HWMIX vs. DCINX
Compare and contrast key facts about Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Dunham International Stock Fund (DCINX).
HWMIX is managed by Hotchkis & Wiley. It was launched on Jan 2, 1997. DCINX is managed by Dunham. It was launched on Dec 10, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HWMIX or DCINX.
Key characteristics
| HWMIX | DCINX | |
|---|---|---|
| YTD Return | 5.18% | 11.74% |
| 1Y Return | 21.46% | 24.44% |
| 3Y Return (Ann) | 9.99% | 3.25% |
| 5Y Return (Ann) | 13.83% | 8.41% |
| 10Y Return (Ann) | 5.42% | 5.40% |
| Sharpe Ratio | 1.30 | 1.85 |
| Sortino Ratio | 1.89 | 2.49 |
| Omega Ratio | 1.23 | 1.33 |
| Calmar Ratio | 2.36 | 1.54 |
| Martin Ratio | 5.95 | 9.62 |
| Ulcer Index | 3.75% | 2.49% |
| Daily Std Dev | 17.20% | 12.91% |
| Max Drawdown | -69.84% | -63.60% |
| Current Drawdown | -3.50% | -4.99% |
Correlation
The correlation between HWMIX and DCINX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HWMIX vs. DCINX - Performance Comparison
In the year-to-date period, HWMIX achieves a 5.18% return, which is significantly lower than DCINX's 11.74% return. Both investments have delivered pretty close results over the past 10 years, with HWMIX having a 5.42% annualized return and DCINX not far behind at 5.40%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HWMIX vs. DCINX - Expense Ratio Comparison
HWMIX has a 1.01% expense ratio, which is lower than DCINX's 2.92% expense ratio.
Risk-Adjusted Performance
HWMIX vs. DCINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Dunham International Stock Fund (DCINX). 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.
Dividends
HWMIX vs. DCINX - Dividend Comparison
HWMIX's dividend yield for the trailing twelve months is around 0.27%, less than DCINX's 3.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 0.27% | 0.28% | 0.49% | 1.28% | 2.25% | 1.60% | 2.99% | 6.72% | 1.53% | 0.50% | 10.32% | 0.31% |
DCINX Dunham International Stock Fund | 3.08% | 3.44% | 3.53% | 15.49% | 0.05% | 1.54% | 6.92% | 3.92% | 0.00% | 0.00% | 1.53% | 1.03% |
Drawdowns
HWMIX vs. DCINX - Drawdown Comparison
The maximum HWMIX drawdown since its inception was -69.84%, which is greater than DCINX's maximum drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for HWMIX and DCINX. For additional features, visit the drawdowns tool.
Volatility
HWMIX vs. DCINX - Volatility Comparison
Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Dunham International Stock Fund (DCINX) have volatilities of 3.34% and 3.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.