HWCIX vs. VVIAX
Compare and contrast key facts about Hotchkis & Wiley Diversified Value Fund (HWCIX) and Vanguard Value Index Fund Admiral Shares (VVIAX).
HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004. VVIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
HWCIX vs. VVIAX - Performance Comparison
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HWCIX vs. VVIAX - 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 3.53% | 15.27% | 16.00% | 9.22% | -2.07% | 26.51% | 2.29% | 25.81% | -5.45% | 17.13% |
Returns By Period
In the year-to-date period, HWCIX achieves a 0.23% return, which is significantly lower than VVIAX's 3.53% return. Both investments have delivered pretty close results over the past 10 years, with HWCIX having a 12.13% annualized return and VVIAX not far behind at 11.82%.
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%
VVIAX
- 1D
- 0.22%
- 1M
- -3.19%
- YTD
- 3.53%
- 6M
- 6.55%
- 1Y
- 15.88%
- 3Y*
- 15.15%
- 5Y*
- 10.89%
- 10Y*
- 11.82%
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HWCIX vs. VVIAX - Expense Ratio Comparison
HWCIX has a 0.80% expense ratio, which is higher than VVIAX's 0.05% expense ratio.
Return for Risk
HWCIX vs. VVIAX — Risk / Return Rank
HWCIX
VVIAX
HWCIX vs. VVIAX - 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 Admiral Shares (VVIAX). 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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.12 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.60 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.44 | -0.24 |
Martin ratioReturn relative to average drawdown | 5.24 | 6.46 | -1.22 |
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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.12 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.79 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.71 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.40 | -0.02 |
Correlation
The correlation between HWCIX and VVIAX 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. VVIAX - Dividend Comparison
HWCIX's dividend yield for the trailing twelve months is around 11.12%, more than VVIAX's 2.01% 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.01% | 2.04% | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% |
Drawdowns
HWCIX vs. VVIAX - Drawdown Comparison
The maximum HWCIX drawdown since its inception was -69.74%, which is greater than VVIAX's maximum drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for HWCIX and VVIAX.
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Drawdown Indicators
| HWCIX | VVIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.74% | -59.32% | -10.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -7.85% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | -17.14% | -6.48% |
Max Drawdown (10Y)Largest decline over 10 years | -47.31% | -36.80% | -10.51% |
Current DrawdownCurrent decline from peak | -4.26% | -4.61% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -9.67% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.52% | +0.55% |
Volatility
HWCIX vs. VVIAX - Volatility Comparison
Hotchkis & Wiley Diversified Value Fund (HWCIX) has a higher volatility of 4.15% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.66%. This indicates that HWCIX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWCIX | VVIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.66% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 7.69% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 14.84% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 13.91% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 16.74% | +4.94% |