STEZX vs. APDKX
STEZX (AB International Strategic Equities Portfolio) and APDKX (Artisan International Value Fund Advisor Class) are both Foreign Large Cap Equities funds. Over the past 10 years, STEZX returned 10.40%/yr vs 11.07%/yr for APDKX. Their correlation of 0.83 means they have usually moved in the same direction. STEZX charges 0.71%/yr vs 1.06%/yr for APDKX.
Performance
STEZX vs. APDKX - Performance Comparison
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Returns By Period
In the year-to-date period, STEZX achieves a 16.79% return, which is significantly higher than APDKX's 15.82% return. Over the past 10 years, STEZX has underperformed APDKX with an annualized return of 10.40%, while APDKX has yielded a comparatively higher 11.07% annualized return.
STEZX
- 1D
- 3.57%
- 1M
- -1.41%
- 6M
- 8.02%
- YTD
- 16.79%
- 1Y
- 35.69%
- 3Y*
- 24.09%
- 5Y*
- 12.27%
- 10Y*
- 10.40%
- ALL TIME*
- 10.26%
APDKX
- 1D
- 0.92%
- 1M
- 2.01%
- 6M
- 12.17%
- YTD
- 15.82%
- 1Y
- 27.20%
- 3Y*
- 16.90%
- 5Y*
- 11.91%
- 10Y*
- 11.07%
- ALL TIME*
- 10.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
STEZX vs. APDKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STEZX AB International Strategic Equities Portfolio | 16.79% | 43.11% | 12.75% | 13.56% | -17.62% | 10.32% | 4.38% | 19.93% | -14.94% | 29.96% |
APDKX Artisan International Value Fund Advisor Class | 15.82% | 22.69% | 6.55% | 22.81% | -6.85% | 16.83% | 8.70% | 24.12% | -15.56% | 20.50% |
Correlation
The correlation between STEZX and APDKX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.83 |
Over the past year, the correlation between STEZX and APDKX has dropped to 0.63 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
STEZX vs. APDKX — Risk / Return Rank
STEZX
APDKX
STEZX vs. APDKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB International Strategic Equities Portfolio (STEZX) and Artisan International Value Fund Advisor Class (APDKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STEZX | APDKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.61 | +0.26 |
| Martin ratioReturn relative to average drawdown | 10.49 | 8.82 | +1.67 |
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Drawdowns
STEZX vs. APDKX - Drawdown Comparison
The maximum STEZX drawdown since its inception was -36.51%, roughly equal to the maximum APDKX drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for STEZX and APDKX.
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Drawdown Indicators
| STEZX | APDKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.51% | -38.09% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.02% | -9.95% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -14.01% | -10.88% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -24.88% | -4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.51% | -38.09% | +1.58% |
Current DrawdownCurrent decline from peak | -5.32% | 0.00% | -5.32% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -5.33% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.94% | +0.34% |
Volatility
STEZX vs. APDKX - Volatility Comparison
AB International Strategic Equities Portfolio (STEZX) has a higher volatility of 7.32% compared to Artisan International Value Fund Advisor Class (APDKX) at 3.25%. This indicates that STEZX's price experiences larger fluctuations and is considered to be riskier than APDKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STEZX | APDKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 3.25% | +4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 17.27% | 10.28% | +6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.28% | 14.11% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 13.97% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 15.88% | +0.45% |
STEZX vs. APDKX - Expense Ratio Comparison
STEZX has a 0.71% expense ratio, which is lower than APDKX's 1.06% expense ratio.
Dividends
STEZX vs. APDKX - Dividend Comparison
STEZX's dividend yield for the trailing twelve months is around 10.75%, more than APDKX's 6.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
APDKX Artisan International Value Fund Advisor Class | 6.21% | 7.05% | 4.26% | 3.02% | 2.23% | 9.92% | 0.91% | 3.83% | 5.61% | 1.25% | 3.27% |
STEZX AB International Strategic Equities Portfolio | 10.75% | 12.56% | 2.45% | 3.08% | 4.12% | 5.96% | 1.29% | 2.05% | 3.23% | 2.92% | 1.72% |
Frequently Asked Questions
STEZX and APDKX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STEZX has higher volatility (7.32%) compared to APDKX (3.25%). In terms of maximum drawdown, STEZX dropped -36.51% vs APDKX's -38.09%.
APDKX currently has the higher Sharpe Ratio (1.84 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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