AVALX vs. HWSIX

In the year-to-date period, AVALX achieves a 14.67% return, which is significantly higher than HWSIX's -12.64% return. Over the past 10 years, AVALX has outperformed HWSIX with an annualized return of 14.74%, while HWSIX has yielded a comparatively lower 4.73% annualized return.

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AVALX has a 1.50% expense ratio, which is higher than HWSIX's 1.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Aegis Value Fund (AVALX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). 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 AVALX Sharpe Ratio is 0.93, which is higher than the HWSIX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of AVALX and HWSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AVALX's dividend yield for the trailing twelve months is around 7.07%, less than HWSIX's 9.56% yield.

The maximum AVALX drawdown since its inception was -73.72%, roughly equal to the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for AVALX and HWSIX. For additional features, visit the drawdowns tool.

The current volatility for Aegis Value Fund (AVALX) is 13.12%, while Hotchkis & Wiley Small Cap Value Fund (HWSIX) has a volatility of 16.19%. This indicates that AVALX experiences smaller price fluctuations and is considered to be less risky than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.