HWMIX vs. DFVEX
Compare and contrast key facts about Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and DFA U.S. Vector Equity Fund (DFVEX).
HWMIX is managed by Hotchkis & Wiley. It was launched on Jan 2, 1997. DFVEX is managed by Dimensional. It was launched on Dec 30, 2005.
Performance
HWMIX vs. DFVEX - Performance Comparison
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HWMIX vs. DFVEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 6.50% | 7.87% | 3.62% | 19.87% | 1.63% | 39.18% | 0.49% | 12.97% | -19.32% | 7.69% |
DFVEX DFA U.S. Vector Equity Fund | 0.24% | 13.66% | 14.36% | 17.60% | -9.96% | 32.10% | 7.53% | 26.11% | -13.24% | 14.15% |
Returns By Period
In the year-to-date period, HWMIX achieves a 6.50% return, which is significantly higher than DFVEX's 0.24% return. Over the past 10 years, HWMIX has underperformed DFVEX with an annualized return of 9.06%, while DFVEX has yielded a comparatively higher 11.29% annualized return.
HWMIX
- 1D
- -0.22%
- 1M
- -1.27%
- YTD
- 6.50%
- 6M
- 8.81%
- 1Y
- 20.36%
- 3Y*
- 11.93%
- 5Y*
- 9.71%
- 10Y*
- 9.06%
DFVEX
- 1D
- 0.52%
- 1M
- -3.41%
- YTD
- 0.24%
- 6M
- 2.67%
- 1Y
- 18.12%
- 3Y*
- 14.39%
- 5Y*
- 9.09%
- 10Y*
- 11.29%
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HWMIX vs. DFVEX - Expense Ratio Comparison
HWMIX has a 1.01% expense ratio, which is higher than DFVEX's 0.28% expense ratio.
Return for Risk
HWMIX vs. DFVEX — Risk / Return Rank
HWMIX
DFVEX
HWMIX vs. DFVEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and DFA U.S. Vector Equity Fund (DFVEX). 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.
| HWMIX | DFVEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.05 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.58 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.33 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.23 | 5.97 | -0.74 |
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
| HWMIX | DFVEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.05 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.50 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.56 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.08 |
Correlation
The correlation between HWMIX and DFVEX is 0.92, 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
HWMIX vs. DFVEX - Dividend Comparison
HWMIX's dividend yield for the trailing twelve months is around 1.31%, more than DFVEX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 1.31% | 1.39% | 1.15% | 0.28% | 0.49% | 1.28% | 2.25% | 1.60% | 2.99% | 6.72% | 1.53% | 14.67% |
DFVEX DFA U.S. Vector Equity Fund | 1.20% | 0.91% | 1.26% | 3.33% | 4.94% | 9.56% | 1.28% | 2.98% | 4.09% | 4.41% | 3.46% | 4.59% |
Drawdowns
HWMIX vs. DFVEX - Drawdown Comparison
The maximum HWMIX drawdown since its inception was -69.84%, which is greater than DFVEX's maximum drawdown of -62.71%. Use the drawdown chart below to compare losses from any high point for HWMIX and DFVEX.
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Drawdown Indicators
| HWMIX | DFVEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.84% | -62.71% | -7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.79% | -8.45% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -21.20% | -4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -63.21% | -42.20% | -21.01% |
Current DrawdownCurrent decline from peak | -3.54% | -5.57% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -9.18% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 2.95% | +1.21% |
Volatility
HWMIX vs. DFVEX - Volatility Comparison
The current volatility for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) is 4.20%, while DFA U.S. Vector Equity Fund (DFVEX) has a volatility of 5.16%. This indicates that HWMIX experiences smaller price fluctuations and is considered to be less risky than DFVEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWMIX | DFVEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.16% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 9.29% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.85% | 18.64% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 18.32% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.61% | 20.16% | +5.45% |