WCMIX vs. ARTKX

Last updated Aug 1, 2026

WCMIX (WCM Focused International Growth Fund) and ARTKX (Artisan International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, WCMIX returned 11.09%/yr vs 11.23%/yr for ARTKX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. WCMIX charges 1.04%/yr vs 1.25%/yr for ARTKX.

Performance

WCMIX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Focused International Growth Fund (WCMIX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCMIX achieves a 12.14% return, which is significantly lower than ARTKX's 15.72% return. Both investments have delivered pretty close results over the past 10 years, with WCMIX having a 11.09% annualized return and ARTKX not far ahead at 11.23%.

WCMIX

• 1D: 3.41%
• 1M: -1.59%
• 6M: 4.93%
• YTD: 12.14%
• 1Y: 14.14%
• 3Y*: 13.70%
• 5Y*: 4.38%
• 10Y*: 11.09%
• ALL TIME*: 9.51%

ARTKX

• 1D: 0.93%
• 1M: 2.00%
• 6M: 12.12%
• YTD: 15.72%
• 1Y: 27.03%
• 3Y*: 16.73%
• 5Y*: 11.75%
• 10Y*: 11.23%
• ALL TIME*: 12.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ARTKX Artisan International Value Fund	$0.00	$0.00	$0.00
WCMIX WCM Focused International Growth Fund	$0.00	$0.00	$0.00

WCMIX vs. ARTKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCMIX WCM Focused International Growth Fund	12.14%	20.92%	6.96%	16.56%	-28.90%	17.08%	32.80%	35.19%	-7.37%	31.24%
ARTKX Artisan International Value Fund	15.72%	22.54%	6.38%	22.65%	-6.98%	16.66%	8.52%	23.98%	-15.70%	23.84%

Correlation

The correlation between WCMIX and ARTKX is 0.58, 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.	0.58
Correlation (3Y) Balances recent behavior with more history.	0.68
Correlation (5Y) Shows whether the relationship held over a longer period.	0.75
Correlation (10Y) Provides a long-term view across more market conditions.	0.75
Correlation (All Time) Calculated using the full available price history since Jun 1, 2011	0.79

Over the past year, the correlation between WCMIX and ARTKX has dropped to 0.58 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

WCMIX vs. ARTKX — Risk / Return Rank

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

WCMIX

WCMIX Risk / Return Rank: 20
WCMIX Sharpe Ratio Rank: 18
WCMIX Sortino Ratio Rank: 19
WCMIX Omega Ratio Rank: 20
WCMIX Calmar Ratio Rank: 21
WCMIX Martin Ratio Rank: 21

ARTKX

ARTKX Risk / Return Rank: 78
ARTKX Sharpe Ratio Rank: 79
ARTKX Sortino Ratio Rank: 79
ARTKX Omega Ratio Rank: 81
ARTKX Calmar Ratio Rank: 80
ARTKX Martin Ratio Rank: 73

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.

WCMIX vs. ARTKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) 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.

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.

	WCMIX	ARTKX	Difference
Sharpe ratio: Return per unit of total volatility	0.65	1.83	-1.18
Sortino ratio: Return per unit of downside risk	1.05	2.68	-1.63
Omega ratio: Gain probability vs. loss probability	1.13	1.37	-0.24
Calmar ratio: Return relative to maximum drawdown	0.97	2.59	-1.62
Martin ratio: Return relative to average drawdown	2.92	8.74	-5.82

WCMIX vs. ARTKX - Sharpe Ratio Comparison

The current WCMIX Sharpe Ratio is 0.65, which is lower than the ARTKX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of WCMIX and ARTKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WCMIX vs. ARTKX - Drawdown Comparison

The maximum WCMIX drawdown since its inception was -39.69%, smaller than the maximum ARTKX drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for WCMIX and ARTKX.

Drawdown Indicators

	WCMIX	ARTKX	Difference
Max Drawdown Largest peak-to-trough decline	-39.69%	-51.90%	+12.21%
Max Drawdown (1Y) Largest decline over 1 year	-12.95%	-9.96%	-2.99%
Max Drawdown (3Y) Largest decline over 3 years	-16.56%	-10.88%	-5.68%
Max Drawdown (5Y) Largest decline over 5 years	-39.69%	-24.95%	-14.74%
Max Drawdown (10Y) Largest decline over 10 years	-39.69%	-38.11%	-1.58%
Current Drawdown Current decline from peak	-3.29%	0.00%	-3.29%
Average Drawdown Average peak-to-trough decline	-7.43%	-6.69%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.28%	2.95%	+1.33%

Volatility

WCMIX vs. ARTKX - Volatility Comparison

WCM Focused International Growth Fund (WCMIX) has a higher volatility of 6.40% compared to Artisan International Value Fund (ARTKX) at 3.26%. This indicates that WCMIX'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.

Volatility by Period

	WCMIX	ARTKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	3.26%	+3.14%
Volatility (6M) Calculated over the trailing 6-month period	16.91%	10.28%	+6.63%
Volatility (1Y) Calculated over the trailing 1-year period	19.39%	14.11%	+5.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.21%	13.97%	+6.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.10%	15.88%	+3.22%

WCMIX vs. ARTKX - Expense Ratio Comparison

WCMIX has a 1.04% expense ratio, which is lower than ARTKX's 1.25% expense ratio.

Dividends

WCMIX vs. ARTKX - Dividend Comparison

WCMIX's dividend yield for the trailing twelve months is around 5.11%, less than ARTKX's 6.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARTKX Artisan International Value Fund	6.06%	6.90%	4.10%	2.84%	2.11%	9.72%	0.84%	3.64%	5.37%	3.89%	3.11%	6.17%
WCMIX WCM Focused International Growth Fund	5.11%	5.73%	12.78%	0.65%	0.11%	4.60%	1.42%	0.22%	4.17%	0.46%	2.09%	1.20%

Frequently Asked Questions

Can I hold both WCMIX and ARTKX in my portfolio?

WCMIX and ARTKX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WCMIX or ARTKX?

WCMIX has higher volatility (6.40%) compared to ARTKX (3.26%). In terms of maximum drawdown, WCMIX dropped -39.69% vs ARTKX's -51.90%.

Which has better risk-adjusted returns?

ARTKX currently has the higher Sharpe Ratio (1.83 vs 0.65), 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.