FRMCX vs. HWSAX
Compare and contrast key facts about Franklin MicroCap Value Fund (FRMCX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
FRMCX is managed by Franklin Templeton. It was launched on Dec 12, 1995. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
FRMCX vs. HWSAX - Performance Comparison
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FRMCX vs. HWSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRMCX Franklin MicroCap Value Fund | 1.50% | 7.25% | 8.47% | 11.72% | 0.62% | 29.86% | 3.70% | 44.38% | -17.82% | 8.39% |
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, FRMCX achieves a 1.50% return, which is significantly lower than HWSAX's 9.00% return. Over the past 10 years, FRMCX has outperformed HWSAX with an annualized return of 11.06%, while HWSAX has yielded a comparatively lower 9.96% annualized return.
FRMCX
- 1D
- 3.04%
- 1M
- -8.93%
- YTD
- 1.50%
- 6M
- 3.91%
- 1Y
- 14.99%
- 3Y*
- 10.05%
- 5Y*
- 6.60%
- 10Y*
- 11.06%
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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FRMCX vs. HWSAX - Expense Ratio Comparison
FRMCX has a 1.23% expense ratio, which is higher than HWSAX's 1.21% expense ratio.
Return for Risk
FRMCX vs. HWSAX — Risk / Return Rank
FRMCX
HWSAX
FRMCX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin MicroCap Value Fund (FRMCX) 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.
| FRMCX | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.78 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.22 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.17 | -0.12 |
Martin ratioReturn relative to average drawdown | 3.56 | 4.34 | -0.77 |
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
| FRMCX | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.42 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.41 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.47 | +0.12 |
Correlation
The correlation between FRMCX and HWSAX is 0.84, 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
FRMCX vs. HWSAX - Dividend Comparison
FRMCX's dividend yield for the trailing twelve months is around 15.02%, more than HWSAX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRMCX Franklin MicroCap Value Fund | 15.02% | 15.24% | 25.34% | 5.16% | 6.09% | 17.71% | 5.63% | 36.24% | 6.75% | 7.74% | 8.86% | 13.59% |
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
FRMCX vs. HWSAX - Drawdown Comparison
The maximum FRMCX drawdown since its inception was -56.77%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for FRMCX and HWSAX.
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Drawdown Indicators
| FRMCX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -72.14% | +15.37% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -16.44% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -26.98% | -5.86% |
Max Drawdown (10Y)Largest decline over 10 years | -43.50% | -53.82% | +10.32% |
Current DrawdownCurrent decline from peak | -10.90% | -1.09% | -9.81% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -11.03% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 4.43% | -0.01% |
Volatility
FRMCX vs. HWSAX - Volatility Comparison
Franklin MicroCap Value Fund (FRMCX) has a higher volatility of 6.97% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.45%. This indicates that FRMCX'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
| FRMCX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 4.45% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 12.99% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.70% | 23.99% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 21.71% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.91% | 24.65% | +0.26% |