HWLIX vs. SWLVX
Compare and contrast key facts about Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
HWLIX vs. SWLVX - Performance Comparison
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HWLIX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWLIX Hotchkis & Wiley Large Cap Value Fund | -1.49% | 18.06% | 12.80% | 16.92% | -5.31% | 28.86% | -0.29% | 29.16% | -14.26% | 0.63% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.09% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Returns By Period
In the year-to-date period, HWLIX achieves a -1.49% return, which is significantly lower than SWLVX's 2.09% return.
HWLIX
- 1D
- -0.09%
- 1M
- -4.93%
- YTD
- -1.49%
- 6M
- 2.87%
- 1Y
- 13.45%
- 3Y*
- 14.33%
- 5Y*
- 9.60%
- 10Y*
- 11.28%
SWLVX
- 1D
- 2.15%
- 1M
- -4.65%
- YTD
- 2.09%
- 6M
- 5.83%
- 1Y
- 15.94%
- 3Y*
- 14.29%
- 5Y*
- 9.20%
- 10Y*
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HWLIX vs. SWLVX - Expense Ratio Comparison
HWLIX has a 0.95% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Return for Risk
HWLIX vs. SWLVX — Risk / Return Rank
HWLIX
SWLVX
HWLIX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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 | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.01 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.47 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.44 | -0.52 |
Martin ratioReturn relative to average drawdown | 3.99 | 6.76 | -2.77 |
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 | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.01 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.62 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.50 | -0.07 |
Correlation
The correlation between HWLIX and SWLVX is 0.93, 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. SWLVX - Dividend Comparison
HWLIX's dividend yield for the trailing twelve months is around 8.24%, more than SWLVX's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWLIX Hotchkis & Wiley Large Cap Value Fund | 8.24% | 8.12% | 11.29% | 11.12% | 8.48% | 0.86% | 1.65% | 1.62% | 3.55% | 1.67% | 1.94% | 1.59% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.98% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Drawdowns
HWLIX vs. SWLVX - Drawdown Comparison
The maximum HWLIX drawdown since its inception was -70.48%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for HWLIX and SWLVX.
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Drawdown Indicators
| HWLIX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.48% | -38.34% | -32.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -11.82% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -19.05% | -5.64% |
Max Drawdown (10Y)Largest decline over 10 years | -46.72% | — | — |
Current DrawdownCurrent decline from peak | -5.94% | -4.82% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -4.93% | -5.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.51% | +0.71% |
Volatility
HWLIX vs. SWLVX - Volatility Comparison
The current volatility for Hotchkis & Wiley Large Cap Value Fund (HWLIX) is 3.54%, while Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a volatility of 4.47%. This indicates that HWLIX experiences smaller price fluctuations and is considered to be less risky than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWLIX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 4.47% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 8.30% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 15.74% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 14.85% | +3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.59% | 18.67% | +2.92% |