HWGIX vs. CAEIX
Compare and contrast key facts about Hotchkis & Wiley Global Value Fund (HWGIX) and Calvert Global Energy Solutions Fund (CAEIX).
HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012. CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Performance
HWGIX vs. CAEIX - Performance Comparison
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HWGIX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | -5.10% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | -0.59% | 24.57% | -16.08% | 16.73% |
CAEIX Calvert Global Energy Solutions Fund | 4.22% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 29.65% |
Returns By Period
In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than CAEIX's 4.22% return. Both investments have delivered pretty close results over the past 10 years, with HWGIX having a 9.88% annualized return and CAEIX not far ahead at 9.93%.
HWGIX
- 1D
- 0.13%
- 1M
- -8.99%
- YTD
- -5.10%
- 6M
- -1.50%
- 1Y
- 10.85%
- 3Y*
- 15.40%
- 5Y*
- 9.68%
- 10Y*
- 9.88%
CAEIX
- 1D
- -0.48%
- 1M
- -7.32%
- YTD
- 4.22%
- 6M
- 8.40%
- 1Y
- 41.40%
- 3Y*
- 7.69%
- 5Y*
- 3.40%
- 10Y*
- 9.93%
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HWGIX vs. CAEIX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is lower than CAEIX's 0.99% expense ratio.
Return for Risk
HWGIX vs. CAEIX — Risk / Return Rank
HWGIX
CAEIX
HWGIX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Global Value Fund (HWGIX) and Calvert Global Energy Solutions Fund (CAEIX). 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.
| HWGIX | CAEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 2.20 | -1.56 |
Sortino ratioReturn per unit of downside risk | 1.00 | 2.90 | -1.89 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.40 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 3.39 | -2.64 |
Martin ratioReturn relative to average drawdown | 2.97 | 14.41 | -11.44 |
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
| HWGIX | CAEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.20 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.18 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.51 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.03 | +0.46 |
Correlation
The correlation between HWGIX and CAEIX is 0.79, 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
HWGIX vs. CAEIX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 10.15%, more than CAEIX's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | 10.15% | 9.63% | 15.10% | 11.01% | 3.92% | 0.68% | 1.49% | 2.56% | 10.34% | 5.50% | 0.80% | 7.06% |
CAEIX Calvert Global Energy Solutions Fund | 0.69% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
Drawdowns
HWGIX vs. CAEIX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for HWGIX and CAEIX.
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Drawdown Indicators
| HWGIX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -75.81% | +29.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -11.07% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -32.58% | +3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | -37.54% | -9.17% |
Current DrawdownCurrent decline from peak | -9.71% | -13.12% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -49.06% | +42.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.62% | +0.50% |
Volatility
HWGIX vs. CAEIX - Volatility Comparison
The current volatility for Hotchkis & Wiley Global Value Fund (HWGIX) is 4.58%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 6.88%. This indicates that HWGIX experiences smaller price fluctuations and is considered to be less risky than CAEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 6.88% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 12.14% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 18.28% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 19.08% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 19.61% | +1.10% |