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HWAIX vs. SWLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWAIX vs. SWLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley Value Opportunities Fund (HWAIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). The values are adjusted to include any dividend payments, if applicable.

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HWAIX vs. SWLVX - 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%1.45%
SWLVX
Schwab U.S. Large-Cap Value Index Fund
-0.06%15.87%14.36%11.45%-7.61%25.15%2.64%26.49%-8.39%0.30%

Returns By Period

In the year-to-date period, HWAIX achieves a -1.57% return, which is significantly lower than SWLVX's -0.06% 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%

SWLVX

1D
-0.37%
1M
-6.82%
YTD
-0.06%
6M
3.73%
1Y
13.42%
3Y*
13.48%
5Y*
8.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWAIX vs. SWLVX - Expense Ratio Comparison

HWAIX has a 0.94% expense ratio, which is higher than SWLVX's 0.04% expense ratio.


Return for Risk

HWAIX vs. SWLVX — 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

SWLVX
SWLVX Risk / Return Rank: 5050
Overall Rank
SWLVX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SWLVX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SWLVX Omega Ratio Rank: 5252
Omega Ratio Rank
SWLVX Calmar Ratio Rank: 4444
Calmar Ratio Rank
SWLVX Martin Ratio Rank: 5454
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. SWLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Value Opportunities Fund (HWAIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.


HWAIXSWLVXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.93

-0.35

Sortino ratio

Return per unit of downside risk

0.91

1.36

-0.45

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.66

1.10

-0.44

Martin ratio

Return relative to average drawdown

2.84

5.22

-2.38

HWAIX vs. SWLVX - Sharpe Ratio Comparison

The current HWAIX Sharpe Ratio is 0.58, which is lower than the SWLVX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of HWAIX and SWLVX, 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


HWAIXSWLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.93

-0.35

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

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.48

+0.08

Correlation

The correlation between HWAIX and SWLVX is 0.89, 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. SWLVX - Dividend Comparison

HWAIX's dividend yield for the trailing twelve months is around 3.75%, more than SWLVX's 2.02% 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%
SWLVX
Schwab U.S. Large-Cap Value Index Fund
2.02%2.02%2.75%2.56%2.29%4.86%2.00%4.35%1.87%0.00%0.00%0.00%

Drawdowns

HWAIX vs. SWLVX - Drawdown Comparison

The maximum HWAIX drawdown since its inception was -41.28%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for HWAIX and SWLVX.


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Drawdown Indicators


HWAIXSWLVXDifference

Max Drawdown

Largest peak-to-trough decline

-41.28%

-38.34%

-2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-11.82%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

-19.05%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.28%

Current Drawdown

Current decline from peak

-5.20%

-6.82%

+1.62%

Average Drawdown

Average peak-to-trough decline

-5.68%

-4.93%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.49%

+0.58%

Volatility

HWAIX vs. SWLVX - Volatility Comparison

The current volatility for Hotchkis & Wiley Value Opportunities Fund (HWAIX) is 3.38%, while Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a volatility of 3.72%. This indicates that HWAIX experiences smaller price fluctuations and is considered to be less risky than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWAIXSWLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.72%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

8.03%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

15.63%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

14.82%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.47%

18.66%

+0.81%