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HWGIX vs. HWVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWGIX vs. HWVIX - Performance Comparison

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

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HWGIX vs. HWVIX - 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%
HWVIX
Hotchkis & Wiley Small Cap Diversified Value Fund
4.22%3.02%4.31%16.36%-6.33%35.19%1.25%21.68%-14.44%13.55%

Returns By Period

In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than HWVIX's 4.22% return. Both investments have delivered pretty close results over the past 10 years, with HWGIX having a 9.88% annualized return and HWVIX not far ahead at 9.97%.


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%

HWVIX

1D
0.00%
1M
-3.39%
YTD
4.22%
6M
6.07%
1Y
16.94%
3Y*
9.16%
5Y*
5.76%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWGIX vs. HWVIX - Expense Ratio Comparison

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


Return for Risk

HWGIX vs. HWVIX — 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

HWVIX
HWVIX Risk / Return Rank: 3333
Overall Rank
HWVIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HWVIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
HWVIX Omega Ratio Rank: 3232
Omega Ratio Rank
HWVIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HWVIX Martin Ratio Rank: 3131
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. HWVIX - Risk-Adjusted Trends Comparison

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


HWGIXHWVIXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.74

-0.10

Sortino ratio

Return per unit of downside risk

1.00

1.19

-0.19

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

0.75

0.97

-0.21

Martin ratio

Return relative to average drawdown

2.97

3.34

-0.37

HWGIX vs. HWVIX - Sharpe Ratio Comparison

The current HWGIX Sharpe Ratio is 0.64, which is comparable to the HWVIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of HWGIX and HWVIX, 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


HWGIXHWVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.74

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.26

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.41

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.34

+0.16

Correlation

The correlation between HWGIX and HWVIX is 0.85, 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. HWVIX - Dividend Comparison

HWGIX's dividend yield for the trailing twelve months is around 10.15%, more than HWVIX's 1.09% 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%
HWVIX
Hotchkis & Wiley Small Cap Diversified Value Fund
1.09%1.14%6.28%8.52%9.38%6.40%0.96%0.87%10.51%15.74%0.78%3.34%

Drawdowns

HWGIX vs. HWVIX - Drawdown Comparison

The maximum HWGIX drawdown since its inception was -46.71%, smaller than the maximum HWVIX drawdown of -52.18%. Use the drawdown chart below to compare losses from any high point for HWGIX and HWVIX.


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Drawdown Indicators


HWGIXHWVIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.71%

-52.18%

+5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-14.82%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.63%

-27.34%

-1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-46.71%

-52.18%

+5.47%

Current Drawdown

Current decline from peak

-9.71%

-6.57%

-3.14%

Average Drawdown

Average peak-to-trough decline

-6.75%

-8.39%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

4.29%

-1.17%

Volatility

HWGIX vs. HWVIX - Volatility Comparison

Hotchkis & Wiley Global Value Fund (HWGIX) has a higher volatility of 4.58% compared to Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) at 4.19%. This indicates that HWGIX's price experiences larger fluctuations and is considered to be riskier than HWVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWGIXHWVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

4.19%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

12.37%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

23.00%

-6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

21.83%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

24.48%

-3.77%