EPMV vs. HWSM
EPMV (Harbor Mid Cap Value ETF) and HWSM (Hotchkis & Wiley SMID Cap Diversified Value ETF) are both Mid Cap Value Equities funds. Both are actively managed. Over the past year, EPMV returned 25.47% vs 27.36% for HWSM. Their correlation of 0.85 means they have usually moved in the same direction. EPMV charges 0.88%/yr vs 0.55%/yr for HWSM.
Performance
EPMV vs. HWSM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPMV achieves a 18.47% return, which is significantly higher than HWSM's 15.69% return.
EPMV
- 1D
- -0.01%
- 1M
- -0.10%
- 6M
- 11.69%
- YTD
- 18.47%
- 1Y
- 25.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 27.45%
HWSM
- 1D
- -0.47%
- 1M
- 2.00%
- 6M
- 11.35%
- YTD
- 15.69%
- 1Y
- 27.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $595.15 | $435.94 | $1.33K | |
| $461.44 | $384.46 | $2.38K |
EPMV vs. HWSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EPMV Harbor Mid Cap Value ETF | 18.47% | 14.19% |
HWSM Hotchkis & Wiley SMID Cap Diversified Value ETF | 15.69% | 19.14% |
Correlation
The correlation between EPMV and HWSM is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 2, 2025 | 0.85 |
The correlation between EPMV and HWSM has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EPMV vs. HWSM — Risk / Return Rank
EPMV
HWSM
EPMV vs. HWSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Mid Cap Value ETF (EPMV) and Hotchkis & Wiley SMID Cap Diversified Value ETF (HWSM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EPMV | HWSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.30 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.45 | +0.26 |
| Martin ratioReturn relative to average drawdown | 9.21 | 8.43 | +0.78 |
Loading charts...
Drawdowns
EPMV vs. HWSM - Drawdown Comparison
The maximum EPMV drawdown since its inception was -8.78%, smaller than the maximum HWSM drawdown of -15.67%. Use the drawdown chart below to compare losses from any high point for EPMV and HWSM.
Loading charts...
Drawdown Indicators
| EPMV | HWSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.78% | -15.67% | +6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -10.23% | +1.45% |
Current DrawdownCurrent decline from peak | -1.36% | -1.83% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -2.51% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.97% | -0.38% |
Volatility
EPMV vs. HWSM - Volatility Comparison
Harbor Mid Cap Value ETF (EPMV) and Hotchkis & Wiley SMID Cap Diversified Value ETF (HWSM) have volatilities of 3.52% and 3.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EPMV | HWSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.56% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 9.94% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.48% | 15.08% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 19.74% | -4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 19.74% | -4.39% |
EPMV vs. HWSM - Expense Ratio Comparison
EPMV has a 0.88% expense ratio, which is higher than HWSM's 0.55% expense ratio.
Dividends
EPMV vs. HWSM - Dividend Comparison
EPMV's dividend yield for the trailing twelve months is around 1.25%, more than HWSM's 1.15% yield.
| Position | TTM | 2025 |
|---|---|---|
EPMV Harbor Mid Cap Value ETF | 1.25% | 1.48% |
HWSM Hotchkis & Wiley SMID Cap Diversified Value ETF | 1.15% | 1.33% |
Frequently Asked Questions
EPMV and HWSM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HWSM has higher volatility (3.56%) compared to EPMV (3.52%). In terms of maximum drawdown, EPMV dropped -8.78% vs HWSM's -15.67%.
On 1-year performance, HWSM leads with 27.36% vs 25.47% for EPMV. On fees, HWSM is cheaper at 0.55% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, HWSM has performed better with a 27.36% return vs 25.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HWSM is cheaper with a 0.55% expense ratio, compared with 0.88% for EPMV.
EPMV has the higher dividend yield at 1.25%, compared with 1.15% for HWSM.
They also come from different issuers: Harbor and Hotchkis & Wiley. Their fees differ too: 0.88% for EPMV and 0.55% for HWSM.
HWSM currently has the higher Sharpe Ratio (1.66 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for EPMV and HWSM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer