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Growth Fund (FIGSX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

230.00%240.00%250.00%260.00%270.00%280.00%290.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
235.22%
264.02%
FIGSX
ARTKX

Key characteristics

Sharpe Ratio

FIGSX:

0.38

ARTKX:

0.86

Sortino Ratio

FIGSX:

0.61

ARTKX:

1.21

Omega Ratio

FIGSX:

1.07

ARTKX:

1.15

Calmar Ratio

FIGSX:

0.54

ARTKX:

0.99

Martin Ratio

FIGSX:

1.71

ARTKX:

3.09

Ulcer Index

FIGSX:

3.22%

ARTKX:

2.70%

Daily Std Dev

FIGSX:

14.45%

ARTKX:

9.67%

Max Drawdown

FIGSX:

-34.46%

ARTKX:

-51.94%

Current Drawdown

FIGSX:

-9.62%

ARTKX:

-8.40%

Returns By Period

In the year-to-date period, FIGSX achieves a 3.15% return, which is significantly lower than ARTKX's 5.74% return. Over the past 10 years, FIGSX has outperformed ARTKX with an annualized return of 7.85%, while ARTKX has yielded a comparatively lower 7.40% annualized return.


FIGSX

YTD

3.15%

1M

-3.65%

6M

-4.69%

1Y

4.74%

5Y*

6.14%

10Y*

7.85%

ARTKX

YTD

5.74%

1M

-3.16%

6M

-1.30%

1Y

7.45%

5Y*

9.04%

10Y*

7.40%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIGSX vs. ARTKX - Expense Ratio Comparison

FIGSX has a 0.01% expense ratio, which is lower than ARTKX's 1.25% expense ratio.


ARTKX
Artisan International Value Fund
Expense ratio chart for ARTKX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for FIGSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Risk-Adjusted Performance

FIGSX vs. ARTKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Growth Fund (FIGSX) 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.


Sharpe ratio
The chart of Sharpe ratio for FIGSX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.000.380.86
The chart of Sortino ratio for FIGSX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.611.21
The chart of Omega ratio for FIGSX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.15
The chart of Calmar ratio for FIGSX, currently valued at 0.54, compared to the broader market0.005.0010.0015.000.540.99
The chart of Martin ratio for FIGSX, currently valued at 1.71, compared to the broader market0.0020.0040.0060.001.713.09
FIGSX
ARTKX

The current FIGSX Sharpe Ratio is 0.38, which is lower than the ARTKX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FIGSX and ARTKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.38
0.86
FIGSX
ARTKX

Dividends

FIGSX vs. ARTKX - Dividend Comparison

FIGSX has not paid dividends to shareholders, while ARTKX's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
FIGSX
Fidelity Series International Growth Fund
0.00%1.27%1.40%1.49%1.36%2.09%2.11%1.49%1.24%4.69%4.31%1.72%
ARTKX
Artisan International Value Fund
0.86%1.03%0.45%2.54%0.22%1.39%1.18%1.05%0.80%0.87%1.60%1.71%

Drawdowns

FIGSX vs. ARTKX - Drawdown Comparison

The maximum FIGSX drawdown since its inception was -34.46%, smaller than the maximum ARTKX drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for FIGSX and ARTKX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.62%
-8.40%
FIGSX
ARTKX

Volatility

FIGSX vs. ARTKX - Volatility Comparison

Fidelity Series International Growth Fund (FIGSX) has a higher volatility of 5.65% compared to Artisan International Value Fund (ARTKX) at 3.29%. This indicates that FIGSX'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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.65%
3.29%
FIGSX
ARTKX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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