HWGIX vs. GCCHX
Compare and contrast key facts about Hotchkis & Wiley Global Value Fund (HWGIX) and GMO Climate Change Fund (GCCHX).
HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012. GCCHX is managed by GMO. It was launched on Apr 4, 2017.
Performance
HWGIX vs. GCCHX - Performance Comparison
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HWGIX vs. GCCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | -3.19% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | -0.59% | 24.57% | -16.08% | 14.80% |
GCCHX GMO Climate Change Fund | 10.71% | 39.25% | -25.63% | -6.85% | -10.39% | 21.84% | 42.82% | 27.36% | -16.35% | 26.15% |
Returns By Period
In the year-to-date period, HWGIX achieves a -3.19% return, which is significantly lower than GCCHX's 10.71% return.
HWGIX
- 1D
- 2.02%
- 1M
- -5.60%
- YTD
- -3.19%
- 6M
- 0.49%
- 1Y
- 13.00%
- 3Y*
- 16.17%
- 5Y*
- 9.86%
- 10Y*
- 10.10%
GCCHX
- 1D
- 3.85%
- 1M
- -2.15%
- YTD
- 10.71%
- 6M
- 17.26%
- 1Y
- 69.04%
- 3Y*
- 0.26%
- 5Y*
- 1.25%
- 10Y*
- —
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HWGIX vs. GCCHX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is higher than GCCHX's 0.77% expense ratio.
Return for Risk
HWGIX vs. GCCHX — Risk / Return Rank
HWGIX
GCCHX
HWGIX vs. GCCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Global Value Fund (HWGIX) and GMO Climate Change Fund (GCCHX). 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 | GCCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 2.55 | -1.78 |
Sortino ratioReturn per unit of downside risk | 1.18 | 3.20 | -2.02 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 4.57 | -3.51 |
Martin ratioReturn relative to average drawdown | 4.11 | 16.21 | -12.10 |
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 | GCCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.55 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.05 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.37 | +0.13 |
Correlation
The correlation between HWGIX and GCCHX is 0.75, 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. GCCHX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 9.95%, more than GCCHX's 1.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | 9.95% | 9.63% | 15.10% | 11.01% | 3.92% | 0.68% | 1.49% | 2.56% | 10.34% | 5.50% | 0.80% | 7.06% |
GCCHX GMO Climate Change Fund | 1.36% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% | 0.00% | 0.00% |
Drawdowns
HWGIX vs. GCCHX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, smaller than the maximum GCCHX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for HWGIX and GCCHX.
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Drawdown Indicators
| HWGIX | GCCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -54.32% | +7.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -14.89% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -54.32% | +25.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | — | — |
Current DrawdownCurrent decline from peak | -7.89% | -9.81% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -14.11% | +7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 4.20% | -1.04% |
Volatility
HWGIX vs. GCCHX - Volatility Comparison
The current volatility for Hotchkis & Wiley Global Value Fund (HWGIX) is 5.00%, while GMO Climate Change Fund (GCCHX) has a volatility of 9.28%. This indicates that HWGIX experiences smaller price fluctuations and is considered to be less risky than GCCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | GCCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 9.28% | -4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 17.44% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 27.93% | -10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 26.92% | -9.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.72% | 25.23% | -4.51% |