HWCIX vs. SVAIX
Compare and contrast key facts about Hotchkis & Wiley Diversified Value Fund (HWCIX) and Federated Hermes Strategic Value Dividend Fund (SVAIX).
HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004. SVAIX is managed by Federated. It was launched on Mar 30, 2005.
Performance
HWCIX vs. SVAIX - Performance Comparison
Loading graphics...
HWCIX vs. SVAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWCIX Hotchkis & Wiley Diversified Value Fund | 0.23% | 17.09% | 12.80% | 19.01% | -4.35% | 32.46% | 0.42% | 29.30% | -14.74% | 18.37% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 9.22% | 15.26% | 16.47% | -1.81% | 8.47% | 21.52% | -7.88% | 19.59% | -8.23% | 15.10% |
Returns By Period
In the year-to-date period, HWCIX achieves a 0.23% return, which is significantly lower than SVAIX's 9.22% return. Over the past 10 years, HWCIX has outperformed SVAIX with an annualized return of 12.13%, while SVAIX has yielded a comparatively lower 8.47% annualized return.
HWCIX
- 1D
- 1.90%
- 1M
- -3.06%
- YTD
- 0.23%
- 6M
- 4.82%
- 1Y
- 15.30%
- 3Y*
- 15.05%
- 5Y*
- 10.53%
- 10Y*
- 12.13%
SVAIX
- 1D
- 0.87%
- 1M
- -2.83%
- YTD
- 9.22%
- 6M
- 10.97%
- 1Y
- 17.94%
- 3Y*
- 13.83%
- 5Y*
- 11.63%
- 10Y*
- 8.47%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HWCIX vs. SVAIX - Expense Ratio Comparison
HWCIX has a 0.80% expense ratio, which is lower than SVAIX's 0.81% expense ratio.
Return for Risk
HWCIX vs. SVAIX — Risk / Return Rank
HWCIX
SVAIX
HWCIX vs. SVAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Diversified Value Fund (HWCIX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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 | SVAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.36 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.02 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.83 | -0.63 |
Martin ratioReturn relative to average drawdown | 5.24 | 8.69 | -3.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HWCIX | SVAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.36 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.90 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.52 | -0.14 |
Correlation
The correlation between HWCIX and SVAIX is 0.76, 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. SVAIX - Dividend Comparison
HWCIX's dividend yield for the trailing twelve months is around 11.12%, more than SVAIX's 5.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWCIX Hotchkis & Wiley Diversified Value Fund | 11.12% | 11.15% | 13.85% | 1.56% | 1.12% | 1.10% | 1.99% | 1.82% | 1.62% | 1.82% | 5.17% | 1.49% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 5.93% | 6.41% | 7.58% | 4.32% | 9.68% | 3.72% | 4.28% | 8.75% | 8.54% | 10.36% | 5.24% | 8.67% |
Drawdowns
HWCIX vs. SVAIX - Drawdown Comparison
The maximum HWCIX drawdown since its inception was -69.74%, which is greater than SVAIX's maximum drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for HWCIX and SVAIX.
Loading graphics...
Drawdown Indicators
| HWCIX | SVAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.74% | -50.62% | -19.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -11.78% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | -16.13% | -7.49% |
Max Drawdown (10Y)Largest decline over 10 years | -47.31% | -36.53% | -10.78% |
Current DrawdownCurrent decline from peak | -4.26% | -2.83% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -7.75% | -4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.67% | +0.40% |
Volatility
HWCIX vs. SVAIX - Volatility Comparison
Hotchkis & Wiley Diversified Value Fund (HWCIX) has a higher volatility of 4.15% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 2.88%. This indicates that HWCIX's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HWCIX | SVAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 2.88% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 6.99% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 15.76% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 13.57% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 15.42% | +6.26% |