HWAIX vs. PSECX
Compare and contrast key facts about Hotchkis & Wiley Value Opportunities Fund (HWAIX) and 1789 Growth and Income Fund (PSECX).
HWAIX is managed by Hotchkis & Wiley. It was launched on Dec 31, 2002. PSECX is managed by Pinnacle Capital Management. It was launched on Jan 21, 2011.
Performance
HWAIX vs. PSECX - Performance Comparison
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HWAIX vs. PSECX - 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% |
PSECX 1789 Growth and Income Fund | -2.01% | 8.04% | 14.49% | 10.64% | -10.66% | 25.43% | 0.78% | 23.99% | -5.18% | 5.16% |
Returns By Period
In the year-to-date period, HWAIX achieves a -1.57% return, which is significantly higher than PSECX's -2.01% return. Over the past 10 years, HWAIX has outperformed PSECX with an annualized return of 12.42%, while PSECX has yielded a comparatively lower 6.86% 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%
PSECX
- 1D
- -0.05%
- 1M
- -7.25%
- YTD
- -2.01%
- 6M
- -3.71%
- 1Y
- 6.71%
- 3Y*
- 9.78%
- 5Y*
- 7.18%
- 10Y*
- 6.86%
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HWAIX vs. PSECX - Expense Ratio Comparison
HWAIX has a 0.94% expense ratio, which is lower than PSECX's 2.02% expense ratio.
Return for Risk
HWAIX vs. PSECX — Risk / Return Rank
HWAIX
PSECX
HWAIX vs. PSECX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Value Opportunities Fund (HWAIX) and 1789 Growth and Income Fund (PSECX). 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 | PSECX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.59 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.91 | 0.93 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 0.82 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.84 | 3.31 | -0.47 |
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 | PSECX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.59 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.61 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.52 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.53 | +0.03 |
Correlation
The correlation between HWAIX and PSECX is 0.75, 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. PSECX - Dividend Comparison
HWAIX's dividend yield for the trailing twelve months is around 3.75%, more than PSECX's 0.87% 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% |
PSECX 1789 Growth and Income Fund | 0.87% | 0.85% | 3.88% | 2.71% | 4.60% | 1.53% | 0.27% | 1.16% | 6.78% | 0.59% | 0.31% | 5.12% |
Drawdowns
HWAIX vs. PSECX - Drawdown Comparison
The maximum HWAIX drawdown since its inception was -41.28%, which is greater than PSECX's maximum drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for HWAIX and PSECX.
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Drawdown Indicators
| HWAIX | PSECX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.28% | -31.13% | -10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -8.36% | -4.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.87% | -18.47% | -5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -41.28% | -31.13% | -10.15% |
Current DrawdownCurrent decline from peak | -5.20% | -7.44% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -3.90% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.07% | +1.00% |
Volatility
HWAIX vs. PSECX - Volatility Comparison
Hotchkis & Wiley Value Opportunities Fund (HWAIX) has a higher volatility of 3.38% compared to 1789 Growth and Income Fund (PSECX) at 3.06%. This indicates that HWAIX's price experiences larger fluctuations and is considered to be riskier than PSECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWAIX | PSECX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.06% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 7.60% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 13.13% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 11.90% | +6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 13.17% | +6.30% |