DASCX vs. HWSAX
Compare and contrast key facts about Dean Small Cap Value Fund (DASCX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
DASCX is managed by Dean Fund. It was launched on May 28, 1997. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
DASCX vs. HWSAX - Performance Comparison
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DASCX vs. HWSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 2.13% | 5.00% | 3.71% | 2.76% | 1.76% | 31.48% | -1.73% | 20.98% | -13.07% | 3.72% |
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, DASCX achieves a 2.13% return, which is significantly lower than HWSAX's 7.13% return. Over the past 10 years, DASCX has underperformed HWSAX with an annualized return of 7.30%, while HWSAX has yielded a comparatively higher 9.77% annualized return.
DASCX
- 1D
- -0.86%
- 1M
- -8.10%
- YTD
- 2.13%
- 6M
- 5.38%
- 1Y
- 15.67%
- 3Y*
- 3.97%
- 5Y*
- 4.95%
- 10Y*
- 7.30%
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%
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DASCX vs. HWSAX - Expense Ratio Comparison
DASCX has a 1.13% expense ratio, which is lower than HWSAX's 1.21% expense ratio.
Return for Risk
DASCX vs. HWSAX — Risk / Return Rank
DASCX
HWSAX
DASCX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dean Small Cap Value Fund (DASCX) 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.
| DASCX | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.72 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.15 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.91 | +0.18 |
Martin ratioReturn relative to average drawdown | 3.22 | 3.37 | -0.14 |
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
| DASCX | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.72 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.42 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.40 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.47 | -0.14 |
Correlation
The correlation between DASCX and HWSAX is 0.91, 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
DASCX vs. HWSAX - Dividend Comparison
DASCX's dividend yield for the trailing twelve months is around 1.95%, more than HWSAX's 0.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 1.95% | 1.99% | 3.82% | 1.75% | 1.28% | 0.98% | 1.61% | 4.03% | 3.22% | 18.27% | 3.96% | 6.68% |
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
DASCX vs. HWSAX - Drawdown Comparison
The maximum DASCX drawdown since its inception was -58.74%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for DASCX and HWSAX.
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Drawdown Indicators
| DASCX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.74% | -72.14% | +13.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -16.44% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.79% | -26.98% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -53.82% | +7.54% |
Current DrawdownCurrent decline from peak | -11.54% | -2.78% | -8.76% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -11.03% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 4.43% | 0.00% |
Volatility
DASCX vs. HWSAX - Volatility Comparison
Dean Small Cap Value Fund (DASCX) has a higher volatility of 6.33% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.15%. This indicates that DASCX'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
| DASCX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 4.15% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 12.90% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.81% | 23.98% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 21.70% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 24.64% | -3.81% |