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UYLD vs. APFPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UYLD vs. APFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Ultrashort Income ETF (UYLD) and Artisan Global Unconstrained Fund (APFPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UYLD achieves a 2.61% return, which is significantly lower than APFPX's 5.21% return.


UYLD

1D
0.04%
1M
0.36%
6M
2.22%
YTD
2.61%
1Y
4.96%
3Y*
5.79%
5Y*
10Y*
ALL TIME*
5.87%

APFPX

1D
-0.02%
1M
1.06%
6M
3.18%
YTD
5.21%
1Y
11.35%
3Y*
9.28%
5Y*
10Y*
ALL TIME*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$6.00M$7.92M$9.46M

UYLD vs. APFPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
UYLD
Angel Oak Ultrashort Income ETF
2.61%5.36%6.10%6.90%1.09%
APFPX
Artisan Global Unconstrained Fund
5.21%10.21%11.33%6.67%3.51%

Correlation

The correlation between UYLD and APFPX is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

-0.16

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2022

-0.13

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Return for Risk

UYLD vs. APFPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UYLD
UYLD Risk / Return Rank: 9999
Overall Rank
UYLD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
UYLD Sortino Ratio Rank: 9999
Sortino Ratio Rank
UYLD Omega Ratio Rank: 9999
Omega Ratio Rank
UYLD Calmar Ratio Rank: 9999
Calmar Ratio Rank
UYLD Martin Ratio Rank: 9999
Martin Ratio Rank

APFPX
APFPX Risk / Return Rank: 9999
Overall Rank
APFPX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
APFPX Sortino Ratio Rank: 9999
Sortino Ratio Rank
APFPX Omega Ratio Rank: 9898
Omega Ratio Rank
APFPX Calmar Ratio Rank: 9999
Calmar Ratio Rank
APFPX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UYLD vs. APFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Ultrashort Income ETF (UYLD) and Artisan Global Unconstrained Fund (APFPX). 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.


UYLDAPFPXDifference
Sharpe ratioReturn per unit of total volatility

+3.13

Sortino ratioReturn per unit of downside risk

+14.19

Omega ratioGain probability vs. loss probability

4.26

2.18

+2.09

Calmar ratioReturn relative to maximum drawdown

36.45

13.11

+23.34

Martin ratioReturn relative to average drawdown

213.98

53.64

+160.35

UYLD vs. APFPX - Sharpe Ratio Comparison

The current UYLD Sharpe Ratio is 7.83, which is higher than the APFPX Sharpe Ratio of 4.69. The chart below compares the historical Sharpe Ratios of UYLD and APFPX, 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

UYLD vs. APFPX - Drawdown Comparison

The maximum UYLD drawdown since its inception was -0.54%, smaller than the maximum APFPX drawdown of -2.10%. Use the drawdown chart below to compare losses from any high point for UYLD and APFPX.


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Drawdown Indicators


UYLDAPFPXDifference

Max Drawdown

Largest peak-to-trough decline

-0.54%

-2.10%

+1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-0.14%

-0.90%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-0.54%

-2.02%

+1.48%

Current Drawdown

Current decline from peak

0.00%

-0.29%

+0.29%

Average Drawdown

Average peak-to-trough decline

-0.03%

-0.24%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.22%

-0.20%

Volatility

UYLD vs. APFPX - Volatility Comparison

The current volatility for Angel Oak Ultrashort Income ETF (UYLD) is 0.13%, while Artisan Global Unconstrained Fund (APFPX) has a volatility of 0.51%. This indicates that UYLD experiences smaller price fluctuations and is considered to be less risky than APFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UYLDAPFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

0.51%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.51%

2.10%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

0.64%

2.51%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.98%

2.73%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.98%

2.73%

-1.75%

UYLD vs. APFPX - Expense Ratio Comparison

UYLD has a 0.34% expense ratio, which is lower than APFPX's 1.54% expense ratio.


Dividends

UYLD vs. APFPX - Dividend Comparison

UYLD's dividend yield for the trailing twelve months is around 4.94%, more than APFPX's 4.63% yield.


PositionTTM2025202420232022
APFPX
Artisan Global Unconstrained Fund
4.63%4.01%6.18%6.89%8.60%
UYLD
Angel Oak Ultrashort Income ETF
4.94%5.07%4.97%5.92%0.75%

Frequently Asked Questions


UYLD and APFPX have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APFPX has higher volatility (0.51%) compared to UYLD (0.13%). In terms of maximum drawdown, UYLD dropped -0.54% vs APFPX's -2.10%.

UYLD currently has the higher Sharpe Ratio (7.83 vs 4.69), 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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