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TOWFX vs. APFWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOWFX vs. APFWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Towpath Focus Fund (TOWFX) and Artisan Value Income Fund (APFWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TOWFX achieves a 6.57% return, which is significantly higher than APFWX's 5.56% return.


TOWFX

1D
-0.73%
1M
-0.78%
YTD
6.57%
6M
6.23%
1Y
23.14%
3Y*
17.80%
5Y*
11.79%
10Y*

APFWX

1D
-0.17%
1M
-1.61%
YTD
5.56%
6M
4.53%
1Y
13.13%
3Y*
10.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOWFX vs. APFWX - Yearly Performance Comparison


2026 (YTD)2025202420232022
TOWFX
Towpath Focus Fund
6.57%23.51%13.22%12.33%1.82%
APFWX
Artisan Value Income Fund
5.56%9.35%9.69%10.87%-3.86%

Correlation

The correlation between TOWFX and APFWX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (All Time)
Calculated using the full available price history since May 16, 2022

0.82

The correlation between TOWFX and APFWX shifts across timeframes, from 0.68 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TOWFX vs. APFWX — Risk / Return Rank

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

TOWFX
TOWFX Risk / Return Rank: 8585
Overall Rank
TOWFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TOWFX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TOWFX Omega Ratio Rank: 7474
Omega Ratio Rank
TOWFX Calmar Ratio Rank: 9393
Calmar Ratio Rank
TOWFX Martin Ratio Rank: 9393
Martin Ratio Rank

APFWX
APFWX Risk / Return Rank: 2323
Overall Rank
APFWX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
APFWX Sortino Ratio Rank: 2424
Sortino Ratio Rank
APFWX Omega Ratio Rank: 2121
Omega Ratio Rank
APFWX Calmar Ratio Rank: 2323
Calmar Ratio Rank
APFWX Martin Ratio Rank: 2525
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.

TOWFX vs. APFWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Towpath Focus Fund (TOWFX) and Artisan Value Income Fund (APFWX). 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.


TOWFXAPFWXDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.44

1.22

+0.22

Calmar ratioReturn relative to maximum drawdown

4.87

1.67

+3.20

Martin ratioReturn relative to average drawdown

18.34

5.63

+12.71

TOWFX vs. APFWX - Sharpe Ratio Comparison

The current TOWFX Sharpe Ratio is 2.50, which is higher than the APFWX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of TOWFX and APFWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TOWFX vs. APFWX - Drawdown Comparison

The maximum TOWFX drawdown since its inception was -96.18%, which is greater than APFWX's maximum drawdown of -16.00%. Use the drawdown chart below to compare losses from any high point for TOWFX and APFWX.


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Drawdown Indicators


TOWFXAPFWXDifference

Max Drawdown

Largest peak-to-trough decline

-96.18%

-16.00%

-80.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.72%

-8.01%

+3.29%

Max Drawdown (3Y)

Largest decline over 3 years

-96.18%

-14.65%

-81.53%

Max Drawdown (5Y)

Largest decline over 5 years

-96.18%

Current Drawdown

Current decline from peak

-94.73%

-2.37%

-92.36%

Average Drawdown

Average peak-to-trough decline

-23.54%

-3.69%

-19.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

2.36%

-1.11%

Volatility

TOWFX vs. APFWX - Volatility Comparison

Towpath Focus Fund (TOWFX) and Artisan Value Income Fund (APFWX) have volatilities of 2.87% and 2.92%, 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


TOWFXAPFWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.92%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.92%

7.36%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

9.17%

10.44%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,041.55%

13.58%

+1,027.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

916.63%

13.58%

+903.05%

TOWFX vs. APFWX - Expense Ratio Comparison

TOWFX has a 1.11% expense ratio, which is lower than APFWX's 1.20% expense ratio.


Dividends

TOWFX vs. APFWX - Dividend Comparison

TOWFX's dividend yield for the trailing twelve months is around 1.71%, less than APFWX's 2.07% yield.


PositionTTM202520242023202220212020
APFWX
Artisan Value Income Fund
2.07%1.61%2.38%2.62%2.10%0.00%0.00%
TOWFX
Towpath Focus Fund
1.71%1.82%1.49%2.81%2.05%5.69%5.94%

Frequently Asked Questions


TOWFX and APFWX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APFWX has higher volatility (2.92%) compared to TOWFX (2.87%). In terms of maximum drawdown, TOWFX dropped -96.18% vs APFWX's -16.00%.

TOWFX currently has the higher Sharpe Ratio (2.50 vs 1.28), 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.

Portfolio Optimizer

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