HWGIX vs. VGPMX
HWGIX (Hotchkis & Wiley Global Value Fund) and VGPMX (Vanguard Global Capital Cycles Fund) are both Global Equities funds. Over the past 10 years, HWGIX returned 11.68%/yr vs 9.11%/yr for VGPMX. Their 0.56 correlation means they have sometimes moved together and sometimes differently. HWGIX charges 0.95%/yr vs 0.36%/yr for VGPMX.
Performance
HWGIX vs. VGPMX - Performance Comparison
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Returns By Period
In the year-to-date period, HWGIX achieves a 11.62% return, which is significantly lower than VGPMX's 16.88% return. Over the past 10 years, HWGIX has outperformed VGPMX with an annualized return of 11.68%, while VGPMX has yielded a comparatively lower 9.11% annualized return.
HWGIX
- 1D
- -0.68%
- 1M
- 2.77%
- 6M
- 9.32%
- YTD
- 11.62%
- 1Y
- 25.53%
- 3Y*
- 17.50%
- 5Y*
- 12.51%
- 10Y*
- 11.68%
- ALL TIME*
- 10.60%
VGPMX
- 1D
- 2.26%
- 1M
- 2.84%
- 6M
- 6.45%
- YTD
- 16.88%
- 1Y
- 58.07%
- 3Y*
- 27.54%
- 5Y*
- 20.65%
- 10Y*
- 9.11%
- ALL TIME*
- 6.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HWGIX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | 11.62% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | -0.59% | 24.57% | -16.08% | 16.73% |
VGPMX Vanguard Global Capital Cycles Fund | 16.88% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Correlation
The correlation between HWGIX and VGPMX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.56 |
The correlation between HWGIX and VGPMX shifts across timeframes, from 0.54 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HWGIX vs. VGPMX — Risk / Return Rank
HWGIX
VGPMX
HWGIX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Global Value Fund (HWGIX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HWGIX | VGPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.53 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 4.42 | -2.11 |
| Martin ratioReturn relative to average drawdown | 7.92 | 14.96 | -7.04 |
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Drawdowns
HWGIX vs. VGPMX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for HWGIX and VGPMX.
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Drawdown Indicators
| HWGIX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -78.85% | +32.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.83% | -12.80% | +2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -14.63% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -22.71% | -5.92% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | -54.56% | +7.85% |
Current DrawdownCurrent decline from peak | -0.68% | -3.52% | +2.84% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -34.44% | +27.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.77% | -0.91% |
Volatility
HWGIX vs. VGPMX - Volatility Comparison
Hotchkis & Wiley Global Value Fund (HWGIX) and Vanguard Global Capital Cycles Fund (VGPMX) have volatilities of 4.41% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 4.49% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 15.24% | -5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 18.11% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 17.49% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 20.63% | -0.26% |
HWGIX vs. VGPMX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Dividends
HWGIX vs. VGPMX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 18.41%, more than VGPMX's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | 18.41% | 9.63% | 15.10% | 11.01% | 3.92% | 0.68% | 1.49% | 2.56% | 10.34% | 5.50% | 0.80% | 7.06% |
VGPMX Vanguard Global Capital Cycles Fund | 3.34% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Frequently Asked Questions
HWGIX and VGPMX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGPMX has higher volatility (4.49%) compared to HWGIX (4.41%). In terms of maximum drawdown, HWGIX dropped -46.71% vs VGPMX's -78.85%.
VGPMX currently has the higher Sharpe Ratio (3.13 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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