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HWGIX vs. HWCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HWGIX vs. HWCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley Global Value Fund (HWGIX) and Hotchkis & Wiley Diversified Value Fund (HWCIX). 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 HWCIX slightly higher at 4.93%. Over the past 10 years, HWGIX has underperformed HWCIX with an annualized return of 11.01%, while HWCIX has yielded a comparatively higher 12.49% 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%

HWCIX

1D
-0.79%
1M
-1.72%
YTD
4.93%
6M
4.23%
1Y
19.11%
3Y*
15.39%
5Y*
11.17%
10Y*
12.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HWGIX vs. HWCIX - 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%
HWCIX
Hotchkis & Wiley Diversified Value Fund
4.93%17.09%12.80%19.01%-4.35%32.46%0.42%29.30%-14.74%18.37%

Correlation

The correlation between HWGIX and HWCIX is 0.92, 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

0.92

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

0.93

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.95

The correlation between HWGIX and HWCIX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

HWGIX vs. HWCIX — 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

HWCIX
HWCIX Risk / Return Rank: 4141
Overall Rank
HWCIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HWCIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
HWCIX Omega Ratio Rank: 2929
Omega Ratio Rank
HWCIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
HWCIX Martin Ratio Rank: 4747
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. HWCIX - Risk-Adjusted Trends Comparison

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


HWGIXHWCIXDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.79

3.04

-1.25

Martin ratioReturn relative to average drawdown

6.02

9.33

-3.32

HWGIX vs. HWCIX - Sharpe Ratio Comparison

The current HWGIX Sharpe Ratio is 1.36, which is comparable to the HWCIX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of HWGIX and HWCIX, 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. HWCIX - Drawdown Comparison

The maximum HWGIX drawdown since its inception was -46.71%, smaller than the maximum HWCIX drawdown of -69.74%. Use the drawdown chart below to compare losses from any high point for HWGIX and HWCIX.


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Drawdown Indicators


HWGIXHWCIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.71%

-69.74%

+23.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-6.33%

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-16.52%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.63%

-23.62%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-46.71%

-47.31%

+0.60%

Current Drawdown

Current decline from peak

-3.01%

-4.37%

+1.36%

Average Drawdown

Average peak-to-trough decline

-6.67%

-12.33%

+5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.06%

+0.86%

Volatility

HWGIX vs. HWCIX - Volatility Comparison

Hotchkis & Wiley Global Value Fund (HWGIX) and Hotchkis & Wiley Diversified Value Fund (HWCIX) have volatilities of 4.33% and 4.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWGIXHWCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.18%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

9.10%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

13.11%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

18.10%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

21.62%

-0.97%

HWGIX vs. HWCIX - Expense Ratio Comparison

HWGIX has a 0.95% expense ratio, which is higher than HWCIX's 0.80% expense ratio.


Dividends

HWGIX vs. HWCIX - Dividend Comparison

HWGIX's dividend yield for the trailing twelve months is around 9.19%, less than HWCIX's 10.62% yield.


PositionTTM20252024202320222021202020192018201720162015
HWCIX
Hotchkis & Wiley Diversified Value Fund
10.62%11.15%13.85%1.56%1.12%1.10%1.99%1.82%1.62%1.82%5.17%1.49%
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


With a correlation of 0.92, HWGIX and HWCIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HWGIX has higher volatility (4.33%) compared to HWCIX (4.18%). In terms of maximum drawdown, HWGIX dropped -46.71% vs HWCIX's -69.74%.

HWCIX currently has the higher Sharpe Ratio (1.47 vs 1.36), 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 HWCIX

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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