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WVCCX vs. ARTJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WVCCX and ARTJX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

WVCCX vs. ARTJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn International Small Cap Fund (WVCCX) and Artisan International Small-Mid Fund (ARTJX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WVCCX:

0.83

ARTJX:

0.52

Sortino Ratio

WVCCX:

1.14

ARTJX:

0.70

Omega Ratio

WVCCX:

1.15

ARTJX:

1.09

Calmar Ratio

WVCCX:

0.41

ARTJX:

0.24

Martin Ratio

WVCCX:

2.76

ARTJX:

1.30

Ulcer Index

WVCCX:

4.72%

ARTJX:

5.33%

Daily Std Dev

WVCCX:

17.21%

ARTJX:

16.36%

Max Drawdown

WVCCX:

-73.59%

ARTJX:

-64.43%

Current Drawdown

WVCCX:

-15.28%

ARTJX:

-14.07%

Returns By Period

In the year-to-date period, WVCCX achieves a 12.71% return, which is significantly higher than ARTJX's 9.19% return. Over the past 10 years, WVCCX has outperformed ARTJX with an annualized return of 6.42%, while ARTJX has yielded a comparatively lower 4.64% annualized return.


WVCCX

YTD

12.71%

1M

6.35%

6M

10.16%

1Y

13.61%

3Y*

6.70%

5Y*

7.61%

10Y*

6.42%

ARTJX

YTD

9.19%

1M

5.72%

6M

3.91%

1Y

7.65%

3Y*

5.24%

5Y*

5.62%

10Y*

4.64%

*Annualized

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WVCCX vs. ARTJX - Expense Ratio Comparison

WVCCX has a 1.35% expense ratio, which is higher than ARTJX's 1.28% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WVCCX vs. ARTJX — Risk-Adjusted Performance Rank

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

WVCCX
The Risk-Adjusted Performance Rank of WVCCX is 5656
Overall Rank
The Sharpe Ratio Rank of WVCCX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of WVCCX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of WVCCX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of WVCCX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of WVCCX is 6060
Martin Ratio Rank

ARTJX
The Risk-Adjusted Performance Rank of ARTJX is 3131
Overall Rank
The Sharpe Ratio Rank of ARTJX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTJX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ARTJX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ARTJX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ARTJX is 3232
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.

WVCCX vs. ARTJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn International Small Cap Fund (WVCCX) and Artisan International Small-Mid Fund (ARTJX). 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 WVCCX Sharpe Ratio is 0.83, which is higher than the ARTJX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of WVCCX and ARTJX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WVCCX vs. ARTJX - Dividend Comparison

WVCCX's dividend yield for the trailing twelve months is around 2.02%, more than ARTJX's 0.81% yield.


TTM20242023202220212020201920182017201620152014
WVCCX
abrdn International Small Cap Fund
2.02%2.27%0.63%1.59%7.28%0.00%5.22%18.23%3.29%0.88%12.51%7.01%
ARTJX
Artisan International Small-Mid Fund
0.81%0.89%0.00%0.03%2.86%0.54%0.14%73.24%13.74%6.05%3.36%6.14%

Drawdowns

WVCCX vs. ARTJX - Drawdown Comparison

The maximum WVCCX drawdown since its inception was -73.59%, which is greater than ARTJX's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for WVCCX and ARTJX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WVCCX vs. ARTJX - Volatility Comparison

The current volatility for abrdn International Small Cap Fund (WVCCX) is 2.78%, while Artisan International Small-Mid Fund (ARTJX) has a volatility of 3.06%. This indicates that WVCCX experiences smaller price fluctuations and is considered to be less risky than ARTJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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