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HWHIX vs. FHYSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWHIX vs. FHYSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley High Yield Fund (HWHIX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). The values are adjusted to include any dividend payments, if applicable.

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HWHIX vs. FHYSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWHIX
Hotchkis & Wiley High Yield Fund
-1.84%7.28%7.23%12.00%-11.08%6.25%3.85%9.61%-3.37%6.62%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
-1.76%9.14%6.42%12.77%-13.16%4.49%6.08%15.14%-2.16%8.34%

Returns By Period

The year-to-date returns for both investments are quite close, with HWHIX having a -1.84% return and FHYSX slightly higher at -1.76%. Over the past 10 years, HWHIX has underperformed FHYSX with an annualized return of 4.28%, while FHYSX has yielded a comparatively higher 5.39% annualized return.


HWHIX

1D
0.19%
1M
-2.45%
YTD
-1.84%
6M
-0.99%
1Y
4.80%
3Y*
6.74%
5Y*
3.31%
10Y*
4.28%

FHYSX

1D
0.17%
1M
-2.27%
YTD
-1.76%
6M
0.01%
1Y
5.88%
3Y*
7.48%
5Y*
3.11%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWHIX vs. FHYSX - Expense Ratio Comparison

HWHIX has a 0.70% expense ratio, which is higher than FHYSX's 0.02% expense ratio.


Return for Risk

HWHIX vs. FHYSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HWHIX
HWHIX Risk / Return Rank: 7272
Overall Rank
HWHIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HWHIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
HWHIX Omega Ratio Rank: 7676
Omega Ratio Rank
HWHIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
HWHIX Martin Ratio Rank: 6464
Martin Ratio Rank

FHYSX
FHYSX Risk / Return Rank: 8989
Overall Rank
FHYSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FHYSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHYSX Omega Ratio Rank: 9393
Omega Ratio Rank
FHYSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FHYSX Martin Ratio Rank: 8989
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.

HWHIX vs. FHYSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley High Yield Fund (HWHIX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). 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.


HWHIXFHYSXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.67

-0.33

Sortino ratio

Return per unit of downside risk

1.89

2.37

-0.48

Omega ratio

Gain probability vs. loss probability

1.29

1.45

-0.16

Calmar ratio

Return relative to maximum drawdown

1.52

2.36

-0.85

Martin ratio

Return relative to average drawdown

6.11

9.71

-3.60

HWHIX vs. FHYSX - Sharpe Ratio Comparison

The current HWHIX Sharpe Ratio is 1.35, which is comparable to the FHYSX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of HWHIX and FHYSX, 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


HWHIXFHYSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.67

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.60

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.94

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.85

-0.10

Correlation

The correlation between HWHIX and FHYSX is 0.80, 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

HWHIX vs. FHYSX - Dividend Comparison

HWHIX's dividend yield for the trailing twelve months is around 5.89%, more than FHYSX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
HWHIX
Hotchkis & Wiley High Yield Fund
5.89%6.24%6.27%4.77%4.03%4.02%5.47%5.92%6.24%4.42%0.00%0.86%
FHYSX
Federated Hermes High-Yield Strategy Portfolio
5.82%6.28%5.84%5.30%5.27%4.54%5.74%6.18%6.61%6.98%6.45%8.45%

Drawdowns

HWHIX vs. FHYSX - Drawdown Comparison

The maximum HWHIX drawdown since its inception was -23.03%, which is greater than FHYSX's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for HWHIX and FHYSX.


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Drawdown Indicators


HWHIXFHYSXDifference

Max Drawdown

Largest peak-to-trough decline

-23.03%

-21.45%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-2.50%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-16.93%

+1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-23.03%

-21.45%

-1.58%

Current Drawdown

Current decline from peak

-2.45%

-2.27%

-0.18%

Average Drawdown

Average peak-to-trough decline

-3.84%

-2.61%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.61%

+0.17%

Volatility

HWHIX vs. FHYSX - Volatility Comparison

Hotchkis & Wiley High Yield Fund (HWHIX) has a higher volatility of 1.42% compared to Federated Hermes High-Yield Strategy Portfolio (FHYSX) at 1.24%. This indicates that HWHIX's price experiences larger fluctuations and is considered to be riskier than FHYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWHIXFHYSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

1.24%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

2.37%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

3.76%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

5.20%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

5.76%

-0.66%