HWCIX vs. YAFFX
Compare and contrast key facts about Hotchkis & Wiley Diversified Value Fund (HWCIX) and AMG Yacktman Focused Fund (YAFFX).
HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004. YAFFX is managed by AMG. It was launched on May 1, 1997.
Performance
HWCIX vs. YAFFX - Performance Comparison
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HWCIX vs. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 8.59% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Returns By Period
In the year-to-date period, HWCIX achieves a -1.63% return, which is significantly lower than YAFFX's 8.59% return. Over the past 10 years, HWCIX has outperformed YAFFX with an annualized return of 11.92%, while YAFFX has yielded a comparatively lower 10.91% 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%
YAFFX
- 1D
- -0.76%
- 1M
- -8.71%
- YTD
- 8.59%
- 6M
- -1.14%
- 1Y
- 11.37%
- 3Y*
- 11.67%
- 5Y*
- 7.33%
- 10Y*
- 10.91%
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HWCIX vs. YAFFX - Expense Ratio Comparison
HWCIX has a 0.80% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Return for Risk
HWCIX vs. YAFFX — Risk / Return Rank
HWCIX
YAFFX
HWCIX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Diversified Value Fund (HWCIX) and AMG Yacktman Focused Fund (YAFFX). 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 | YAFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.49 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.67 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.57 | +0.34 |
Martin ratioReturn relative to average drawdown | 3.99 | 2.02 | +1.98 |
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 | YAFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.49 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.41 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.67 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.58 | -0.21 |
Correlation
The correlation between HWCIX and YAFFX is 0.83, 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. YAFFX - Dividend Comparison
HWCIX's dividend yield for the trailing twelve months is around 11.33%, while YAFFX has not paid dividends to shareholders.
| 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% |
YAFFX AMG Yacktman Focused Fund | 0.00% | 0.00% | 18.44% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Drawdowns
HWCIX vs. YAFFX - Drawdown Comparison
The maximum HWCIX drawdown since its inception was -69.74%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for HWCIX and YAFFX.
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Drawdown Indicators
| HWCIX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.74% | -43.80% | -25.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -17.08% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | -21.31% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -47.31% | -30.62% | -16.69% |
Current DrawdownCurrent decline from peak | -6.04% | -8.71% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -6.24% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 4.83% | -1.77% |
Volatility
HWCIX vs. YAFFX - Volatility Comparison
The current volatility for Hotchkis & Wiley Diversified Value Fund (HWCIX) is 3.56%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that HWCIX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWCIX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 7.76% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 21.51% | -11.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 22.92% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 17.85% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 16.39% | +5.28% |