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GLLSX vs. ARTYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLLSX vs. ARTYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Emerging Markets ex-China Fund (GLLSX) and Artisan Developing World Fund (ARTYX). The values are adjusted to include any dividend payments, if applicable.

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GLLSX vs. ARTYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLLSX
abrdn Emerging Markets ex-China Fund
5.47%34.81%0.73%21.35%-23.04%36.50%15.93%23.64%-11.50%23.06%
ARTYX
Artisan Developing World Fund
-20.04%7.82%28.03%29.51%-41.35%-9.97%81.24%41.67%-15.68%35.10%

Returns By Period

In the year-to-date period, GLLSX achieves a 5.47% return, which is significantly higher than ARTYX's -20.04% return. Over the past 10 years, GLLSX has outperformed ARTYX with an annualized return of 11.57%, while ARTYX has yielded a comparatively lower 8.90% annualized return.


GLLSX

1D
-1.45%
1M
-13.34%
YTD
5.47%
6M
15.81%
1Y
48.29%
3Y*
17.69%
5Y*
12.22%
10Y*
11.57%

ARTYX

1D
-0.54%
1M
-11.63%
YTD
-20.04%
6M
-27.57%
1Y
-15.47%
3Y*
5.24%
5Y*
-4.98%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLLSX vs. ARTYX - Expense Ratio Comparison

GLLSX has a 1.23% expense ratio, which is lower than ARTYX's 1.28% expense ratio.


Return for Risk

GLLSX vs. ARTYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLLSX
GLLSX Risk / Return Rank: 9595
Overall Rank
GLLSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GLLSX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GLLSX Omega Ratio Rank: 9393
Omega Ratio Rank
GLLSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
GLLSX Martin Ratio Rank: 9595
Martin Ratio Rank

ARTYX
ARTYX Risk / Return Rank: 11
Overall Rank
ARTYX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ARTYX Sortino Ratio Rank: 00
Sortino Ratio Rank
ARTYX Omega Ratio Rank: 11
Omega Ratio Rank
ARTYX Calmar Ratio Rank: 11
Calmar Ratio Rank
ARTYX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLLSX vs. ARTYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets ex-China Fund (GLLSX) and Artisan Developing World Fund (ARTYX). 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.


GLLSXARTYXDifference

Sharpe ratio

Return per unit of total volatility

2.46

-0.81

+3.27

Sortino ratio

Return per unit of downside risk

3.02

-1.08

+4.11

Omega ratio

Gain probability vs. loss probability

1.46

0.86

+0.60

Calmar ratio

Return relative to maximum drawdown

3.15

-0.61

+3.76

Martin ratio

Return relative to average drawdown

13.47

-1.78

+15.24

GLLSX vs. ARTYX - Sharpe Ratio Comparison

The current GLLSX Sharpe Ratio is 2.46, which is higher than the ARTYX Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of GLLSX and ARTYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLLSXARTYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

-0.81

+3.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.18

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.37

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.39

+0.16

Correlation

The correlation between GLLSX and ARTYX is 0.75, 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.


Dividends

GLLSX vs. ARTYX - Dividend Comparison

GLLSX's dividend yield for the trailing twelve months is around 1.78%, while ARTYX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GLLSX
abrdn Emerging Markets ex-China Fund
1.78%1.88%0.74%0.77%29.32%22.85%0.00%3.38%9.47%8.40%1.09%0.94%
ARTYX
Artisan Developing World Fund
0.00%0.00%0.00%0.00%0.12%9.44%4.20%0.00%0.01%3.37%0.51%0.00%

Drawdowns

GLLSX vs. ARTYX - Drawdown Comparison

The maximum GLLSX drawdown since its inception was -32.59%, smaller than the maximum ARTYX drawdown of -59.61%. Use the drawdown chart below to compare losses from any high point for GLLSX and ARTYX.


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Drawdown Indicators


GLLSXARTYXDifference

Max Drawdown

Largest peak-to-trough decline

-32.59%

-59.61%

+27.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.39%

-29.14%

+14.75%

Max Drawdown (5Y)

Largest decline over 5 years

-30.02%

-56.15%

+26.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

-59.61%

+27.02%

Current Drawdown

Current decline from peak

-14.39%

-35.73%

+21.34%

Average Drawdown

Average peak-to-trough decline

-7.99%

-18.37%

+10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

10.02%

-6.66%

Volatility

GLLSX vs. ARTYX - Volatility Comparison

abrdn Emerging Markets ex-China Fund (GLLSX) has a higher volatility of 10.78% compared to Artisan Developing World Fund (ARTYX) at 6.38%. This indicates that GLLSX's price experiences larger fluctuations and is considered to be riskier than ARTYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLLSXARTYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.78%

6.38%

+4.40%

Volatility (6M)

Calculated over the trailing 6-month period

15.60%

12.53%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

20.27%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

27.30%

-10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

24.15%

-6.81%