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ISIN
US44134R6514
CUSIP
44134R651
Inception Date
Jun 30, 2014
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

HWVIX Performance Chart

Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) is up 16.1% since the beginning of the year. HWVIX is currently trading at $15 per share. Investors who bought $1,000 worth of HWVIX shares 5 years ago would now be looking at an investment worth $1,451.


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S&P 500 Index

Returns By Period

Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) has returned 16.08% so far this year and 29.57% over the past 12 months. Over the last ten years, HWVIX has returned 10.89% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Hotchkis & Wiley Small Cap Diversified Value Fund

1D
0.90%
1M
2.24%
YTD
16.08%
6M
13.73%
1Y
29.57%
3Y*
11.94%
5Y*
7.73%
10Y*
10.89%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HWVIX Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2014, HWVIX's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +19.8%, while the worst month was Mar 2020 at -27.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, HWVIX closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.61%1.19%-1.99%7.76%0.07%1.82%16.08%
20251.46%-3.84%-5.90%-6.54%5.48%4.12%0.95%8.61%-2.04%-1.76%2.94%0.65%3.02%
2024-5.36%1.69%4.90%-5.78%4.71%-2.25%11.25%-3.10%-0.76%-2.07%10.50%-7.45%4.31%
20239.52%-0.85%-7.75%-3.74%-1.32%9.56%8.16%-5.43%-4.15%-6.07%7.44%12.81%16.36%
2022-1.09%1.18%-0.87%-6.69%4.33%-10.11%9.32%-3.00%-10.69%14.54%4.49%-4.80%-6.33%
20213.15%13.38%6.65%2.60%3.62%-2.30%-2.36%2.20%-1.07%4.06%-3.27%5.04%35.19%

Benchmark Metrics

Hotchkis & Wiley Small Cap Diversified Value Fund has an annualized alpha of -1.86%, beta of 1.01, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since July 01, 2014.

  • This fund participated in 115.32% of S&P 500 Index downside but only 100.58% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.01 and R2 of 0.58, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.86%
Beta
1.01
0.58
Upside Capture
100.58%
Downside Capture
115.32%

Expense Ratio

HWVIX has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HWVIX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HWVIX Risk / Return Rank: 5050
Overall Rank
HWVIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HWVIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
HWVIX Omega Ratio Rank: 3939
Omega Ratio Rank
HWVIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
HWVIX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and compare them to S&P 500 Index.

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.


HWVIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.47

2.78

+0.68

Martin ratioReturn relative to average drawdown

9.44

12.44

-3.00

Dividends

Dividend History

Hotchkis & Wiley Small Cap Diversified Value Fund provided a 0.98% dividend yield over the last twelve months, with an annual payout of $0.14 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.14$0.14$0.77$1.07$1.10$0.88$0.10$0.09$0.94$1.80$0.09$0.29

Dividend yield

0.98%1.14%6.28%8.52%9.38%6.40%0.96%0.87%10.51%15.74%0.78%3.34%

Monthly Dividends

The table displays the monthly dividend distributions for Hotchkis & Wiley Small Cap Diversified Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10$1.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.88$0.88

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hotchkis & Wiley Small Cap Diversified Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hotchkis & Wiley Small Cap Diversified Value Fund was 52.18%, occurring on Mar 18, 2020. Recovery took 203 trading sessions.

The current Hotchkis & Wiley Small Cap Diversified Value Fund drawdown is 2.02%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-52.18%Mar 2020
1y 6mo9mo 24d
2y 4moAug 2018 - Jan 2021
2025 selloff2025
-27.34%Apr 2025
4mo 13d9mo 12d
1y 1moNov 2024 - Jan 2026
2016 bear market2016
-23.27%Feb 2016
7mo 22d6mo 14d
1y 2moJun 2015 - Aug 2016
Bear market2022
-21.06%Sep 2022
8mo 15d4mo 5d
1y 15dJan 2022 - Feb 2023
2023 correction2023
-18.17%May 2023
3mo2mo 28d
5mo 28dFeb 2023 - Jul 2023

Drawdown Indicators


HWVIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.18%

-56.78%

+4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-9.10%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-27.34%

-18.90%

-8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-25.43%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-52.18%

-33.92%

-18.26%

Current Drawdown

Current decline from peak

-2.02%

-1.80%

-0.22%

Average Drawdown

Average peak-to-trough decline

-8.25%

-10.71%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.03%

+1.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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