HWLIX vs. VVIAX
Compare and contrast key facts about Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Vanguard Value Index Fund Admiral Shares (VVIAX).
HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987. VVIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
HWLIX vs. VVIAX - Performance Comparison
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HWLIX vs. VVIAX - 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 3.30% | 15.27% | 16.00% | 9.22% | -2.07% | 26.51% | 2.29% | 25.81% | -5.45% | 17.13% |
Returns By Period
In the year-to-date period, HWLIX achieves a 0.36% return, which is significantly lower than VVIAX's 3.30% return. Both investments have delivered pretty close results over the past 10 years, with HWLIX having a 11.49% annualized return and VVIAX not far ahead at 11.79%.
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%
VVIAX
- 1D
- 1.65%
- 1M
- -4.61%
- YTD
- 3.30%
- 6M
- 6.13%
- 1Y
- 16.29%
- 3Y*
- 15.07%
- 5Y*
- 10.84%
- 10Y*
- 11.79%
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HWLIX vs. VVIAX - Expense Ratio Comparison
HWLIX has a 0.95% expense ratio, which is higher than VVIAX's 0.05% expense ratio.
Return for Risk
HWLIX vs. VVIAX — Risk / Return Rank
HWLIX
VVIAX
HWLIX vs. VVIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Large Cap Value Fund (HWLIX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.08 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.56 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.53 | -0.34 |
Martin ratioReturn relative to average drawdown | 5.15 | 6.89 | -1.74 |
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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.08 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.78 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.71 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.40 | +0.03 |
Correlation
The correlation between HWLIX and VVIAX 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. VVIAX - Dividend Comparison
HWLIX's dividend yield for the trailing twelve months is around 8.09%, more than VVIAX's 2.01% 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.01% | 2.04% | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% |
Drawdowns
HWLIX vs. VVIAX - Drawdown Comparison
The maximum HWLIX drawdown since its inception was -70.48%, which is greater than VVIAX's maximum drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for HWLIX and VVIAX.
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Drawdown Indicators
| HWLIX | VVIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.48% | -59.32% | -11.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -11.28% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -17.14% | -7.55% |
Max Drawdown (10Y)Largest decline over 10 years | -46.72% | -36.80% | -9.92% |
Current DrawdownCurrent decline from peak | -4.18% | -4.82% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -9.67% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.50% | +0.73% |
Volatility
HWLIX vs. VVIAX - Volatility Comparison
Hotchkis & Wiley Large Cap Value Fund (HWLIX) has a higher volatility of 4.11% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.80%. This indicates that HWLIX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWLIX | VVIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.80% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 7.69% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 14.88% | +3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 13.92% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 16.74% | +4.86% |