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HWGIX vs. HWNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWGIX vs. HWNIX - Performance Comparison

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

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HWGIX vs. HWNIX - 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%
HWNIX
Hotchkis & Wiley International Value Fund
-0.59%41.40%5.92%22.98%-5.40%18.12%-2.36%20.53%-18.77%18.13%

Returns By Period

In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than HWNIX's -0.59% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: HWGIX at 9.88% and HWNIX at 9.88%.


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%

HWNIX

1D
0.30%
1M
-10.33%
YTD
-0.59%
6M
6.22%
1Y
26.19%
3Y*
19.00%
5Y*
13.03%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWGIX vs. HWNIX - Expense Ratio Comparison

Both HWGIX and HWNIX have an expense ratio of 0.95%.


Return for Risk

HWGIX vs. HWNIX — 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

HWNIX
HWNIX Risk / Return Rank: 7979
Overall Rank
HWNIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HWNIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HWNIX Omega Ratio Rank: 7878
Omega Ratio Rank
HWNIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
HWNIX Martin Ratio Rank: 7979
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. HWNIX - Risk-Adjusted Trends Comparison

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


HWGIXHWNIXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.50

-0.86

Sortino ratio

Return per unit of downside risk

1.00

2.02

-1.02

Omega ratio

Gain probability vs. loss probability

1.14

1.30

-0.16

Calmar ratio

Return relative to maximum drawdown

0.75

1.93

-1.18

Martin ratio

Return relative to average drawdown

2.97

7.74

-4.76

HWGIX vs. HWNIX - Sharpe Ratio Comparison

The current HWGIX Sharpe Ratio is 0.64, which is lower than the HWNIX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of HWGIX and HWNIX, 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


HWGIXHWNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.50

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.74

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.50

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.49

+0.01

Correlation

The correlation between HWGIX and HWNIX 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. HWNIX - Dividend Comparison

HWGIX's dividend yield for the trailing twelve months is around 10.15%, less than HWNIX's 17.00% 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%
HWNIX
Hotchkis & Wiley International Value Fund
17.00%16.90%13.76%8.40%3.20%1.46%1.21%3.77%7.96%5.89%3.90%0.00%

Drawdowns

HWGIX vs. HWNIX - Drawdown Comparison

The maximum HWGIX drawdown since its inception was -46.71%, roughly equal to the maximum HWNIX drawdown of -48.97%. Use the drawdown chart below to compare losses from any high point for HWGIX and HWNIX.


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Drawdown Indicators


HWGIXHWNIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.71%

-48.97%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-11.91%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.63%

-29.23%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-46.71%

-48.97%

+2.26%

Current Drawdown

Current decline from peak

-9.71%

-10.51%

+0.80%

Average Drawdown

Average peak-to-trough decline

-6.75%

-8.09%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.05%

+0.07%

Volatility

HWGIX vs. HWNIX - Volatility Comparison

The current volatility for Hotchkis & Wiley Global Value Fund (HWGIX) is 4.58%, while Hotchkis & Wiley International Value Fund (HWNIX) has a volatility of 6.60%. This indicates that HWGIX experiences smaller price fluctuations and is considered to be less risky than HWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWGIXHWNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

6.60%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

10.32%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

16.72%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

17.76%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

19.93%

+0.78%