HWGIX vs. HWMIX
Compare and contrast key facts about Hotchkis & Wiley Global Value Fund (HWGIX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX).
HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012. HWMIX is managed by Hotchkis & Wiley. It was launched on Jan 2, 1997.
Performance
HWGIX vs. HWMIX - Performance Comparison
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HWGIX vs. HWMIX - 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% |
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 5.14% | 7.87% | 3.62% | 19.87% | 1.63% | 39.18% | 0.49% | 12.97% | -19.32% | 7.69% |
Returns By Period
In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than HWMIX's 5.14% return. Over the past 10 years, HWGIX has outperformed HWMIX with an annualized return of 9.88%, while HWMIX has yielded a comparatively lower 8.92% 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%
HWMIX
- 1D
- -0.11%
- 1M
- -3.40%
- YTD
- 5.14%
- 6M
- 7.65%
- 1Y
- 20.19%
- 3Y*
- 11.45%
- 5Y*
- 9.65%
- 10Y*
- 8.92%
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HWGIX vs. HWMIX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is lower than HWMIX's 1.01% expense ratio.
Return for Risk
HWGIX vs. HWMIX — Risk / Return Rank
HWGIX
HWMIX
HWGIX vs. HWMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Global Value Fund (HWGIX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). 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 | HWMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.88 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.36 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.11 | -0.36 |
Martin ratioReturn relative to average drawdown | 2.97 | 4.53 | -1.55 |
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 | HWMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.88 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.43 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.35 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.03 |
Correlation
The correlation between HWGIX and HWMIX is 0.91, 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. HWMIX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 10.15%, more than HWMIX's 1.32% 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% |
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 1.32% | 1.39% | 1.15% | 0.28% | 0.49% | 1.28% | 2.25% | 1.60% | 2.99% | 6.72% | 1.53% | 14.67% |
Drawdowns
HWGIX vs. HWMIX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for HWGIX and HWMIX.
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Drawdown Indicators
| HWGIX | HWMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -69.84% | +23.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -16.87% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -25.90% | -2.73% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | -63.21% | +16.50% |
Current DrawdownCurrent decline from peak | -9.71% | -4.77% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -10.89% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 4.14% | -1.02% |
Volatility
HWGIX vs. HWMIX - Volatility Comparison
Hotchkis & Wiley Global Value Fund (HWGIX) has a higher volatility of 4.58% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 3.97%. This indicates that HWGIX's price experiences larger fluctuations and is considered to be riskier than HWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | HWMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 3.97% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 12.35% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 23.86% | -6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 22.33% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 25.61% | -4.90% |