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HWAIX vs. HWCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWAIX vs. HWCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley Value Opportunities Fund (HWAIX) and Hotchkis & Wiley Diversified Value Fund (HWCIX). The values are adjusted to include any dividend payments, if applicable.

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HWAIX vs. HWCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HWCIX
Hotchkis & Wiley Diversified Value Fund
-1.63%17.09%12.80%19.01%-4.35%32.46%0.42%29.30%-14.74%18.37%

Returns By Period

The year-to-date returns for both stocks are quite close, with HWAIX having a -1.57% return and HWCIX slightly lower at -1.63%. Both investments have delivered pretty close results over the past 10 years, with HWAIX having a 12.42% annualized return and HWCIX not far behind at 11.92%.


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%

HWCIX

1D
-0.14%
1M
-5.08%
YTD
-1.63%
6M
2.80%
1Y
13.08%
3Y*
14.33%
5Y*
10.38%
10Y*
11.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWAIX vs. HWCIX - Expense Ratio Comparison

HWAIX has a 0.94% expense ratio, which is higher than HWCIX's 0.80% expense ratio.


Return for Risk

HWAIX vs. HWCIX — Risk / Return Rank

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

HWAIX
HWAIX Risk / Return Rank: 2424
Overall Rank
HWAIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HWAIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
HWAIX Omega Ratio Rank: 2424
Omega Ratio Rank
HWAIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
HWAIX Martin Ratio Rank: 2626
Martin Ratio Rank

HWCIX
HWCIX Risk / Return Rank: 3434
Overall Rank
HWCIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HWCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
HWCIX Omega Ratio Rank: 3535
Omega Ratio Rank
HWCIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWCIX Martin Ratio Rank: 3838
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.

HWAIX vs. HWCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Value Opportunities Fund (HWAIX) and Hotchkis & Wiley Diversified Value Fund (HWCIX). 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.


HWAIXHWCIXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.76

-0.18

Sortino ratio

Return per unit of downside risk

0.91

1.16

-0.26

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

0.66

0.91

-0.25

Martin ratio

Return relative to average drawdown

2.84

3.99

-1.16

HWAIX vs. HWCIX - Sharpe Ratio Comparison

The current HWAIX Sharpe Ratio is 0.58, which is comparable to the HWCIX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HWAIX and HWCIX, 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


HWAIXHWCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.76

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.57

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.55

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.38

+0.19

Correlation

The correlation between HWAIX and HWCIX is 0.95, 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. HWCIX - Dividend Comparison

HWAIX's dividend yield for the trailing twelve months is around 3.75%, less than HWCIX's 11.33% yield.


TTM20252024202320222021202020192018201720162015
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%
HWCIX
Hotchkis & Wiley Diversified Value Fund
11.33%11.15%13.85%1.56%1.12%1.10%1.99%1.82%1.62%1.82%5.17%1.49%

Drawdowns

HWAIX vs. HWCIX - Drawdown Comparison

The maximum HWAIX drawdown since its inception was -41.28%, smaller than the maximum HWCIX drawdown of -69.74%. Use the drawdown chart below to compare losses from any high point for HWAIX and HWCIX.


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Drawdown Indicators


HWAIXHWCIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.28%

-69.74%

+28.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-13.41%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

-23.62%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.28%

-47.31%

+6.03%

Current Drawdown

Current decline from peak

-5.20%

-6.04%

+0.84%

Average Drawdown

Average peak-to-trough decline

-5.68%

-12.44%

+6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.06%

+0.01%

Volatility

HWAIX vs. HWCIX - Volatility Comparison

The current volatility for Hotchkis & Wiley Value Opportunities Fund (HWAIX) is 3.38%, while Hotchkis & Wiley Diversified Value Fund (HWCIX) has a volatility of 3.56%. This indicates that HWAIX experiences smaller price fluctuations and is considered to be less risky than HWCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWAIXHWCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.56%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

9.78%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

18.55%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

18.20%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.47%

21.67%

-2.20%