HWLIX vs. HWGIX
Compare and contrast key facts about Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Hotchkis & Wiley Global Value Fund (HWGIX).
HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987. HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012.
Performance
HWLIX vs. HWGIX - Performance Comparison
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HWLIX vs. HWGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWLIX Hotchkis & Wiley Large Cap Value Fund | 0.36% | 18.06% | 12.80% | 16.92% | -5.31% | 28.86% | -0.29% | 29.16% | -14.26% | 18.85% |
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% |
Returns By Period
In the year-to-date period, HWLIX achieves a 0.36% return, which is significantly higher than HWGIX's -5.10% return. Over the past 10 years, HWLIX has outperformed HWGIX with an annualized return of 11.49%, while HWGIX has yielded a comparatively lower 9.88% annualized return.
HWLIX
- 1D
- 1.87%
- 1M
- -2.84%
- YTD
- 0.36%
- 6M
- 4.82%
- 1Y
- 15.71%
- 3Y*
- 15.04%
- 5Y*
- 9.76%
- 10Y*
- 11.49%
HWGIX
- 1D
- 0.13%
- 1M
- -7.46%
- YTD
- -5.10%
- 6M
- -1.50%
- 1Y
- 10.77%
- 3Y*
- 15.40%
- 5Y*
- 9.68%
- 10Y*
- 9.88%
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HWLIX vs. HWGIX - Expense Ratio Comparison
Both HWLIX and HWGIX have an expense ratio of 0.95%.
Return for Risk
HWLIX vs. HWGIX — Risk / Return Rank
HWLIX
HWGIX
HWLIX vs. HWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Hotchkis & Wiley Global Value Fund (HWGIX). 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.
| HWLIX | HWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.64 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.00 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.75 | +0.44 |
Martin ratioReturn relative to average drawdown | 5.15 | 2.97 | +2.18 |
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
| HWLIX | HWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.64 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.55 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.48 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.49 | -0.06 |
Correlation
The correlation between HWLIX and HWGIX is 0.95, 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
HWLIX vs. HWGIX - Dividend Comparison
HWLIX's dividend yield for the trailing twelve months is around 8.09%, less than HWGIX's 10.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWLIX Hotchkis & Wiley Large Cap Value Fund | 8.09% | 8.12% | 11.29% | 11.12% | 8.48% | 0.86% | 1.65% | 1.62% | 3.55% | 1.67% | 1.94% | 1.59% |
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% |
Drawdowns
HWLIX vs. HWGIX - Drawdown Comparison
The maximum HWLIX drawdown since its inception was -70.48%, which is greater than HWGIX's maximum drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for HWLIX and HWGIX.
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Drawdown Indicators
| HWLIX | HWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.48% | -46.71% | -23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -12.32% | -1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -28.63% | +3.94% |
Max Drawdown (10Y)Largest decline over 10 years | -46.72% | -46.71% | -0.01% |
Current DrawdownCurrent decline from peak | -4.18% | -9.71% | +5.53% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -6.75% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.12% | +0.11% |
Volatility
HWLIX vs. HWGIX - Volatility Comparison
The current volatility for Hotchkis & Wiley Large Cap Value Fund (HWLIX) is 4.11%, while Hotchkis & Wiley Global Value Fund (HWGIX) has a volatility of 4.58%. This indicates that HWLIX experiences smaller price fluctuations and is considered to be less risky than HWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWLIX | HWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 4.58% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 9.42% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 16.92% | +1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 17.53% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 20.71% | +0.89% |