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HRTVX vs. HWSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRTVX vs. HWSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Heartland Value Fund (HRTVX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). The values are adjusted to include any dividend payments, if applicable.

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HRTVX vs. HWSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HRTVX
Heartland Value Fund
4.83%15.94%15.76%17.15%-10.04%21.86%13.12%17.93%-12.10%8.45%
HWSIX
Hotchkis & Wiley Small Cap Value Fund
7.19%1.60%5.00%18.85%2.97%35.54%-0.31%20.54%-15.03%7.66%

Returns By Period

In the year-to-date period, HRTVX achieves a 4.83% return, which is significantly lower than HWSIX's 7.19% return. Over the past 10 years, HRTVX has outperformed HWSIX with an annualized return of 10.76%, while HWSIX has yielded a comparatively lower 10.01% annualized return.


HRTVX

1D
-0.76%
1M
-7.56%
YTD
4.83%
6M
7.51%
1Y
28.78%
3Y*
17.06%
5Y*
9.91%
10Y*
10.76%

HWSIX

1D
-0.30%
1M
-0.11%
YTD
7.19%
6M
5.71%
1Y
16.85%
3Y*
9.76%
5Y*
9.23%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRTVX vs. HWSIX - Expense Ratio Comparison

HRTVX has a 1.04% expense ratio, which is lower than HWSIX's 1.06% expense ratio.


Return for Risk

HRTVX vs. HWSIX — Risk / Return Rank

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

HRTVX
HRTVX Risk / Return Rank: 7878
Overall Rank
HRTVX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HRTVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
HRTVX Omega Ratio Rank: 7373
Omega Ratio Rank
HRTVX Calmar Ratio Rank: 8181
Calmar Ratio Rank
HRTVX Martin Ratio Rank: 7777
Martin Ratio Rank

HWSIX
HWSIX Risk / Return Rank: 3232
Overall Rank
HWSIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HWSIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HWSIX Omega Ratio Rank: 3333
Omega Ratio Rank
HWSIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWSIX Martin Ratio Rank: 3232
Martin Ratio Rank
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.

HRTVX vs. HWSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Heartland Value Fund (HRTVX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). 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.


HRTVXHWSIXDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.73

+0.68

Sortino ratio

Return per unit of downside risk

2.04

1.16

+0.87

Omega ratio

Gain probability vs. loss probability

1.27

1.16

+0.11

Calmar ratio

Return relative to maximum drawdown

1.95

0.92

+1.03

Martin ratio

Return relative to average drawdown

7.49

3.44

+4.05

HRTVX vs. HWSIX - Sharpe Ratio Comparison

The current HRTVX Sharpe Ratio is 1.41, which is higher than the HWSIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of HRTVX and HWSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HRTVXHWSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.73

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.43

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.41

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.44

+0.13

Correlation

The correlation between HRTVX and HWSIX is 0.79, 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

HRTVX vs. HWSIX - Dividend Comparison

HRTVX's dividend yield for the trailing twelve months is around 8.86%, more than HWSIX's 0.94% yield.


TTM20252024202320222021202020192018201720162015
HRTVX
Heartland Value Fund
8.86%9.29%8.91%5.65%3.01%13.50%0.76%3.12%7.26%6.43%3.56%8.25%
HWSIX
Hotchkis & Wiley Small Cap Value Fund
0.94%1.01%8.35%1.90%13.44%0.36%0.80%4.89%9.84%5.07%0.41%11.78%

Drawdowns

HRTVX vs. HWSIX - Drawdown Comparison

The maximum HRTVX drawdown since its inception was -61.68%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for HRTVX and HWSIX.


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Drawdown Indicators


HRTVXHWSIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.68%

-72.00%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-16.44%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-26.92%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-46.31%

-53.67%

+7.36%

Current Drawdown

Current decline from peak

-8.12%

-2.75%

-5.37%

Average Drawdown

Average peak-to-trough decline

-9.07%

-12.12%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

4.42%

-0.90%

Volatility

HRTVX vs. HWSIX - Volatility Comparison

Heartland Value Fund (HRTVX) has a higher volatility of 5.53% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.15%. This indicates that HRTVX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRTVXHWSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

4.15%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

12.90%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

20.52%

23.97%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.51%

21.70%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

24.67%

-3.66%