GISOX vs. HWTIX

Last updated Apr 1, 2026

Compare and contrast key facts about Grandeur Peak International Stalwarts Fund (GISOX) and Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX).

GISOX is managed by Grandeur Peak Funds. It was launched on Aug 31, 2015. HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020.

Performance

GISOX vs. HWTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak International Stalwarts Fund (GISOX) and Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX). The values are adjusted to include any dividend payments, if applicable.

GISOX vs. HWTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GISOX Grandeur Peak International Stalwarts Fund	-4.04%	9.82%	-10.00%	14.58%	-37.61%	24.41%	31.36%
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund	-2.04%	30.96%	4.62%	20.79%	-8.67%	16.22%	34.26%

Returns By Period

In the year-to-date period, GISOX achieves a -4.04% return, which is significantly lower than HWTIX's -2.04% return.

GISOX

• 1D: -0.35%
• 1M: -9.25%
• YTD: -4.04%
• 6M: -3.60%
• 1Y: 10.46%
• 3Y*: 1.48%
• 5Y*: -3.52%
• 10Y*: 5.95%

HWTIX

• 1D: -0.35%
• 1M: -10.75%
• YTD: -2.04%
• 6M: -0.02%
• 1Y: 21.96%
• 3Y*: 14.94%
• 5Y*: 9.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GISOX vs. HWTIX - Expense Ratio Comparison

GISOX has a 1.15% expense ratio, which is higher than HWTIX's 0.99% expense ratio.

GISOX

Grandeur Peak International Stalwarts Fund

HWTIX

Hotchkis & Wiley International Small Cap Diversified Value Fund

Return for Risk

GISOX vs. HWTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GISOX

GISOX Risk / Return Rank: 18
GISOX Sharpe Ratio Rank: 18
GISOX Sortino Ratio Rank: 18
GISOX Omega Ratio Rank: 17
GISOX Calmar Ratio Rank: 20
GISOX Martin Ratio Rank: 15

HWTIX

HWTIX Risk / Return Rank: 72
HWTIX Sharpe Ratio Rank: 76
HWTIX Sortino Ratio Rank: 71
HWTIX Omega Ratio Rank: 72
HWTIX Calmar Ratio Rank: 72
HWTIX Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GISOX vs. HWTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak International Stalwarts Fund (GISOX) and Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX). 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.

	GISOX	HWTIX	Difference
Sharpe ratio Return per unit of total volatility	0.46	1.38	-0.92
Sortino ratio Return per unit of downside risk	0.79	1.80	-1.01
Omega ratio Gain probability vs. loss probability	1.10	1.28	-0.17
Calmar ratio Return relative to maximum drawdown	0.60	1.67	-1.07
Martin ratio Return relative to average drawdown	1.50	6.61	-5.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GISOX vs. HWTIX - Sharpe Ratio Comparison

The current GISOX Sharpe Ratio is 0.46, which is lower than the HWTIX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GISOX and HWTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GISOX	HWTIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	1.38	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	0.42	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.71	-0.38

Correlation

The correlation between GISOX and HWTIX is 0.74, 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

GISOX vs. HWTIX - Dividend Comparison

GISOX's dividend yield for the trailing twelve months is around 0.53%, less than HWTIX's 4.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GISOX Grandeur Peak International Stalwarts Fund	0.53%	0.50%	0.45%	0.54%	0.10%	8.61%	0.21%	0.14%	2.76%	1.38%	0.29%
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund	4.78%	4.68%	31.95%	6.64%	5.32%	22.94%	4.15%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GISOX vs. HWTIX - Drawdown Comparison

The maximum GISOX drawdown since its inception was -47.98%, which is greater than HWTIX's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for GISOX and HWTIX.

Drawdown Indicators

	GISOX	HWTIX	Difference
Max Drawdown Largest peak-to-trough decline	-47.98%	-29.57%	-18.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.42%	-10.87%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	-47.98%	-29.57%	-18.41%
Max Drawdown (10Y) Largest decline over 10 years	-47.98%	—	—
Current Drawdown Current decline from peak	-34.86%	-10.75%	-24.11%
Average Drawdown Average peak-to-trough decline	-17.40%	-6.47%	-10.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	2.98%	+1.19%

Volatility

GISOX vs. HWTIX - Volatility Comparison

Grandeur Peak International Stalwarts Fund (GISOX) has a higher volatility of 7.57% compared to Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) at 5.27%. This indicates that GISOX's price experiences larger fluctuations and is considered to be riskier than HWTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GISOX	HWTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.57%	5.27%	+2.30%
Volatility (6M) Calculated over the trailing 6-month period	11.70%	9.20%	+2.50%
Volatility (1Y) Calculated over the trailing 1-year period	18.22%	14.93%	+3.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.77%	22.86%	-3.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.59%	22.17%	-3.58%