DFFVX vs. HWSAX
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
DFFVX is managed by Dimensional. It was launched on Feb 23, 2000. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
DFFVX vs. HWSAX - Performance Comparison
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DFFVX vs. HWSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 9.00% | 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, DFFVX achieves a 5.44% return, which is significantly lower than HWSAX's 9.00% return. Both investments have delivered pretty close results over the past 10 years, with DFFVX having a 10.46% annualized return and HWSAX not far behind at 9.96%.
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
HWSAX
- 1D
- 1.75%
- 1M
- 0.95%
- YTD
- 9.00%
- 6M
- 7.38%
- 1Y
- 18.60%
- 3Y*
- 10.15%
- 5Y*
- 9.03%
- 10Y*
- 9.96%
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DFFVX vs. HWSAX - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is lower than HWSAX's 1.21% expense ratio.
Return for Risk
DFFVX vs. HWSAX — Risk / Return Rank
DFFVX
HWSAX
DFFVX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) 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.
| DFFVX | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.78 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.22 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.17 | +0.49 |
Martin ratioReturn relative to average drawdown | 6.14 | 4.34 | +1.80 |
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
| DFFVX | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.78 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.42 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.41 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.47 | -0.02 |
Correlation
The correlation between DFFVX and HWSAX is 0.95, 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
DFFVX vs. HWSAX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.63%, more than HWSAX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
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
DFFVX vs. HWSAX - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for DFFVX and HWSAX.
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Drawdown Indicators
| DFFVX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -72.14% | +7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -16.44% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -26.98% | +0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -50.75% | -53.82% | +3.07% |
Current DrawdownCurrent decline from peak | -6.13% | -1.09% | -5.04% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -11.03% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 4.43% | -0.45% |
Volatility
DFFVX vs. HWSAX - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 5.40% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.45%. This indicates that DFFVX'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
| DFFVX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.45% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 12.99% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 23.99% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 21.71% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 24.65% | -0.97% |