HWCIX vs. VIHAX
Compare and contrast key facts about Hotchkis & Wiley Diversified Value Fund (HWCIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX).
HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004. VIHAX is managed by Vanguard. It was launched on Mar 2, 2016.
Performance
HWCIX vs. VIHAX - Performance Comparison
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HWCIX vs. VIHAX - 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.08% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Returns By Period
In the year-to-date period, HWCIX achieves a -1.63% return, which is significantly lower than VIHAX's 3.08% return. Over the past 10 years, HWCIX has outperformed VIHAX with an annualized return of 11.92%, while VIHAX has yielded a comparatively lower 10.16% 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%
VIHAX
- 1D
- 0.23%
- 1M
- -8.45%
- YTD
- 3.08%
- 6M
- 10.44%
- 1Y
- 30.03%
- 3Y*
- 19.39%
- 5Y*
- 12.05%
- 10Y*
- 10.16%
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HWCIX vs. VIHAX - Expense Ratio Comparison
HWCIX has a 0.80% expense ratio, which is higher than VIHAX's 0.22% expense ratio.
Return for Risk
HWCIX vs. VIHAX — Risk / Return Rank
HWCIX
VIHAX
HWCIX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Diversified Value Fund (HWCIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 2.07 | -1.32 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.66 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.61 | -1.70 |
Martin ratioReturn relative to average drawdown | 3.99 | 10.91 | -6.92 |
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 | VIHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 2.07 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.89 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.64 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.64 | -0.27 |
Correlation
The correlation between HWCIX and VIHAX is 0.77, 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. VIHAX - Dividend Comparison
HWCIX's dividend yield for the trailing twelve months is around 11.33%, more than VIHAX's 3.71% 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.71% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Drawdowns
HWCIX vs. VIHAX - Drawdown Comparison
The maximum HWCIX drawdown since its inception was -69.74%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for HWCIX and VIHAX.
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Drawdown Indicators
| HWCIX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.74% | -38.80% | -30.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -10.66% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | -23.92% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -47.31% | -38.80% | -8.51% |
Current DrawdownCurrent decline from peak | -6.04% | -8.73% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -6.09% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.57% | +0.49% |
Volatility
HWCIX vs. VIHAX - Volatility Comparison
The current volatility for Hotchkis & Wiley Diversified Value Fund (HWCIX) is 3.56%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 5.68%. This indicates that HWCIX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWCIX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 5.68% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 8.82% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 14.15% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 13.65% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 15.91% | +5.76% |