HWCIX vs. VIVIX
Compare and contrast key facts about Hotchkis & Wiley Diversified Value Fund (HWCIX) and Vanguard Value Index Fund Institutional Shares (VIVIX).
HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004. VIVIX is managed by Vanguard. It was launched on Jul 2, 1998.
Performance
HWCIX vs. VIVIX - Performance Comparison
Loading graphics...
HWCIX vs. VIVIX - 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% |
VIVIX Vanguard Value Index Fund Institutional Shares | 1.63% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Returns By Period
In the year-to-date period, HWCIX achieves a -1.63% return, which is significantly lower than VIVIX's 1.63% return. Both investments have delivered pretty close results over the past 10 years, with HWCIX having a 11.92% annualized return and VIVIX not far behind at 11.62%.
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%
VIVIX
- 1D
- -0.17%
- 1M
- -6.36%
- YTD
- 1.63%
- 6M
- 4.64%
- 1Y
- 14.18%
- 3Y*
- 14.46%
- 5Y*
- 10.63%
- 10Y*
- 11.62%
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. VIVIX - Expense Ratio Comparison
HWCIX has a 0.80% expense ratio, which is higher than VIVIX's 0.04% expense ratio.
Return for Risk
HWCIX vs. VIVIX — Risk / Return Rank
HWCIX
VIVIX
HWCIX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Diversified Value Fund (HWCIX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.04 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.50 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.25 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.99 | 5.67 | -1.67 |
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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.04 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.77 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.02 |
Correlation
The correlation between HWCIX and VIVIX is 0.94, 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. VIVIX - Dividend Comparison
HWCIX's dividend yield for the trailing twelve months is around 11.33%, more than VIVIX's 2.06% 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% |
VIVIX Vanguard Value Index Fund Institutional Shares | 2.06% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Drawdowns
HWCIX vs. VIVIX - Drawdown Comparison
The maximum HWCIX drawdown since its inception was -69.74%, which is greater than VIVIX's maximum drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for HWCIX and VIVIX.
Loading graphics...
Drawdown Indicators
| HWCIX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.74% | -59.30% | -10.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -11.29% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | -17.12% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -47.31% | -36.80% | -10.51% |
Current DrawdownCurrent decline from peak | -6.04% | -6.36% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -9.31% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.48% | +0.58% |
Volatility
HWCIX vs. VIVIX - Volatility Comparison
Hotchkis & Wiley Diversified Value Fund (HWCIX) has a higher volatility of 3.56% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 3.27%. This indicates that HWCIX's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HWCIX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.27% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 7.52% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 14.82% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 13.90% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 16.74% | +4.93% |