PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRIGX vs. ARTKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRIGX and ARTKX is 0.89, 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.


-0.50.00.51.00.9

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.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
4.68%
-0.11%
TRIGX
ARTKX

Key characteristics

Sharpe Ratio

TRIGX:

1.65

ARTKX:

1.16

Sortino Ratio

TRIGX:

2.24

ARTKX:

1.59

Omega Ratio

TRIGX:

1.29

ARTKX:

1.21

Calmar Ratio

TRIGX:

2.21

ARTKX:

1.03

Martin Ratio

TRIGX:

5.53

ARTKX:

2.67

Ulcer Index

TRIGX:

3.70%

ARTKX:

4.23%

Daily Std Dev

TRIGX:

12.44%

ARTKX:

9.73%

Max Drawdown

TRIGX:

-64.28%

ARTKX:

-54.90%

Current Drawdown

TRIGX:

0.00%

ARTKX:

-4.36%

Returns By Period

In the year-to-date period, TRIGX achieves a 8.71% return, which is significantly higher than ARTKX's 6.35% return. Over the past 10 years, TRIGX has outperformed ARTKX with an annualized return of 5.05%, while ARTKX has yielded a comparatively lower 4.60% annualized return.


TRIGX

YTD

8.71%

1M

8.26%

6M

4.68%

1Y

18.28%

5Y*

8.32%

10Y*

5.05%

ARTKX

YTD

6.35%

1M

6.29%

6M

-0.11%

1Y

9.24%

5Y*

7.26%

10Y*

4.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRIGX vs. ARTKX - Expense Ratio Comparison

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


ARTKX
Artisan International Value Fund
Expense ratio chart for ARTKX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for TRIGX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

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 7474
Overall Rank
The Sharpe Ratio Rank of TRIGX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of TRIGX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of TRIGX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TRIGX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TRIGX is 6363
Martin Ratio Rank

ARTKX
The Risk-Adjusted Performance Rank of ARTKX is 5858
Overall Rank
The Sharpe Ratio Rank of ARTKX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTKX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ARTKX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ARTKX is 6666
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.


Sharpe ratio
The chart of Sharpe ratio for TRIGX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.651.16
The chart of Sortino ratio for TRIGX, currently valued at 2.24, compared to the broader market0.002.004.006.008.0010.0012.002.241.59
The chart of Omega ratio for TRIGX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.21
The chart of Calmar ratio for TRIGX, currently valued at 2.21, compared to the broader market0.005.0010.0015.0020.002.211.03
The chart of Martin ratio for TRIGX, currently valued at 5.53, compared to the broader market0.0020.0040.0060.0080.005.532.67
TRIGX
ARTKX

The current TRIGX Sharpe Ratio is 1.65, which is higher than the ARTKX Sharpe Ratio of 1.16. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.65
1.16
TRIGX
ARTKX

Dividends

TRIGX vs. ARTKX - Dividend Comparison

TRIGX's dividend yield for the trailing twelve months is around 2.37%, more than ARTKX's 1.44% yield.


TTM20242023202220212020201920182017201620152014
TRIGX
T.Rowe Price International Value Equity Fund
2.37%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
1.44%1.53%1.03%0.45%2.54%0.22%1.39%1.18%1.05%0.80%0.87%1.60%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-4.36%
TRIGX
ARTKX

Volatility

TRIGX vs. ARTKX - Volatility Comparison

T.Rowe Price International Value Equity Fund (TRIGX) has a higher volatility of 3.27% compared to Artisan International Value Fund (ARTKX) at 2.60%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%SeptemberOctoberNovemberDecember2025February
3.27%
2.60%
TRIGX
ARTKX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab