HWGIX vs. VMNVX
Compare and contrast key facts about Hotchkis & Wiley Global Value Fund (HWGIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX).
HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012. VMNVX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
HWGIX vs. VMNVX - Performance Comparison
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HWGIX vs. VMNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | -3.19% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | -0.59% | 24.57% | -16.08% | 16.73% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 2.89% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
Returns By Period
In the year-to-date period, HWGIX achieves a -3.19% return, which is significantly lower than VMNVX's 2.89% return. Over the past 10 years, HWGIX has outperformed VMNVX with an annualized return of 10.10%, while VMNVX has yielded a comparatively lower 8.38% annualized return.
HWGIX
- 1D
- 2.02%
- 1M
- -5.60%
- YTD
- -3.19%
- 6M
- 0.49%
- 1Y
- 13.00%
- 3Y*
- 16.17%
- 5Y*
- 9.86%
- 10Y*
- 10.10%
VMNVX
- 1D
- 1.15%
- 1M
- -4.95%
- YTD
- 2.89%
- 6M
- 4.27%
- 1Y
- 9.34%
- 3Y*
- 11.89%
- 5Y*
- 8.55%
- 10Y*
- 8.38%
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HWGIX vs. VMNVX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is higher than VMNVX's 0.14% expense ratio.
Return for Risk
HWGIX vs. VMNVX — Risk / Return Rank
HWGIX
VMNVX
HWGIX vs. VMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Global Value Fund (HWGIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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 | VMNVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.94 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.35 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.30 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.11 | 6.22 | -2.11 |
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 | VMNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.94 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.90 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.70 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.76 | -0.26 |
Correlation
The correlation between HWGIX and VMNVX is 0.72, 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. VMNVX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 9.95%, more than VMNVX's 9.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWGIX Hotchkis & Wiley Global Value Fund | 9.95% | 9.63% | 15.10% | 11.01% | 3.92% | 0.68% | 1.49% | 2.56% | 10.34% | 5.50% | 0.80% | 7.06% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.78% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
Drawdowns
HWGIX vs. VMNVX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, which is greater than VMNVX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for HWGIX and VMNVX.
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Drawdown Indicators
| HWGIX | VMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -33.11% | -13.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -7.93% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -12.93% | -15.70% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | -33.11% | -13.60% |
Current DrawdownCurrent decline from peak | -7.89% | -4.95% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -2.82% | -3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.66% | +1.50% |
Volatility
HWGIX vs. VMNVX - Volatility Comparison
Hotchkis & Wiley Global Value Fund (HWGIX) has a higher volatility of 5.00% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that HWGIX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | VMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 2.93% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 5.02% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 10.09% | +6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 9.53% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.72% | 11.96% | +8.76% |