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HYXF vs. ARTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYXF vs. ARTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and Artisan High Income Fund (ARTFX). The values are adjusted to include any dividend payments, if applicable.

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HYXF vs. ARTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
-1.02%8.88%8.35%11.87%-11.90%2.60%6.07%14.87%-0.24%6.89%
ARTFX
Artisan High Income Fund
-1.54%8.02%7.76%13.61%-10.66%3.79%9.45%14.04%-1.66%8.84%

Returns By Period

In the year-to-date period, HYXF achieves a -1.02% return, which is significantly higher than ARTFX's -1.54% return.


HYXF

1D
0.82%
1M
-1.26%
YTD
-1.02%
6M
0.48%
1Y
6.36%
3Y*
8.02%
5Y*
3.44%
10Y*

ARTFX

1D
0.34%
1M
-1.54%
YTD
-1.54%
6M
-0.61%
1Y
5.12%
3Y*
7.45%
5Y*
3.35%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYXF vs. ARTFX - Expense Ratio Comparison

HYXF has a 0.35% expense ratio, which is lower than ARTFX's 0.96% expense ratio.


Return for Risk

HYXF vs. ARTFX — Risk / Return Rank

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

HYXF
HYXF Risk / Return Rank: 4545
Overall Rank
HYXF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 3737
Sortino Ratio Rank
HYXF Omega Ratio Rank: 6060
Omega Ratio Rank
HYXF Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYXF Martin Ratio Rank: 3636
Martin Ratio Rank

ARTFX
ARTFX Risk / Return Rank: 8383
Overall Rank
ARTFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ARTFX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ARTFX Omega Ratio Rank: 8888
Omega Ratio Rank
ARTFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
ARTFX Martin Ratio Rank: 7777
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.

HYXF vs. ARTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) and Artisan High Income Fund (ARTFX). 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.


HYXFARTFXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.61

-0.90

Sortino ratio

Return per unit of downside risk

1.07

2.39

-1.32

Omega ratio

Gain probability vs. loss probability

1.22

1.39

-0.16

Calmar ratio

Return relative to maximum drawdown

1.30

1.97

-0.67

Martin ratio

Return relative to average drawdown

3.36

7.75

-4.39

HYXF vs. ARTFX - Sharpe Ratio Comparison

The current HYXF Sharpe Ratio is 0.71, which is lower than the ARTFX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of HYXF and ARTFX, 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


HYXFARTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.61

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.70

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.03

-0.43

Correlation

The correlation between HYXF and ARTFX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HYXF vs. ARTFX - Dividend Comparison

HYXF's dividend yield for the trailing twelve months is around 6.25%, less than ARTFX's 6.36% yield.


TTM20252024202320222021202020192018201720162015
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
5.73%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%0.00%
ARTFX
Artisan High Income Fund
6.36%6.71%6.52%5.43%6.23%5.21%5.33%6.15%6.99%7.75%6.53%7.28%

Drawdowns

HYXF vs. ARTFX - Drawdown Comparison

The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum ARTFX drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for HYXF and ARTFX.


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Drawdown Indicators


HYXFARTFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-21.42%

+2.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-2.76%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.00%

-14.62%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-21.42%

Current Drawdown

Current decline from peak

-1.56%

-2.21%

+0.65%

Average Drawdown

Average peak-to-trough decline

-2.62%

-2.24%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

0.70%

+1.16%

Volatility

HYXF vs. ARTFX - Volatility Comparison

iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) has a higher volatility of 2.24% compared to Artisan High Income Fund (ARTFX) at 1.08%. This indicates that HYXF's price experiences larger fluctuations and is considered to be riskier than ARTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYXFARTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

1.08%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

1.91%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

9.00%

3.30%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.03%

4.81%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.38%

5.19%

+3.19%