FSOSX vs. ARTKX
Compare and contrast key facts about Fidelity Series Overseas Fund (FSOSX) and Artisan International Value Fund (ARTKX).
FSOSX is managed by Fidelity. It was launched on Jun 21, 2019. ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSOSX or ARTKX.
Key characteristics
| FSOSX | ARTKX | |
|---|---|---|
| YTD Return | 8.02% | 8.36% |
| 1Y Return | 17.29% | 14.31% |
| 3Y Return (Ann) | 0.14% | 7.29% |
| 5Y Return (Ann) | 7.96% | 10.34% |
| Sharpe Ratio | 1.29 | 1.57 |
| Sortino Ratio | 1.85 | 2.18 |
| Omega Ratio | 1.22 | 1.28 |
| Calmar Ratio | 1.16 | 2.37 |
| Martin Ratio | 6.29 | 8.28 |
| Ulcer Index | 2.78% | 1.76% |
| Daily Std Dev | 13.59% | 9.25% |
| Max Drawdown | -35.36% | -51.94% |
| Current Drawdown | -7.77% | -6.13% |
Correlation
The correlation between FSOSX and ARTKX is 0.85, 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.
Performance
FSOSX vs. ARTKX - Performance Comparison
The year-to-date returns for both investments are quite close, with FSOSX having a 8.02% return and ARTKX slightly higher at 8.36%. 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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FSOSX vs. ARTKX - Expense Ratio Comparison
FSOSX has a 0.01% expense ratio, which is lower than ARTKX's 1.25% expense ratio.
Risk-Adjusted Performance
FSOSX vs. ARTKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Overseas Fund (FSOSX) 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.
Dividends
FSOSX vs. ARTKX - Dividend Comparison
FSOSX's dividend yield for the trailing twelve months is around 1.51%, less than ARTKX's 1.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSOSX Fidelity Series Overseas Fund | 1.51% | 1.63% | 1.80% | 1.19% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARTKX Artisan International Value Fund | 1.79% | 1.03% | 0.45% | 2.54% | 0.22% | 1.39% | 1.18% | 1.05% | 0.80% | 0.87% | 1.60% | 1.71% |
Drawdowns
FSOSX vs. ARTKX - Drawdown Comparison
The maximum FSOSX drawdown since its inception was -35.36%, smaller than the maximum ARTKX drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for FSOSX and ARTKX. For additional features, visit the drawdowns tool.
Volatility
FSOSX vs. ARTKX - Volatility Comparison
Fidelity Series Overseas Fund (FSOSX) has a higher volatility of 3.69% compared to Artisan International Value Fund (ARTKX) at 2.80%. This indicates that FSOSX'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.