DAABX vs. HWSAX
Compare and contrast key facts about DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
DAABX is managed by Dimensional. It was launched on Oct 5, 2020. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
DAABX vs. HWSAX - Performance Comparison
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DAABX vs. HWSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DAABX DFA U.S. Sustainability Targeted Value Portfolio | 2.20% | 9.62% | 9.07% | 18.81% | -8.37% | 31.44% | 44.33% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 8.87% | 1.38% | 4.77% | 18.56% | 2.81% | 35.32% | 42.88% |
Returns By Period
In the year-to-date period, DAABX achieves a 2.20% return, which is significantly lower than HWSAX's 8.87% return.
DAABX
- 1D
- 0.60%
- 1M
- -4.08%
- YTD
- 2.20%
- 6M
- 4.95%
- 1Y
- 18.92%
- 3Y*
- 12.71%
- 5Y*
- 7.37%
- 10Y*
- —
HWSAX
- 1D
- -0.12%
- 1M
- 1.45%
- YTD
- 8.87%
- 6M
- 7.54%
- 1Y
- 16.66%
- 3Y*
- 10.10%
- 5Y*
- 9.00%
- 10Y*
- 9.95%
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DAABX vs. HWSAX - Expense Ratio Comparison
DAABX has a 0.36% expense ratio, which is lower than HWSAX's 1.21% expense ratio.
Return for Risk
DAABX vs. HWSAX — Risk / Return Rank
DAABX
HWSAX
DAABX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) 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.
| DAABX | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.77 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.22 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.12 | +0.34 |
Martin ratioReturn relative to average drawdown | 4.94 | 4.17 | +0.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAABX | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.77 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.42 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.47 | +0.32 |
Correlation
The correlation between DAABX and HWSAX is 0.94, 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
DAABX vs. HWSAX - Dividend Comparison
DAABX's dividend yield for the trailing twelve months is around 1.40%, more than HWSAX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAABX DFA U.S. Sustainability Targeted Value Portfolio | 1.40% | 1.06% | 1.11% | 1.82% | 3.69% | 5.30% | 1.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 0.64% | 0.69% | 8.19% | 1.79% | 13.39% | 0.22% | 0.63% | 4.62% | 9.45% | 4.80% | 0.00% | 11.67% |
Drawdowns
DAABX vs. HWSAX - Drawdown Comparison
The maximum DAABX drawdown since its inception was -26.11%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for DAABX and HWSAX.
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Drawdown Indicators
| DAABX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.11% | -72.14% | +46.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -10.06% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.11% | -26.98% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.82% | — |
Current DrawdownCurrent decline from peak | -8.39% | -1.21% | -7.18% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -11.03% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 4.43% | -0.15% |
Volatility
DAABX vs. HWSAX - Volatility Comparison
DFA U.S. Sustainability Targeted Value Portfolio (DAABX) has a higher volatility of 5.96% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.40%. This indicates that DAABX'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
| DAABX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 4.40% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 12.99% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 23.98% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 21.70% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.23% | 24.64% | -2.41% |