HWLIX vs. VIHAX
Compare and contrast key facts about Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX).
HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987. VIHAX is managed by Vanguard. It was launched on Mar 2, 2016.
Performance
HWLIX vs. VIHAX - Performance Comparison
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HWLIX vs. VIHAX - 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 5.44% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Returns By Period
In the year-to-date period, HWLIX achieves a 0.36% return, which is significantly lower than VIHAX's 5.44% return. Over the past 10 years, HWLIX has outperformed VIHAX with an annualized return of 11.49%, while VIHAX has yielded a comparatively lower 10.41% 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%
VIHAX
- 1D
- 2.29%
- 1M
- -4.98%
- YTD
- 5.44%
- 6M
- 12.61%
- 1Y
- 32.56%
- 3Y*
- 20.30%
- 5Y*
- 12.43%
- 10Y*
- 10.41%
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HWLIX vs. VIHAX - Expense Ratio Comparison
HWLIX has a 0.95% expense ratio, which is higher than VIHAX's 0.22% expense ratio.
Return for Risk
HWLIX vs. VIHAX — Risk / Return Rank
HWLIX
VIHAX
HWLIX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 2.32 | -1.49 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.96 | -1.70 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 3.01 | -1.82 |
Martin ratioReturn relative to average drawdown | 5.15 | 12.38 | -7.23 |
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 | VIHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 2.32 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.91 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.66 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.66 | -0.23 |
Correlation
The correlation between HWLIX and VIHAX is 0.76, 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. VIHAX - Dividend Comparison
HWLIX's dividend yield for the trailing twelve months is around 8.09%, more than VIHAX's 3.62% 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.62% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Drawdowns
HWLIX vs. VIHAX - Drawdown Comparison
The maximum HWLIX drawdown since its inception was -70.48%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for HWLIX and VIHAX.
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Drawdown Indicators
| HWLIX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.48% | -38.80% | -31.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -10.66% | -3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -23.92% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -46.72% | -38.80% | -7.92% |
Current DrawdownCurrent decline from peak | -4.18% | -6.64% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -6.09% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.59% | +0.64% |
Volatility
HWLIX vs. VIHAX - Volatility Comparison
The current volatility for Hotchkis & Wiley Large Cap Value Fund (HWLIX) is 4.11%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that HWLIX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWLIX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 6.16% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 9.08% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 14.29% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 13.69% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 15.92% | +5.68% |