HWCIX vs. HWTIX
Compare and contrast key facts about Hotchkis & Wiley Diversified Value Fund (HWCIX) and Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX).
HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004. HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020.
Performance
HWCIX vs. HWTIX - Performance Comparison
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HWCIX vs. HWTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HWCIX Hotchkis & Wiley Diversified Value Fund | -1.63% | 17.09% | 12.80% | 19.01% | -4.35% | 32.46% | 31.70% |
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | -2.04% | 30.96% | 4.62% | 20.79% | -8.67% | 16.22% | 34.26% |
Returns By Period
In the year-to-date period, HWCIX achieves a -1.63% return, which is significantly higher than HWTIX's -2.04% 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%
HWTIX
- 1D
- -0.35%
- 1M
- -10.75%
- YTD
- -2.04%
- 6M
- -0.02%
- 1Y
- 21.96%
- 3Y*
- 14.94%
- 5Y*
- 9.48%
- 10Y*
- —
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HWCIX vs. HWTIX - Expense Ratio Comparison
HWCIX has a 0.80% expense ratio, which is lower than HWTIX's 0.99% expense ratio.
Return for Risk
HWCIX vs. HWTIX — Risk / Return Rank
HWCIX
HWTIX
HWCIX vs. HWTIX - 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 Small Cap Diversified Value Fund (HWTIX). 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 | HWTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.38 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.80 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.67 | -0.76 |
Martin ratioReturn relative to average drawdown | 3.99 | 6.61 | -2.61 |
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 | HWTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.38 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.42 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.71 | -0.33 |
Correlation
The correlation between HWCIX and HWTIX is 0.72, 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. HWTIX - Dividend Comparison
HWCIX's dividend yield for the trailing twelve months is around 11.33%, more than HWTIX's 4.78% 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% |
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | 4.78% | 4.68% | 31.95% | 6.64% | 5.32% | 22.94% | 4.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HWCIX vs. HWTIX - Drawdown Comparison
The maximum HWCIX drawdown since its inception was -69.74%, which is greater than HWTIX's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for HWCIX and HWTIX.
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Drawdown Indicators
| HWCIX | HWTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.74% | -29.57% | -40.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -10.87% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | -29.57% | +5.95% |
Max Drawdown (10Y)Largest decline over 10 years | -47.31% | — | — |
Current DrawdownCurrent decline from peak | -6.04% | -10.75% | +4.71% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -6.47% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.98% | +0.08% |
Volatility
HWCIX vs. HWTIX - Volatility Comparison
The current volatility for Hotchkis & Wiley Diversified Value Fund (HWCIX) is 3.56%, while Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) has a volatility of 5.27%. This indicates that HWCIX experiences smaller price fluctuations and is considered to be less risky than HWTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWCIX | HWTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 5.27% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 9.20% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 14.93% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 22.86% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 22.17% | -0.50% |