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HWCIX vs. HDCTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWCIX vs. HDCTX - Performance Comparison

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

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HWCIX vs. HDCTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HDCTX
Rational Equity Armor Fund
-2.29%12.64%16.85%2.95%-10.68%14.52%15.85%11.32%-11.94%-1.99%

Returns By Period

In the year-to-date period, HWCIX achieves a -1.63% return, which is significantly higher than HDCTX's -2.29% return. Over the past 10 years, HWCIX has outperformed HDCTX with an annualized return of 11.92%, while HDCTX has yielded a comparatively lower 4.36% annualized return.


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%

HDCTX

1D
-0.54%
1M
-4.07%
YTD
-2.29%
6M
-2.29%
1Y
12.17%
3Y*
10.69%
5Y*
5.11%
10Y*
4.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWCIX vs. HDCTX - Expense Ratio Comparison

HWCIX has a 0.80% expense ratio, which is lower than HDCTX's 1.17% expense ratio.


Return for Risk

HWCIX vs. HDCTX — Risk / Return Rank

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

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

HDCTX
HDCTX Risk / Return Rank: 5959
Overall Rank
HDCTX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HDCTX Sortino Ratio Rank: 6565
Sortino Ratio Rank
HDCTX Omega Ratio Rank: 5555
Omega Ratio Rank
HDCTX Calmar Ratio Rank: 7070
Calmar Ratio Rank
HDCTX Martin Ratio Rank: 4343
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.

HWCIX vs. HDCTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Diversified Value Fund (HWCIX) and Rational Equity Armor Fund (HDCTX). 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.


HWCIXHDCTXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.14

-0.39

Sortino ratio

Return per unit of downside risk

1.16

1.66

-0.50

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

0.91

1.63

-0.72

Martin ratio

Return relative to average drawdown

3.99

4.43

-0.43

HWCIX vs. HDCTX - Sharpe Ratio Comparison

The current HWCIX Sharpe Ratio is 0.76, which is lower than the HDCTX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of HWCIX and HDCTX, 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


HWCIXHDCTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.14

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.49

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.38

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.36

+0.01

Correlation

The correlation between HWCIX and HDCTX is 0.80, 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

HWCIX vs. HDCTX - Dividend Comparison

HWCIX's dividend yield for the trailing twelve months is around 11.33%, more than HDCTX's 0.12% yield.


TTM20252024202320222021202020192018201720162015
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%
HDCTX
Rational Equity Armor Fund
0.12%0.00%0.00%0.17%0.78%1.21%1.10%5.37%7.86%5.60%3.28%15.32%

Drawdowns

HWCIX vs. HDCTX - Drawdown Comparison

The maximum HWCIX drawdown since its inception was -69.74%, which is greater than HDCTX's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for HWCIX and HDCTX.


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Drawdown Indicators


HWCIXHDCTXDifference

Max Drawdown

Largest peak-to-trough decline

-69.74%

-59.05%

-10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-6.95%

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

-18.22%

-5.40%

Max Drawdown (10Y)

Largest decline over 10 years

-47.31%

-19.43%

-27.88%

Current Drawdown

Current decline from peak

-6.04%

-6.95%

+0.91%

Average Drawdown

Average peak-to-trough decline

-12.44%

-6.45%

-5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.56%

+0.50%

Volatility

HWCIX vs. HDCTX - Volatility Comparison

Hotchkis & Wiley Diversified Value Fund (HWCIX) has a higher volatility of 3.56% compared to Rational Equity Armor Fund (HDCTX) at 1.82%. This indicates that HWCIX's price experiences larger fluctuations and is considered to be riskier than HDCTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWCIXHDCTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

1.82%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

6.23%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.55%

11.05%

+7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.20%

10.49%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

11.44%

+10.23%