HWGIX vs. HWTIX
Compare and contrast key facts about Hotchkis & Wiley Global Value Fund (HWGIX) and Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX).
HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012. HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020.
Performance
HWGIX vs. HWTIX - Performance Comparison
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HWGIX vs. HWTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | -5.10% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | 34.80% |
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | -2.04% | 30.96% | 4.62% | 20.79% | -8.67% | 16.22% | 34.26% |
Returns By Period
In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than HWTIX's -2.04% 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%
HWTIX
- 1D
- -0.35%
- 1M
- -10.75%
- YTD
- -2.04%
- 6M
- -0.02%
- 1Y
- 21.96%
- 3Y*
- 14.94%
- 5Y*
- 9.48%
- 10Y*
- —
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HWGIX vs. HWTIX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is lower than HWTIX's 0.99% expense ratio.
Return for Risk
HWGIX vs. HWTIX — Risk / Return Rank
HWGIX
HWTIX
HWGIX vs. HWTIX - 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 Small Cap Diversified Value Fund (HWTIX). 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 | HWTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.38 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.80 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.28 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.67 | -0.92 |
Martin ratioReturn relative to average drawdown | 2.97 | 6.61 | -3.63 |
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 | HWTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.38 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.42 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.71 | -0.22 |
Correlation
The correlation between HWGIX and HWTIX is 0.80, 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. HWTIX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 10.15%, more than HWTIX's 4.78% 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% |
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | 4.78% | 4.68% | 31.95% | 6.64% | 5.32% | 22.94% | 4.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HWGIX vs. HWTIX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, which is greater than HWTIX's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for HWGIX and HWTIX.
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Drawdown Indicators
| HWGIX | HWTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -29.57% | -17.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -10.87% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -29.57% | +0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | — | — |
Current DrawdownCurrent decline from peak | -9.71% | -10.75% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -6.47% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.98% | +0.14% |
Volatility
HWGIX vs. HWTIX - Volatility Comparison
The current volatility for Hotchkis & Wiley Global Value Fund (HWGIX) is 4.58%, while Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) has a volatility of 5.27%. This indicates that HWGIX experiences smaller price fluctuations and is considered to be less risky than HWTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | HWTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.27% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 9.20% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 14.93% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 22.86% | -5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 22.17% | -1.46% |