Correlation
The correlation between HWLIX and VOOV is 0.84, 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.
HWLIX vs. VOOV
Compare and contrast key facts about Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Vanguard S&P 500 Value ETF (VOOV).
HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HWLIX or VOOV.
Performance
HWLIX vs. VOOV - Performance Comparison
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Key characteristics
HWLIX:
-0.09
VOOV:
0.41
HWLIX:
0.01
VOOV:
0.64
HWLIX:
1.00
VOOV:
1.09
HWLIX:
-0.08
VOOV:
0.34
HWLIX:
-0.21
VOOV:
1.11
HWLIX:
9.53%
VOOV:
5.37%
HWLIX:
20.99%
VOOV:
16.24%
HWLIX:
-73.16%
VOOV:
-37.31%
HWLIX:
-13.37%
VOOV:
-7.43%
Returns By Period
In the year-to-date period, HWLIX achieves a 0.87% return, which is significantly higher than VOOV's -0.57% return. Over the past 10 years, HWLIX has underperformed VOOV with an annualized return of 5.78%, while VOOV has yielded a comparatively higher 9.65% annualized return.
HWLIX
0.87%
3.66%
-13.19%
-3.77%
-0.76%
11.30%
5.78%
VOOV
-0.57%
2.71%
-7.43%
4.58%
10.16%
13.84%
9.65%
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HWLIX vs. VOOV - Expense Ratio Comparison
HWLIX has a 0.95% expense ratio, which is higher than VOOV's 0.10% expense ratio.
Risk-Adjusted Performance
HWLIX vs. VOOV — Risk-Adjusted Performance Rank
HWLIX
VOOV
HWLIX vs. VOOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Vanguard S&P 500 Value ETF (VOOV). 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.
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Dividends
HWLIX vs. VOOV - Dividend Comparison
HWLIX's dividend yield for the trailing twelve months is around 11.20%, more than VOOV's 2.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWLIX Hotchkis & Wiley Large Cap Value Fund | 11.20% | 11.29% | 11.12% | 8.48% | 0.86% | 1.65% | 1.62% | 3.54% | 1.67% | 1.94% | 1.59% | 2.88% |
VOOV Vanguard S&P 500 Value ETF | 2.16% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% |
Drawdowns
HWLIX vs. VOOV - Drawdown Comparison
The maximum HWLIX drawdown since its inception was -73.16%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for HWLIX and VOOV.
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Volatility
HWLIX vs. VOOV - Volatility Comparison
Hotchkis & Wiley Large Cap Value Fund (HWLIX) has a higher volatility of 5.02% compared to Vanguard S&P 500 Value ETF (VOOV) at 4.34%. This indicates that HWLIX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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