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HWCIX vs. HWNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HWCIX vs. HWNIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HWCIX achieves a 12.22% return, which is significantly lower than HWNIX's 17.98% return. Over the past 10 years, HWCIX has outperformed HWNIX with an annualized return of 13.02%, while HWNIX has yielded a comparatively lower 11.69% annualized return.


HWCIX

1D
-0.94%
1M
3.76%
6M
10.42%
YTD
12.22%
1Y
27.56%
3Y*
15.61%
5Y*
12.35%
10Y*
13.02%
ALL TIME*
9.01%

HWNIX

1D
1.86%
1M
3.35%
6M
12.22%
YTD
17.98%
1Y
34.70%
3Y*
22.36%
5Y*
16.55%
10Y*
11.69%
ALL TIME*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HWCIX vs. HWNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWCIX
Hotchkis & Wiley Diversified Value Fund
12.22%17.09%12.80%19.01%-4.35%32.46%0.42%29.30%-14.74%18.37%
HWNIX
Hotchkis & Wiley International Value Fund
17.98%41.40%5.92%22.98%-5.40%18.12%-2.36%20.53%-18.77%18.13%

Correlation

The correlation between HWCIX and HWNIX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.59

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.80

Over the past year, the correlation between HWCIX and HWNIX has dropped to 0.59 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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Return for Risk

HWCIX vs. HWNIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HWCIX
HWCIX Risk / Return Rank: 8282
Overall Rank
HWCIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HWCIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
HWCIX Omega Ratio Rank: 7575
Omega Ratio Rank
HWCIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
HWCIX Martin Ratio Rank: 8989
Martin Ratio Rank

HWNIX
HWNIX Risk / Return Rank: 8585
Overall Rank
HWNIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HWNIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
HWNIX Omega Ratio Rank: 8383
Omega Ratio Rank
HWNIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
HWNIX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HWCIX vs. HWNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Diversified Value Fund (HWCIX) and Hotchkis & Wiley International Value Fund (HWNIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HWCIXHWNIXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

3.86

2.81

+1.05

Martin ratioReturn relative to average drawdown

12.03

10.99

+1.04

HWCIX vs. HWNIX - Sharpe Ratio Comparison

The current HWCIX Sharpe Ratio is 1.86, which is comparable to the HWNIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HWCIX and HWNIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HWCIX vs. HWNIX - Drawdown Comparison

The maximum HWCIX drawdown since its inception was -69.74%, which is greater than HWNIX's maximum drawdown of -48.97%. Use the drawdown chart below to compare losses from any high point for HWCIX and HWNIX.


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Drawdown Indicators


HWCIXHWNIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.74%

-48.97%

-20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-11.63%

+5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.52%

-14.93%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

-29.23%

+5.61%

Max Drawdown (10Y)

Largest decline over 10 years

-47.31%

-48.97%

+1.66%

Current Drawdown

Current decline from peak

-0.94%

0.00%

-0.94%

Average Drawdown

Average peak-to-trough decline

-12.27%

-7.89%

-4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.97%

-0.93%

Volatility

HWCIX vs. HWNIX - Volatility Comparison

Hotchkis & Wiley Diversified Value Fund (HWCIX) has a higher volatility of 4.46% compared to Hotchkis & Wiley International Value Fund (HWNIX) at 3.85%. This indicates that HWCIX's price experiences larger fluctuations and is considered to be riskier than HWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWCIXHWNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

3.85%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

12.30%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

14.82%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

17.73%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

19.63%

+1.84%

HWCIX vs. HWNIX - Expense Ratio Comparison

HWCIX has a 0.80% expense ratio, which is lower than HWNIX's 0.95% expense ratio.


Dividends

HWCIX vs. HWNIX - Dividend Comparison

HWCIX's dividend yield for the trailing twelve months is around 9.93%, less than HWNIX's 23.67% yield.


PositionTTM20252024202320222021202020192018201720162015
HWCIX
Hotchkis & Wiley Diversified Value Fund
9.93%11.15%13.85%1.56%1.12%1.10%1.99%1.82%1.62%1.82%5.17%1.49%
HWNIX
Hotchkis & Wiley International Value Fund
23.67%16.90%13.76%8.40%3.20%1.46%1.21%3.77%7.96%5.89%3.90%0.00%

Frequently Asked Questions


HWCIX and HWNIX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HWCIX has higher volatility (4.46%) compared to HWNIX (3.85%). In terms of maximum drawdown, HWCIX dropped -69.74% vs HWNIX's -48.97%.

HWNIX currently has the higher Sharpe Ratio (2.21 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HWCIX and HWNIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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