FTVNX vs. HWMIX
Compare and contrast key facts about Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX).
FTVNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. HWMIX is managed by Hotchkis & Wiley. It was launched on Jan 2, 1997.
Performance
FTVNX vs. HWMIX - Performance Comparison
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FTVNX vs. HWMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | -0.12% | -1.98% | 9.77% | 12.04% | -7.49% | 32.93% | 6.32% | 27.76% | -13.29% |
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 6.74% | 7.87% | 3.62% | 19.87% | 1.63% | 39.18% | 0.49% | 12.97% | -24.17% |
Returns By Period
In the year-to-date period, FTVNX achieves a -0.12% return, which is significantly lower than HWMIX's 6.74% return.
FTVNX
- 1D
- 1.71%
- 1M
- -5.75%
- YTD
- -0.12%
- 6M
- -1.08%
- 1Y
- 0.39%
- 3Y*
- 7.37%
- 5Y*
- 4.87%
- 10Y*
- —
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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FTVNX vs. HWMIX - Expense Ratio Comparison
FTVNX has a 1.31% expense ratio, which is higher than HWMIX's 1.01% expense ratio.
Return for Risk
FTVNX vs. HWMIX — Risk / Return Rank
FTVNX
HWMIX
FTVNX vs. HWMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) 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.
| FTVNX | HWMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.93 | -0.91 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.41 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.35 | -1.27 |
Martin ratioReturn relative to average drawdown | 0.19 | 5.49 | -5.30 |
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
| FTVNX | HWMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.93 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.44 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.47 | -0.15 |
Correlation
The correlation between FTVNX and HWMIX is 0.89, 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
FTVNX vs. HWMIX - Dividend Comparison
FTVNX's dividend yield for the trailing twelve months is around 1.60%, more than HWMIX's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTVNX Fuller & Thaler Behavioral Mid-Cap Value Fund | 1.60% | 1.59% | 1.08% | 1.31% | 2.13% | 1.41% | 0.14% | 1.03% | 0.51% | 0.00% | 0.00% | 0.00% |
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
FTVNX vs. HWMIX - Drawdown Comparison
The maximum FTVNX drawdown since its inception was -42.81%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for FTVNX and HWMIX.
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Drawdown Indicators
| FTVNX | HWMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -69.84% | +27.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -16.87% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.46% | -25.90% | +5.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.21% | — |
Current DrawdownCurrent decline from peak | -8.13% | -3.32% | -4.81% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -10.89% | +4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 4.15% | +1.92% |
Volatility
FTVNX vs. HWMIX - Volatility Comparison
Fuller & Thaler Behavioral Mid-Cap Value Fund (FTVNX) has a higher volatility of 4.58% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 4.30%. This indicates that FTVNX'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
| FTVNX | HWMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.30% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 12.42% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 23.86% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 22.34% | -4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 25.62% | -3.85% |