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HWGIX vs. HWAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HWGIX vs. HWAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley Global Value Fund (HWGIX) and Hotchkis & Wiley Value Opportunities Fund (HWAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with HWGIX having a 4.78% return and HWAIX slightly higher at 4.87%. Over the past 10 years, HWGIX has underperformed HWAIX with an annualized return of 11.01%, while HWAIX has yielded a comparatively higher 13.10% annualized return.


HWGIX

1D
-0.18%
1M
-0.30%
YTD
4.78%
6M
4.72%
1Y
17.69%
3Y*
17.36%
5Y*
11.30%
10Y*
11.01%

HWAIX

1D
-0.28%
1M
-2.10%
YTD
4.87%
6M
4.49%
1Y
14.21%
3Y*
14.70%
5Y*
11.41%
10Y*
13.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HWGIX vs. HWAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWGIX
Hotchkis & Wiley Global Value Fund
4.78%23.76%9.46%28.00%-11.65%26.67%-0.59%24.57%-16.08%16.73%
HWAIX
Hotchkis & Wiley Value Opportunities Fund
4.87%14.56%11.59%26.74%-7.88%34.33%5.35%25.62%-11.01%13.82%

Correlation

The correlation between HWGIX and HWAIX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.95

The correlation between HWGIX and HWAIX has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.

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Return for Risk

HWGIX vs. HWAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HWGIX
HWGIX Risk / Return Rank: 2626
Overall Rank
HWGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HWGIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
HWGIX Omega Ratio Rank: 2525
Omega Ratio Rank
HWGIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
HWGIX Martin Ratio Rank: 2727
Martin Ratio Rank

HWAIX
HWAIX Risk / Return Rank: 2121
Overall Rank
HWAIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HWAIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
HWAIX Omega Ratio Rank: 1515
Omega Ratio Rank
HWAIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
HWAIX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HWGIX vs. HWAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Global Value Fund (HWGIX) and Hotchkis & Wiley Value Opportunities Fund (HWAIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HWGIXHWAIXDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratioReturn relative to maximum drawdown

1.79

2.01

-0.21

Martin ratioReturn relative to average drawdown

6.02

5.89

+0.12

HWGIX vs. HWAIX - Sharpe Ratio Comparison

The current HWGIX Sharpe Ratio is 1.36, which is comparable to the HWAIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of HWGIX and HWAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HWGIX vs. HWAIX - Drawdown Comparison

The maximum HWGIX drawdown since its inception was -46.71%, which is greater than HWAIX's maximum drawdown of -41.28%. Use the drawdown chart below to compare losses from any high point for HWGIX and HWAIX.


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Drawdown Indicators


HWGIXHWAIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.71%

-41.28%

-5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-7.10%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-17.28%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-28.63%

-23.87%

-4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.71%

-41.28%

-5.43%

Current Drawdown

Current decline from peak

-3.01%

-6.30%

+3.29%

Average Drawdown

Average peak-to-trough decline

-6.67%

-5.61%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.41%

+0.51%

Volatility

HWGIX vs. HWAIX - Volatility Comparison

The current volatility for Hotchkis & Wiley Global Value Fund (HWGIX) is 4.33%, while Hotchkis & Wiley Value Opportunities Fund (HWAIX) has a volatility of 4.97%. This indicates that HWGIX experiences smaller price fluctuations and is considered to be less risky than HWAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWGIXHWAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.97%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

9.99%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

13.41%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

18.12%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

19.47%

+1.18%

HWGIX vs. HWAIX - Expense Ratio Comparison

HWGIX has a 0.95% expense ratio, which is higher than HWAIX's 0.94% expense ratio.


Dividends

HWGIX vs. HWAIX - Dividend Comparison

HWGIX's dividend yield for the trailing twelve months is around 9.19%, more than HWAIX's 3.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HWAIX
Hotchkis & Wiley Value Opportunities Fund
3.52%3.69%10.07%8.39%2.54%13.72%2.52%2.35%11.39%3.19%2.22%17.20%
HWGIX
Hotchkis & Wiley Global Value Fund
9.19%9.63%15.10%11.01%3.92%0.68%1.49%2.56%10.34%5.50%0.80%7.06%

Frequently Asked Questions


HWGIX and HWAIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HWAIX has higher volatility (4.97%) compared to HWGIX (4.33%). In terms of maximum drawdown, HWGIX dropped -46.71% vs HWAIX's -41.28%.

HWGIX currently has the higher Sharpe Ratio (1.36 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HWGIX and HWAIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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