HLMGX vs. ARTHX
Compare and contrast key facts about Harding Loevner Global Equity Portfolio (HLMGX) and Artisan Global Equity Fund (ARTHX).
HLMGX is managed by Harding Loevner. It was launched on Nov 28, 1996. ARTHX is managed by Artisan. It was launched on Mar 28, 2010.
Performance
HLMGX vs. ARTHX - Performance Comparison
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HLMGX vs. ARTHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLMGX Harding Loevner Global Equity Portfolio | -4.92% | 11.95% | 13.50% | 21.84% | -30.20% | 14.38% | 29.68% | 28.77% | -10.61% | 31.94% |
ARTHX Artisan Global Equity Fund | 1.43% | 45.58% | 16.80% | 11.89% | -20.62% | 4.95% | 29.46% | 31.13% | -3.75% | 31.35% |
Returns By Period
In the year-to-date period, HLMGX achieves a -4.92% return, which is significantly lower than ARTHX's 1.43% return. Over the past 10 years, HLMGX has underperformed ARTHX with an annualized return of 9.37%, while ARTHX has yielded a comparatively higher 13.54% annualized return.
HLMGX
- 1D
- 2.81%
- 1M
- -6.86%
- YTD
- -4.92%
- 6M
- -4.05%
- 1Y
- 8.18%
- 3Y*
- 11.53%
- 5Y*
- 2.71%
- 10Y*
- 9.37%
ARTHX
- 1D
- 1.11%
- 1M
- -7.91%
- YTD
- 1.43%
- 6M
- 2.50%
- 1Y
- 36.60%
- 3Y*
- 22.55%
- 5Y*
- 9.80%
- 10Y*
- 13.54%
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HLMGX vs. ARTHX - Expense Ratio Comparison
HLMGX has a 1.05% expense ratio, which is lower than ARTHX's 1.28% expense ratio.
Return for Risk
HLMGX vs. ARTHX — Risk / Return Rank
HLMGX
ARTHX
HLMGX vs. ARTHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harding Loevner Global Equity Portfolio (HLMGX) and Artisan Global Equity Fund (ARTHX). 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.
| HLMGX | ARTHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 2.35 | -1.82 |
Sortino ratioReturn per unit of downside risk | 0.87 | 3.00 | -2.13 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.46 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.28 | -2.55 |
Martin ratioReturn relative to average drawdown | 2.90 | 14.04 | -11.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HLMGX | ARTHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 2.35 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.56 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.78 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.72 | -0.38 |
Correlation
The correlation between HLMGX and ARTHX is 0.86, 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
HLMGX vs. ARTHX - Dividend Comparison
HLMGX's dividend yield for the trailing twelve months is around 22.08%, less than ARTHX's 23.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLMGX Harding Loevner Global Equity Portfolio | 22.08% | 20.99% | 30.72% | 0.28% | 0.00% | 16.22% | 5.68% | 0.27% | 12.74% | 13.71% | 1.34% | 2.81% |
ARTHX Artisan Global Equity Fund | 23.06% | 23.39% | 11.32% | 0.89% | 0.88% | 18.02% | 11.98% | 8.76% | 18.13% | 0.66% | 0.00% | 2.17% |
Drawdowns
HLMGX vs. ARTHX - Drawdown Comparison
The maximum HLMGX drawdown since its inception was -54.27%, which is greater than ARTHX's maximum drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for HLMGX and ARTHX.
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Drawdown Indicators
| HLMGX | ARTHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.27% | -37.42% | -16.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -10.30% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -38.48% | -37.42% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.48% | -37.42% | -1.06% |
Current DrawdownCurrent decline from peak | -8.79% | -9.16% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -7.19% | -5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.44% | +0.38% |
Volatility
HLMGX vs. ARTHX - Volatility Comparison
Harding Loevner Global Equity Portfolio (HLMGX) and Artisan Global Equity Fund (ARTHX) have volatilities of 6.03% and 6.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLMGX | ARTHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.09% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 10.40% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 16.18% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 17.54% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 17.50% | +0.59% |