HWCIX vs. HWGIX
Compare and contrast key facts about Hotchkis & Wiley Diversified Value Fund (HWCIX) and Hotchkis & Wiley Global Value Fund (HWGIX).
HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004. HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012.
Performance
HWCIX vs. HWGIX - Performance Comparison
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HWCIX vs. HWGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HWGIX Hotchkis & Wiley Global Value Fund | -5.10% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | -0.59% | 24.57% | -16.08% | 16.73% |
Returns By Period
In the year-to-date period, HWCIX achieves a -1.63% return, which is significantly higher than HWGIX's -5.10% return. Over the past 10 years, HWCIX has outperformed HWGIX with an annualized return of 11.92%, while HWGIX has yielded a comparatively lower 9.88% 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%
HWGIX
- 1D
- 0.13%
- 1M
- -8.99%
- YTD
- -5.10%
- 6M
- -1.50%
- 1Y
- 10.85%
- 3Y*
- 15.40%
- 5Y*
- 9.68%
- 10Y*
- 9.88%
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HWCIX vs. HWGIX - Expense Ratio Comparison
HWCIX has a 0.80% expense ratio, which is lower than HWGIX's 0.95% expense ratio.
Return for Risk
HWCIX vs. HWGIX — Risk / Return Rank
HWCIX
HWGIX
HWCIX vs. HWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Diversified Value Fund (HWCIX) and Hotchkis & Wiley Global Value Fund (HWGIX). 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.
| HWCIX | HWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.64 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.00 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.75 | +0.16 |
Martin ratioReturn relative to average drawdown | 3.99 | 2.97 | +1.02 |
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
| HWCIX | HWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.64 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.55 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.48 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.49 | -0.12 |
Correlation
The correlation between HWCIX and HWGIX 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
HWCIX vs. HWGIX - Dividend Comparison
HWCIX's dividend yield for the trailing twelve months is around 11.33%, more than HWGIX's 10.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HWGIX Hotchkis & Wiley Global Value Fund | 10.15% | 9.63% | 15.10% | 11.01% | 3.92% | 0.68% | 1.49% | 2.56% | 10.34% | 5.50% | 0.80% | 7.06% |
Drawdowns
HWCIX vs. HWGIX - Drawdown Comparison
The maximum HWCIX drawdown since its inception was -69.74%, which is greater than HWGIX's maximum drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for HWCIX and HWGIX.
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Drawdown Indicators
| HWCIX | HWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.74% | -46.71% | -23.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -12.32% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | -28.63% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -47.31% | -46.71% | -0.60% |
Current DrawdownCurrent decline from peak | -6.04% | -9.71% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -6.75% | -5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.12% | -0.06% |
Volatility
HWCIX vs. HWGIX - Volatility Comparison
The current volatility for Hotchkis & Wiley Diversified Value Fund (HWCIX) is 3.56%, while Hotchkis & Wiley Global Value Fund (HWGIX) has a volatility of 4.58%. This indicates that HWCIX experiences smaller price fluctuations and is considered to be less risky than HWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWCIX | HWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.58% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 9.42% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 16.92% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 17.53% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 20.71% | +0.96% |