HSMYX vs. HWSIX
HSMYX (Hartford Small Cap Value Fund) and HWSIX (Hotchkis & Wiley Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, HSMYX returned 10.94%/yr vs 11.19%/yr for HWSIX. Their correlation of 0.91 means they have usually moved in the same direction. HSMYX charges 0.85%/yr vs 1.06%/yr for HWSIX.
Performance
HSMYX vs. HWSIX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with HSMYX having a 25.46% return and HWSIX slightly higher at 26.67%. Both investments have delivered pretty close results over the past 10 years, with HSMYX having a 10.94% annualized return and HWSIX not far ahead at 11.19%.
HSMYX
- 1D
- 2.07%
- 1M
- 2.26%
- 6M
- 17.91%
- YTD
- 25.46%
- 1Y
- 36.96%
- 3Y*
- 15.20%
- 5Y*
- 9.03%
- 10Y*
- 10.94%
- ALL TIME*
- 8.65%
HWSIX
- 1D
- 0.86%
- 1M
- 7.50%
- 6M
- 18.30%
- YTD
- 26.67%
- 1Y
- 31.73%
- 3Y*
- 12.68%
- 5Y*
- 12.85%
- 10Y*
- 11.19%
- ALL TIME*
- 9.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HSMYX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | 25.46% | 2.45% | 11.99% | 17.29% | -12.02% | 31.98% | 4.41% | 28.25% | -10.65% | 10.04% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 26.67% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Correlation
The correlation between HSMYX and HWSIX is 0.81, 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. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2004 | 0.91 |
The correlation between HSMYX and HWSIX has been stable across timeframes, ranging from 0.81 to 0.91 - 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
HSMYX vs. HWSIX — Risk / Return Rank
HSMYX
HWSIX
HSMYX vs. HWSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Value Fund (HSMYX) 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.
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.
| HSMYX | HWSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.35 | +0.23 |
| Martin ratioReturn relative to average drawdown | 10.74 | 11.34 | -0.59 |
Loading charts...
Drawdowns
HSMYX vs. HWSIX - Drawdown Comparison
The maximum HSMYX drawdown since its inception was -60.81%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for HSMYX and HWSIX.
Loading charts...
Drawdown Indicators
| HSMYX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.81% | -72.00% | +11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -10.01% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -27.70% | -26.92% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -26.92% | -0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -46.51% | -53.67% | +7.16% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -12.03% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 2.95% | +0.79% |
Volatility
HSMYX vs. HWSIX - Volatility Comparison
Hartford Small Cap Value Fund (HSMYX) has a higher volatility of 4.46% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 2.98%. This indicates that HSMYX'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.
Loading charts...
Volatility by Period
| HSMYX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 2.98% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 10.43% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 16.26% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 21.22% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.72% | 24.52% | -0.80% |
HSMYX vs. HWSIX - Expense Ratio Comparison
HSMYX has a 0.85% expense ratio, which is lower than HWSIX's 1.06% expense ratio.
Dividends
HSMYX vs. HWSIX - Dividend Comparison
HSMYX's dividend yield for the trailing twelve months is around 5.33%, more than HWSIX's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | 5.33% | 6.68% | 2.91% | 3.35% | 9.64% | 6.82% | 1.27% | 12.08% | 36.32% | 5.07% | 1.16% | 6.70% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.80% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Frequently Asked Questions
HSMYX and HWSIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSMYX has higher volatility (4.46%) compared to HWSIX (2.98%). In terms of maximum drawdown, HSMYX dropped -60.81% vs HWSIX's -72.00%.
HSMYX currently has the higher Sharpe Ratio (2.23 vs 2.06), 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 HSMYX and HWSIX
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