DFVEX vs. HWMIX
Compare and contrast key facts about DFA U.S. Vector Equity Fund (DFVEX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX).
DFVEX is managed by Dimensional. It was launched on Dec 30, 2005. HWMIX is managed by Hotchkis & Wiley. It was launched on Jan 2, 1997.
Performance
DFVEX vs. HWMIX - Performance Comparison
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DFVEX vs. HWMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | -0.29% | 13.66% | 14.36% | 17.60% | -9.96% | 32.10% | 7.53% | 26.11% | -13.24% | 14.15% |
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 6.74% | 7.87% | 3.62% | 19.87% | 1.63% | 39.18% | 0.49% | 12.97% | -19.32% | 7.69% |
Returns By Period
In the year-to-date period, DFVEX achieves a -0.29% return, which is significantly lower than HWMIX's 6.74% return. Over the past 10 years, DFVEX has outperformed HWMIX with an annualized return of 11.23%, while HWMIX has yielded a comparatively lower 9.08% annualized return.
DFVEX
- 1D
- 2.62%
- 1M
- -4.92%
- YTD
- -0.29%
- 6M
- 2.24%
- 1Y
- 18.63%
- 3Y*
- 14.19%
- 5Y*
- 8.98%
- 10Y*
- 11.23%
HWMIX
- 1D
- 1.52%
- 1M
- -2.06%
- YTD
- 6.74%
- 6M
- 8.96%
- 1Y
- 22.13%
- 3Y*
- 12.01%
- 5Y*
- 9.76%
- 10Y*
- 9.08%
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DFVEX vs. HWMIX - Expense Ratio Comparison
DFVEX has a 0.28% expense ratio, which is lower than HWMIX's 1.01% expense ratio.
Return for Risk
DFVEX vs. HWMIX — Risk / Return Rank
DFVEX
HWMIX
DFVEX vs. HWMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Vector Equity Fund (DFVEX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). 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.
| DFVEX | HWMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.93 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.41 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.35 | -0.14 |
Martin ratioReturn relative to average drawdown | 5.45 | 5.49 | -0.04 |
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
| DFVEX | HWMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.93 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.44 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.36 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.47 | -0.08 |
Correlation
The correlation between DFVEX and HWMIX is 0.92, 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
DFVEX vs. HWMIX - Dividend Comparison
DFVEX's dividend yield for the trailing twelve months is around 1.21%, less than HWMIX's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | 1.21% | 0.91% | 1.26% | 3.33% | 4.94% | 9.56% | 1.28% | 2.98% | 4.09% | 4.41% | 3.46% | 4.59% |
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 1.31% | 1.39% | 1.15% | 0.28% | 0.49% | 1.28% | 2.25% | 1.60% | 2.99% | 6.72% | 1.53% | 14.67% |
Drawdowns
DFVEX vs. HWMIX - Drawdown Comparison
The maximum DFVEX drawdown since its inception was -62.71%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for DFVEX and HWMIX.
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Drawdown Indicators
| DFVEX | HWMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.71% | -69.84% | +7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -16.87% | +3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -25.90% | +4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -42.20% | -63.21% | +21.01% |
Current DrawdownCurrent decline from peak | -6.06% | -3.32% | -2.74% |
Average DrawdownAverage peak-to-trough decline | -9.18% | -10.89% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 4.15% | -1.13% |
Volatility
DFVEX vs. HWMIX - Volatility Comparison
DFA U.S. Vector Equity Fund (DFVEX) has a higher volatility of 5.18% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 4.30%. This indicates that DFVEX's price experiences larger fluctuations and is considered to be riskier than HWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVEX | HWMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.30% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 12.42% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 23.86% | -5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.33% | 22.34% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.17% | 25.62% | -5.45% |