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.
Performance
HWLIX vs. VOOV - Performance Comparison
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HWLIX vs. VOOV - 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% |
VOOV Vanguard S&P 500 Value ETF | 0.14% | 13.10% | 12.21% | 22.15% | -5.37% | 24.87% | 1.23% | 31.75% | -9.09% | 15.26% |
Returns By Period
In the year-to-date period, HWLIX achieves a 0.36% return, which is significantly higher than VOOV's 0.14% return. Both investments have delivered pretty close results over the past 10 years, with HWLIX having a 11.49% annualized return and VOOV not far behind at 11.36%.
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%
VOOV
- 1D
- 0.20%
- 1M
- -4.34%
- YTD
- 0.14%
- 6M
- 3.03%
- 1Y
- 13.11%
- 3Y*
- 13.86%
- 5Y*
- 10.44%
- 10Y*
- 11.36%
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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.
Return for Risk
HWLIX vs. VOOV — Risk / Return Rank
HWLIX
VOOV
HWLIX vs. VOOV - Risk-Adjusted Trends 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.
| HWLIX | VOOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.84 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.27 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.08 | +0.11 |
Martin ratioReturn relative to average drawdown | 5.15 | 5.03 | +0.12 |
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 | VOOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.72 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.67 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.72 | -0.29 |
Correlation
The correlation between HWLIX and VOOV is 0.91, 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. VOOV - Dividend Comparison
HWLIX's dividend yield for the trailing twelve months is around 8.09%, more than VOOV's 1.80% 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% |
VOOV Vanguard S&P 500 Value ETF | 1.80% | 1.76% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% |
Drawdowns
HWLIX vs. VOOV - Drawdown Comparison
The maximum HWLIX drawdown since its inception was -70.48%, 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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Drawdown Indicators
| HWLIX | VOOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.48% | -37.31% | -33.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -11.99% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -18.10% | -6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -46.72% | -37.31% | -9.41% |
Current DrawdownCurrent decline from peak | -4.18% | -4.48% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -3.88% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.57% | +0.66% |
Volatility
HWLIX vs. VOOV - Volatility Comparison
Hotchkis & Wiley Large Cap Value Fund (HWLIX) has a higher volatility of 4.11% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.82%. 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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Volatility by Period
| HWLIX | VOOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.82% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 7.77% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 15.59% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 14.50% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 16.96% | +4.64% |