DFSVX vs. HWSAX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
DFSVX vs. HWSAX - Performance Comparison
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DFSVX vs. HWSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
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, DFSVX achieves a 6.83% return, which is significantly lower than HWSAX's 9.00% return. Over the past 10 years, DFSVX has outperformed HWSAX with an annualized return of 10.84%, while HWSAX has yielded a comparatively lower 9.96% annualized return.
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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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DFSVX vs. HWSAX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is lower than HWSAX's 1.21% expense ratio.
Return for Risk
DFSVX vs. HWSAX — Risk / Return Rank
DFSVX
HWSAX
DFSVX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) 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.
| DFSVX | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.78 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.22 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.17 | +0.39 |
Martin ratioReturn relative to average drawdown | 5.75 | 4.34 | +1.42 |
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
| DFSVX | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.78 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.42 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.41 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.04 |
Correlation
The correlation between DFSVX 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
DFSVX vs. HWSAX - Dividend Comparison
DFSVX'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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
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
DFSVX vs. HWSAX - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for DFSVX and HWSAX.
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Drawdown Indicators
| DFSVX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -72.14% | +5.44% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -16.44% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -26.98% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -53.82% | +1.70% |
Current DrawdownCurrent decline from peak | -5.89% | -1.09% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -11.03% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 4.43% | -0.34% |
Volatility
DFSVX vs. HWSAX - Volatility Comparison
DFA U.S. Small Cap Value Portfolio I (DFSVX) has a higher volatility of 5.46% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.45%. This indicates that DFSVX'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
| DFSVX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 4.45% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 12.99% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 23.99% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 21.71% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 24.65% | -0.73% |