HWGIX vs. FMIEX
Compare and contrast key facts about Hotchkis & Wiley Global Value Fund (HWGIX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).
HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.
Performance
HWGIX vs. FMIEX - Performance Comparison
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HWGIX vs. FMIEX - 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% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 6.04% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
Returns By Period
In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than FMIEX's 6.04% return. Over the past 10 years, HWGIX has underperformed FMIEX with an annualized return of 9.88%, while FMIEX has yielded a comparatively higher 11.03% annualized return.
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%
FMIEX
- 1D
- 0.60%
- 1M
- -5.84%
- YTD
- 6.04%
- 6M
- 10.61%
- 1Y
- 24.34%
- 3Y*
- 16.68%
- 5Y*
- 11.63%
- 10Y*
- 11.03%
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HWGIX vs. FMIEX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is lower than FMIEX's 1.10% expense ratio.
Return for Risk
HWGIX vs. FMIEX — Risk / Return Rank
HWGIX
FMIEX
HWGIX vs. FMIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Global Value Fund (HWGIX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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 | FMIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 2.14 | -1.49 |
Sortino ratioReturn per unit of downside risk | 1.00 | 2.85 | -1.85 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.42 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.57 | -1.81 |
Martin ratioReturn relative to average drawdown | 2.97 | 11.99 | -9.02 |
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 | FMIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.14 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.92 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.70 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.58 | -0.09 |
Correlation
The correlation between HWGIX and FMIEX is 0.87, 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. FMIEX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 10.15%, more than FMIEX's 4.95% 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% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.95% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Drawdowns
HWGIX vs. FMIEX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for HWGIX and FMIEX.
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Drawdown Indicators
| HWGIX | FMIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -49.85% | +3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -9.34% | -2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -18.63% | -10.00% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | -39.33% | -7.38% |
Current DrawdownCurrent decline from peak | -9.71% | -5.84% | -3.87% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -6.61% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.04% | +1.08% |
Volatility
HWGIX vs. FMIEX - Volatility Comparison
Hotchkis & Wiley Global Value Fund (HWGIX) has a higher volatility of 4.58% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.51%. This indicates that HWGIX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | FMIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 3.51% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 6.70% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 11.81% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 12.77% | +4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 15.73% | +4.98% |