HWAIX vs. EFV
Compare and contrast key facts about Hotchkis & Wiley Value Opportunities Fund (HWAIX) and iShares MSCI EAFE Value ETF (EFV).
HWAIX is managed by Hotchkis & Wiley. It was launched on Dec 31, 2002. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005.
Performance
HWAIX vs. EFV - Performance Comparison
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HWAIX vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWAIX Hotchkis & Wiley Value Opportunities Fund | -1.57% | 14.56% | 11.59% | 26.74% | -7.88% | 34.33% | 5.35% | 25.62% | -11.01% | 13.82% |
EFV iShares MSCI EAFE Value ETF | 4.12% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Returns By Period
In the year-to-date period, HWAIX achieves a -1.57% return, which is significantly lower than EFV's 4.12% return. Over the past 10 years, HWAIX has outperformed EFV with an annualized return of 12.42%, while EFV has yielded a comparatively lower 9.63% annualized return.
HWAIX
- 1D
- 0.30%
- 1M
- -2.29%
- YTD
- -1.57%
- 6M
- -1.32%
- 1Y
- 10.25%
- 3Y*
- 13.90%
- 5Y*
- 10.52%
- 10Y*
- 12.42%
EFV
- 1D
- 2.75%
- 1M
- -6.78%
- YTD
- 4.12%
- 6M
- 12.10%
- 1Y
- 31.82%
- 3Y*
- 20.57%
- 5Y*
- 12.40%
- 10Y*
- 9.63%
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HWAIX vs. EFV - Expense Ratio Comparison
HWAIX has a 0.94% expense ratio, which is higher than EFV's 0.39% expense ratio.
Return for Risk
HWAIX vs. EFV — Risk / Return Rank
HWAIX
EFV
HWAIX vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Value Opportunities Fund (HWAIX) and iShares MSCI EAFE Value ETF (EFV). 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.
| HWAIX | EFV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.89 | -1.31 |
Sortino ratioReturn per unit of downside risk | 0.91 | 2.54 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.38 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 2.71 | -2.05 |
Martin ratioReturn relative to average drawdown | 2.84 | 10.58 | -7.74 |
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
| HWAIX | EFV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.89 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.79 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.54 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.26 | +0.31 |
Correlation
The correlation between HWAIX and EFV is 0.77, 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
HWAIX vs. EFV - Dividend Comparison
HWAIX's dividend yield for the trailing twelve months is around 3.75%, less than EFV's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWAIX Hotchkis & Wiley Value Opportunities Fund | 3.75% | 3.69% | 10.07% | 8.39% | 2.54% | 13.72% | 2.52% | 2.35% | 11.39% | 3.19% | 2.22% | 17.20% |
EFV iShares MSCI EAFE Value ETF | 4.00% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Drawdowns
HWAIX vs. EFV - Drawdown Comparison
The maximum HWAIX drawdown since its inception was -41.28%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for HWAIX and EFV.
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Drawdown Indicators
| HWAIX | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.28% | -63.94% | +22.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -11.29% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.87% | -25.84% | +1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.28% | -43.16% | +1.88% |
Current DrawdownCurrent decline from peak | -5.20% | -6.99% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -14.93% | +9.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.90% | +0.17% |
Volatility
HWAIX vs. EFV - Volatility Comparison
The current volatility for Hotchkis & Wiley Value Opportunities Fund (HWAIX) is 3.38%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 7.24%. This indicates that HWAIX experiences smaller price fluctuations and is considered to be less risky than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWAIX | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 7.24% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 10.47% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 16.95% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 15.85% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 17.87% | +1.60% |