HWGIX vs. MFWIX
Compare and contrast key facts about Hotchkis & Wiley Global Value Fund (HWGIX) and MFS Global Total Return Fund Class I (MFWIX).
HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
HWGIX vs. MFWIX - Performance Comparison
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HWGIX vs. MFWIX - 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% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, HWGIX has outperformed MFWIX with an annualized return of 9.88%, while MFWIX has yielded a comparatively lower 6.19% 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%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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HWGIX vs. MFWIX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
HWGIX vs. MFWIX — Risk / Return Rank
HWGIX
MFWIX
HWGIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Global Value Fund (HWGIX) and MFS Global Total Return Fund Class I (MFWIX). 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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.29 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.77 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.59 | -0.83 |
Martin ratioReturn relative to average drawdown | 2.97 | 6.26 | -3.28 |
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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.29 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.52 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.65 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.71 | -0.21 |
Correlation
The correlation between HWGIX and MFWIX is 0.82, 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. MFWIX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 10.15%, more than MFWIX's 8.81% 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% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
HWGIX vs. MFWIX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for HWGIX and MFWIX.
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Drawdown Indicators
| HWGIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -33.01% | -13.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -6.85% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -20.22% | -8.41% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | -23.36% | -23.35% |
Current DrawdownCurrent decline from peak | -9.71% | -6.50% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -3.83% | -2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.74% | +1.38% |
Volatility
HWGIX vs. MFWIX - Volatility Comparison
Hotchkis & Wiley Global Value Fund (HWGIX) has a higher volatility of 4.58% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that HWGIX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 3.04% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 5.25% | +4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 8.85% | +8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 9.09% | +8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 9.60% | +11.11% |