HWGIX vs. VMVFX
Compare and contrast key facts about Hotchkis & Wiley Global Value Fund (HWGIX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
HWGIX vs. VMVFX - Performance Comparison
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HWGIX vs. VMVFX - 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.71% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, HWGIX achieves a -5.10% return, which is significantly lower than VMVFX's 1.71% return. Over the past 10 years, HWGIX has outperformed VMVFX with an annualized return of 9.88%, while VMVFX has yielded a comparatively lower 9.02% 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%
VMVFX
- 1D
- 0.25%
- 1M
- -5.81%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.07%
- 3Y*
- 11.40%
- 5Y*
- 9.94%
- 10Y*
- 9.02%
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HWGIX vs. VMVFX - Expense Ratio Comparison
HWGIX has a 0.95% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
HWGIX vs. VMVFX — Risk / Return Rank
HWGIX
VMVFX
HWGIX vs. VMVFX - 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 Investor Shares (VMVFX). 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 | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.90 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.30 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.06 | -0.31 |
Martin ratioReturn relative to average drawdown | 2.97 | 5.20 | -2.22 |
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 | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.90 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.93 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.72 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.78 | -0.29 |
Correlation
The correlation between HWGIX and VMVFX 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. VMVFX - Dividend Comparison
HWGIX's dividend yield for the trailing twelve months is around 10.15%, more than VMVFX's 9.81% 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.81% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
HWGIX vs. VMVFX - Drawdown Comparison
The maximum HWGIX drawdown since its inception was -46.71%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for HWGIX and VMVFX.
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Drawdown Indicators
| HWGIX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.71% | -33.09% | -13.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -7.96% | -4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -28.63% | -13.02% | -15.61% |
Max Drawdown (10Y)Largest decline over 10 years | -46.71% | -33.09% | -13.62% |
Current DrawdownCurrent decline from peak | -9.71% | -6.03% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -2.84% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.63% | +1.49% |
Volatility
HWGIX vs. VMVFX - Volatility Comparison
Hotchkis & Wiley Global Value Fund (HWGIX) has a higher volatility of 4.58% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.61%. This indicates that HWGIX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWGIX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 2.61% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 4.87% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 10.02% | +6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 10.75% | +6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 12.48% | +8.23% |