DFFVX vs. HWSIX
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX).
DFFVX is managed by Dimensional. It was launched on Feb 23, 2000. HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985.
Performance
DFFVX vs. HWSIX - Performance Comparison
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DFFVX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 7.19% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Returns By Period
In the year-to-date period, DFFVX achieves a 3.27% return, which is significantly lower than HWSIX's 7.19% return. Both investments have delivered pretty close results over the past 10 years, with DFFVX having a 10.23% annualized return and HWSIX not far behind at 10.01%.
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
HWSIX
- 1D
- -0.30%
- 1M
- -0.11%
- YTD
- 7.19%
- 6M
- 5.71%
- 1Y
- 16.85%
- 3Y*
- 9.76%
- 5Y*
- 9.23%
- 10Y*
- 10.01%
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DFFVX vs. HWSIX - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is lower than HWSIX's 1.06% expense ratio.
Return for Risk
DFFVX vs. HWSIX — Risk / Return Rank
DFFVX
HWSIX
DFFVX vs. HWSIX - 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 (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.
| DFFVX | HWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.73 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.16 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.92 | +0.39 |
Martin ratioReturn relative to average drawdown | 4.88 | 3.44 | +1.45 |
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 | HWSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.73 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.43 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.41 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.44 | +0.01 |
Correlation
The correlation between DFFVX and HWSIX 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
DFFVX vs. HWSIX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.66%, more than HWSIX's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.94% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Drawdowns
DFFVX vs. HWSIX - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for DFFVX and HWSIX.
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Drawdown Indicators
| DFFVX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -72.00% | +7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -16.44% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -26.92% | +0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -50.75% | -53.67% | +2.92% |
Current DrawdownCurrent decline from peak | -8.07% | -2.75% | -5.32% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -12.12% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 4.42% | -0.46% |
Volatility
DFFVX vs. HWSIX - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 4.90% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.15%. This indicates that DFFVX'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
| DFFVX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.15% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 12.90% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 23.97% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 21.70% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.67% | 24.67% | -1.00% |