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TRIGX vs. ARTKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRIGX and ARTKX is 0.70, 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.


Performance

TRIGX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T.Rowe Price International Value Equity Fund (TRIGX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TRIGX:

1.18

ARTKX:

0.38

Sortino Ratio

TRIGX:

1.51

ARTKX:

0.56

Omega Ratio

TRIGX:

1.21

ARTKX:

1.08

Calmar Ratio

TRIGX:

1.24

ARTKX:

0.34

Martin Ratio

TRIGX:

4.21

ARTKX:

0.89

Ulcer Index

TRIGX:

4.20%

ARTKX:

4.95%

Daily Std Dev

TRIGX:

16.42%

ARTKX:

12.47%

Max Drawdown

TRIGX:

-64.28%

ARTKX:

-54.90%

Current Drawdown

TRIGX:

-0.58%

ARTKX:

-1.75%

Returns By Period

In the year-to-date period, TRIGX achieves a 20.78% return, which is significantly higher than ARTKX's 9.26% return. Over the past 10 years, TRIGX has outperformed ARTKX with an annualized return of 5.40%, while ARTKX has yielded a comparatively lower 4.48% annualized return.


TRIGX

YTD

20.78%

1M

6.93%

6M

20.35%

1Y

19.13%

3Y*

14.99%

5Y*

16.37%

10Y*

5.40%

ARTKX

YTD

9.26%

1M

3.86%

6M

4.35%

1Y

4.74%

3Y*

10.46%

5Y*

13.62%

10Y*

4.48%

*Annualized

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Artisan International Value Fund

TRIGX vs. ARTKX - Expense Ratio Comparison

TRIGX has a 0.89% expense ratio, which is lower than ARTKX's 1.25% expense ratio.


Risk-Adjusted Performance

TRIGX vs. ARTKX — Risk-Adjusted Performance Rank

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

TRIGX
The Risk-Adjusted Performance Rank of TRIGX is 8686
Overall Rank
The Sharpe Ratio Rank of TRIGX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TRIGX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TRIGX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of TRIGX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TRIGX is 8484
Martin Ratio Rank

ARTKX
The Risk-Adjusted Performance Rank of ARTKX is 4545
Overall Rank
The Sharpe Ratio Rank of ARTKX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTKX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ARTKX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ARTKX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ARTKX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRIGX vs. ARTKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Artisan International Value Fund (ARTKX). 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.


The current TRIGX Sharpe Ratio is 1.18, which is higher than the ARTKX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of TRIGX and ARTKX, 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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Dividends

TRIGX vs. ARTKX - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.13%, less than ARTKX's 3.87% yield.


TTM20242023202220212020201920182017201620152014
TRIGX
T.Rowe Price International Value Equity Fund
2.13%2.58%2.66%2.98%2.36%1.34%2.82%2.49%2.05%2.65%2.07%3.34%
ARTKX
Artisan International Value Fund
3.87%4.10%2.84%2.10%9.72%0.84%3.64%5.37%3.89%3.11%6.17%6.90%

Drawdowns

TRIGX vs. ARTKX - Drawdown Comparison

The maximum TRIGX drawdown since its inception was -64.28%, which is greater than ARTKX's maximum drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for TRIGX and ARTKX. For additional features, visit the drawdowns tool.


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Volatility

TRIGX vs. ARTKX - Volatility Comparison

T.Rowe Price International Value Equity Fund (TRIGX) has a higher volatility of 2.68% compared to Artisan International Value Fund (ARTKX) at 2.30%. This indicates that TRIGX's price experiences larger fluctuations and is considered to be riskier than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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