HWCIX vs. HWLIX
Compare and contrast key facts about Hotchkis & Wiley Diversified Value Fund (HWCIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX).
HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004. HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987.
Performance
HWCIX vs. HWLIX - Performance Comparison
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HWCIX vs. HWLIX - 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% |
HWLIX Hotchkis & Wiley Large Cap Value Fund | -1.49% | 18.06% | 12.80% | 16.92% | -5.31% | 28.86% | -0.29% | 29.16% | -14.26% | 18.85% |
Returns By Period
In the year-to-date period, HWCIX achieves a -1.63% return, which is significantly lower than HWLIX's -1.49% return. Over the past 10 years, HWCIX has outperformed HWLIX with an annualized return of 11.92%, while HWLIX has yielded a comparatively lower 11.28% 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%
HWLIX
- 1D
- -0.09%
- 1M
- -4.93%
- YTD
- -1.49%
- 6M
- 2.87%
- 1Y
- 13.45%
- 3Y*
- 14.33%
- 5Y*
- 9.60%
- 10Y*
- 11.28%
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HWCIX vs. HWLIX - Expense Ratio Comparison
HWCIX has a 0.80% expense ratio, which is lower than HWLIX's 0.95% expense ratio.
Return for Risk
HWCIX vs. HWLIX — Risk / Return Rank
HWCIX
HWLIX
HWCIX vs. HWLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Diversified Value Fund (HWCIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX). 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 | HWLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.78 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.19 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.92 | -0.01 |
Martin ratioReturn relative to average drawdown | 3.99 | 3.99 | 0.00 |
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 | HWLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.78 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.53 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.52 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.43 | -0.05 |
Correlation
The correlation between HWCIX and HWLIX is 0.99, 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. HWLIX - Dividend Comparison
HWCIX's dividend yield for the trailing twelve months is around 11.33%, more than HWLIX's 8.24% 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% |
HWLIX Hotchkis & Wiley Large Cap Value Fund | 8.24% | 8.12% | 11.29% | 11.12% | 8.48% | 0.86% | 1.65% | 1.62% | 3.55% | 1.67% | 1.94% | 1.59% |
Drawdowns
HWCIX vs. HWLIX - Drawdown Comparison
The maximum HWCIX drawdown since its inception was -69.74%, roughly equal to the maximum HWLIX drawdown of -70.48%. Use the drawdown chart below to compare losses from any high point for HWCIX and HWLIX.
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Drawdown Indicators
| HWCIX | HWLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.74% | -70.48% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -13.97% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | -24.69% | +1.07% |
Max Drawdown (10Y)Largest decline over 10 years | -47.31% | -46.72% | -0.59% |
Current DrawdownCurrent decline from peak | -6.04% | -5.94% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -10.57% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.22% | -0.16% |
Volatility
HWCIX vs. HWLIX - Volatility Comparison
Hotchkis & Wiley Diversified Value Fund (HWCIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX) have volatilities of 3.56% and 3.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWCIX | HWLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.54% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 9.92% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 18.75% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 18.26% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 21.59% | +0.08% |