MPGVX vs. ARTHX
Compare and contrast key facts about Mondrian Global Equity Value Fund (MPGVX) and Artisan Global Equity Fund (ARTHX).
MPGVX is managed by Mondrian. It was launched on Jun 29, 2020. ARTHX is managed by Artisan. It was launched on Mar 28, 2010.
Performance
MPGVX vs. ARTHX - Performance Comparison
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MPGVX vs. ARTHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MPGVX Mondrian Global Equity Value Fund | -1.85% | 28.63% | 2.87% | 22.43% | -9.49% | 10.90% | 18.10% |
ARTHX Artisan Global Equity Fund | 1.43% | 45.58% | 16.80% | 11.89% | -20.62% | 4.95% | 24.67% |
Returns By Period
In the year-to-date period, MPGVX achieves a -1.85% return, which is significantly lower than ARTHX's 1.43% return.
MPGVX
- 1D
- 2.91%
- 1M
- -6.69%
- YTD
- -1.85%
- 6M
- 2.95%
- 1Y
- 19.43%
- 3Y*
- 15.07%
- 5Y*
- 8.42%
- 10Y*
- —
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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MPGVX vs. ARTHX - Expense Ratio Comparison
MPGVX has a 0.74% expense ratio, which is lower than ARTHX's 1.28% expense ratio.
Return for Risk
MPGVX vs. ARTHX — Risk / Return Rank
MPGVX
ARTHX
MPGVX vs. ARTHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondrian Global Equity Value Fund (MPGVX) 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.
| MPGVX | ARTHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 2.35 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.91 | 3.00 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.46 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.28 | -1.42 |
Martin ratioReturn relative to average drawdown | 7.38 | 14.04 | -6.66 |
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
| MPGVX | ARTHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.35 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.56 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.72 | +0.15 |
Correlation
The correlation between MPGVX and ARTHX is 0.76, 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
MPGVX vs. ARTHX - Dividend Comparison
MPGVX's dividend yield for the trailing twelve months is around 8.54%, less than ARTHX's 23.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPGVX Mondrian Global Equity Value Fund | 8.54% | 8.38% | 1.53% | 1.80% | 2.53% | 1.54% | 1.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
MPGVX vs. ARTHX - Drawdown Comparison
The maximum MPGVX drawdown since its inception was -22.83%, smaller than the maximum ARTHX drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for MPGVX and ARTHX.
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Drawdown Indicators
| MPGVX | ARTHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.83% | -37.42% | +14.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -10.30% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -37.42% | +14.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.42% | — |
Current DrawdownCurrent decline from peak | -7.83% | -9.16% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -7.19% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.44% | +0.18% |
Volatility
MPGVX vs. ARTHX - Volatility Comparison
Mondrian Global Equity Value Fund (MPGVX) and Artisan Global Equity Fund (ARTHX) have volatilities of 5.85% 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
| MPGVX | ARTHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 6.09% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 10.40% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 16.18% | -1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 17.54% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.52% | 17.50% | -3.98% |