CWSIX vs. HWSIX
CWSIX (Chartwell Small Cap Value Fund) and HWSIX (Hotchkis & Wiley Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, CWSIX returned 8.49%/yr vs 11.37%/yr for HWSIX. Their correlation of 0.91 means they have usually moved in the same direction. CWSIX charges 1.05%/yr vs 1.06%/yr for HWSIX.
Performance
CWSIX vs. HWSIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CWSIX having a 25.00% return and HWSIX slightly higher at 26.00%. Over the past 10 years, CWSIX has underperformed HWSIX with an annualized return of 8.49%, while HWSIX has yielded a comparatively higher 11.37% annualized return.
CWSIX
- 1D
- 0.39%
- 1M
- 0.79%
- 6M
- 14.93%
- YTD
- 25.00%
- 1Y
- 36.68%
- 3Y*
- 12.64%
- 5Y*
- 8.26%
- 10Y*
- 8.49%
- ALL TIME*
- 9.06%
HWSIX
- 1D
- -0.22%
- 1M
- 6.93%
- 6M
- 18.21%
- YTD
- 26.00%
- 1Y
- 32.64%
- 3Y*
- 12.17%
- 5Y*
- 12.32%
- 10Y*
- 11.37%
- ALL TIME*
- 9.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CWSIX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWSIX Chartwell Small Cap Value Fund | 25.00% | -0.50% | 11.09% | 12.36% | -9.72% | 24.32% | -5.58% | 24.58% | -12.73% | 8.68% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 26.00% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Correlation
The correlation between CWSIX and HWSIX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2012 | 0.91 |
The correlation between CWSIX and HWSIX shifts across timeframes, from 0.81 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CWSIX vs. HWSIX — Risk / Return Rank
CWSIX
HWSIX
CWSIX vs. HWSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Small Cap Value Fund (CWSIX) 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.
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.
| CWSIX | HWSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.90 | -0.20 |
| Martin ratioReturn relative to average drawdown | 8.78 | 9.79 | -1.01 |
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Drawdowns
CWSIX vs. HWSIX - Drawdown Comparison
The maximum CWSIX drawdown since its inception was -44.08%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for CWSIX and HWSIX.
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Drawdown Indicators
| CWSIX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.08% | -72.00% | +27.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -10.01% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -29.09% | -26.92% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -26.92% | -2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | -53.67% | +9.59% |
Current DrawdownCurrent decline from peak | -1.35% | -0.22% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -12.03% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.96% | +0.87% |
Volatility
CWSIX vs. HWSIX - Volatility Comparison
Chartwell Small Cap Value Fund (CWSIX) has a higher volatility of 4.39% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 2.86%. This indicates that CWSIX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWSIX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 2.86% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 10.45% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 16.58% | +2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.42% | 21.22% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 24.51% | -1.82% |
CWSIX vs. HWSIX - Expense Ratio Comparison
CWSIX has a 1.05% expense ratio, which is lower than HWSIX's 1.06% expense ratio.
Dividends
CWSIX vs. HWSIX - Dividend Comparison
CWSIX's dividend yield for the trailing twelve months is around 17.86%, more than HWSIX's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWSIX Chartwell Small Cap Value Fund | 17.86% | 22.32% | 41.77% | 3.44% | 1.20% | 10.61% | 0.74% | 4.17% | 8.19% | 4.28% | 0.47% | 0.80% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.80% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Frequently Asked Questions
CWSIX and HWSIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CWSIX has higher volatility (4.39%) compared to HWSIX (2.86%). In terms of maximum drawdown, CWSIX dropped -44.08% vs HWSIX's -72.00%.
HWSIX currently has the higher Sharpe Ratio (1.76 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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