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HWGIX vs. HWCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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HWGIX vs. HWCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HWCIX
Hotchkis & Wiley Diversified Value Fund
-1.63%17.09%12.80%19.01%-4.35%32.46%0.42%29.30%-14.74%18.37%

Returns By Period

In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than HWCIX's -1.63% return. Over the past 10 years, HWGIX has underperformed HWCIX with an annualized return of 9.88%, while HWCIX has yielded a comparatively higher 11.92% 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%

HWCIX

1D
-0.14%
1M
-5.08%
YTD
-1.63%
6M
2.80%
1Y
13.08%
3Y*
14.33%
5Y*
10.38%
10Y*
11.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWGIX vs. HWCIX - Expense Ratio Comparison

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


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: 2525
Overall Rank
HWGIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HWGIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
HWGIX Omega Ratio Rank: 2424
Omega Ratio Rank
HWGIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
HWGIX Martin Ratio Rank: 2727
Martin Ratio Rank

HWCIX
HWCIX Risk / Return Rank: 3434
Overall Rank
HWCIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HWCIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
HWCIX Omega Ratio Rank: 3535
Omega Ratio Rank
HWCIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWCIX Martin Ratio Rank: 3838
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.


HWGIXHWCIXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.76

-0.12

Sortino ratio

Return per unit of downside risk

1.00

1.16

-0.16

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

0.75

0.91

-0.16

Martin ratio

Return relative to average drawdown

2.97

3.99

-1.02

HWGIX vs. HWCIX - Sharpe Ratio Comparison

The current HWGIX Sharpe Ratio is 0.64, which is comparable to the HWCIX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HWGIX and HWCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HWGIXHWCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.76

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.57

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.55

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.38

+0.12

Correlation

The correlation between HWGIX and HWCIX is 0.95, 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. HWCIX - Dividend Comparison

HWGIX's dividend yield for the trailing twelve months is around 10.15%, less than HWCIX's 11.33% yield.


TTM20252024202320222021202020192018201720162015
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%
HWCIX
Hotchkis & Wiley Diversified Value Fund
11.33%11.15%13.85%1.56%1.12%1.10%1.99%1.82%1.62%1.82%5.17%1.49%

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

-12.32%

-13.41%

+1.09%

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

-9.71%

-6.04%

-3.67%

Average Drawdown

Average peak-to-trough decline

-6.75%

-12.44%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.06%

+0.06%

Volatility

HWGIX vs. HWCIX - Volatility Comparison

Hotchkis & Wiley Global Value Fund (HWGIX) has a higher volatility of 4.58% compared to Hotchkis & Wiley Diversified Value Fund (HWCIX) at 3.56%. This indicates that HWGIX's price experiences larger fluctuations and is considered to be riskier than HWCIX based on this measure. 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

4.58%

3.56%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

9.78%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

18.55%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

18.20%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

21.67%

-0.96%