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Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) Sharpe Ratio: 2.01

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund primarily invests in non-U.S. small capitalization companies' equity securities, including those in developed or emerging markets, through various means such as dual listed securities or Depositary Receipts.

HWTIX's Sharpe Ratio of 2.01 indicates that for each unit of volatility, it generates 2.01 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

HWTIX Sharpe Ratio Rank

HWTIX Sharpe Ratio Rank: 46.747
Average

HWTIX ranks above 46.7% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

HWTIX Sharpe Ratio Market Positioning

The chart shows HWTIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Hotchkis & Wiley International Small Cap Diversified Value Fund's Sharpe Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how HWTIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HRIOXHood River International Opportunity Fund4.20
HRIIXHood River International Opportunity Fund Investor Class4.19
AVANXAvantis International Small Cap Value Fund Class G3.06
AVDVXAvantis International Small Cap Value Fund3.04
KGGIXKopernik Global All-Cap Fund3.02
KGGAXKopernik Global All-Cap Fund Class A3.01
ALOIXVirtus International Small-Cap Fund2.96
DWUSXDFA World ex U.S. Targeted Value Portfolio2.81
FMNEXRBB Free Market International Equity Fund2.63
DISVXDFA International Small Cap Value Portfolio2.62
HWTIXHotchkis & Wiley International Small Cap Diversified Value Fund2.01

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows HWTIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HWTIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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