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AVALX vs. HWSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVALX vs. HWSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aegis Value Fund (AVALX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). The values are adjusted to include any dividend payments, if applicable.

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AVALX vs. HWSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVALX
Aegis Value Fund
13.53%67.06%8.29%13.11%10.50%37.67%18.89%25.67%-16.95%17.37%
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
7.13%1.38%4.77%18.56%2.81%35.32%-0.50%20.26%-15.23%7.39%

Returns By Period

In the year-to-date period, AVALX achieves a 13.53% return, which is significantly higher than HWSAX's 7.13% return. Over the past 10 years, AVALX has outperformed HWSAX with an annualized return of 21.54%, while HWSAX has yielded a comparatively lower 9.77% annualized return.


AVALX

1D
-0.54%
1M
-4.89%
YTD
13.53%
6M
24.20%
1Y
69.86%
3Y*
28.86%
5Y*
25.16%
10Y*
21.54%

HWSAX

1D
-0.30%
1M
-0.14%
YTD
7.13%
6M
5.59%
1Y
16.59%
3Y*
9.52%
5Y*
9.01%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVALX vs. HWSAX - Expense Ratio Comparison

AVALX has a 1.50% expense ratio, which is higher than HWSAX's 1.21% expense ratio.


Return for Risk

AVALX vs. HWSAX — Risk / Return Rank

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

AVALX
AVALX Risk / Return Rank: 9898
Overall Rank
AVALX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AVALX Sortino Ratio Rank: 9797
Sortino Ratio Rank
AVALX Omega Ratio Rank: 9696
Omega Ratio Rank
AVALX Calmar Ratio Rank: 9898
Calmar Ratio Rank
AVALX Martin Ratio Rank: 9999
Martin Ratio Rank

HWSAX
HWSAX Risk / Return Rank: 3232
Overall Rank
HWSAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HWSAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HWSAX Omega Ratio Rank: 3232
Omega Ratio Rank
HWSAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWSAX Martin Ratio Rank: 3131
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.

AVALX vs. HWSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aegis Value Fund (AVALX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). 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.


AVALXHWSAXDifference

Sharpe ratio

Return per unit of total volatility

3.30

0.72

+2.58

Sortino ratio

Return per unit of downside risk

3.95

1.15

+2.80

Omega ratio

Gain probability vs. loss probability

1.59

1.16

+0.43

Calmar ratio

Return relative to maximum drawdown

5.11

0.91

+4.20

Martin ratio

Return relative to average drawdown

24.92

3.37

+21.55

AVALX vs. HWSAX - Sharpe Ratio Comparison

The current AVALX Sharpe Ratio is 3.30, which is higher than the HWSAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AVALX and HWSAX, 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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Sharpe Ratios by Period


AVALXHWSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

0.72

+2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.42

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.40

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.47

+0.06

Correlation

The correlation between AVALX and HWSAX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVALX vs. HWSAX - Dividend Comparison

AVALX's dividend yield for the trailing twelve months is around 2.06%, more than HWSAX's 0.65% yield.


TTM20252024202320222021202020192018201720162015
AVALX
Aegis Value Fund
2.06%2.34%7.07%2.23%0.16%0.00%6.62%2.36%6.18%0.00%1.45%0.04%
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
0.65%0.69%8.19%1.79%13.39%0.22%0.63%4.62%9.45%4.80%0.00%11.67%

Drawdowns

AVALX vs. HWSAX - Drawdown Comparison

The maximum AVALX drawdown since its inception was -73.72%, roughly equal to the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for AVALX and HWSAX.


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Drawdown Indicators


AVALXHWSAXDifference

Max Drawdown

Largest peak-to-trough decline

-73.72%

-72.14%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-16.44%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.00%

-26.98%

-5.02%

Max Drawdown (10Y)

Largest decline over 10 years

-48.34%

-53.82%

+5.48%

Current Drawdown

Current decline from peak

-6.09%

-2.78%

-3.31%

Average Drawdown

Average peak-to-trough decline

-11.01%

-11.03%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

4.43%

-1.76%

Volatility

AVALX vs. HWSAX - Volatility Comparison

Aegis Value Fund (AVALX) has a higher volatility of 5.32% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.15%. This indicates that AVALX's price experiences larger fluctuations and is considered to be riskier than HWSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVALXHWSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

4.15%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

12.90%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

23.98%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.62%

21.70%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.32%

24.64%

-2.32%