HWMIX vs. FDMLX
Compare and contrast key facts about Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Fidelity Series Intrinsic Opportunities Fund (FDMLX).
HWMIX is managed by Hotchkis & Wiley. It was launched on Jan 2, 1997. FDMLX is managed by Fidelity. It was launched on Dec 6, 2012.
Performance
HWMIX vs. FDMLX - Performance Comparison
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HWMIX vs. FDMLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWMIX Hotchkis & Wiley Mid-Cap Value Fund | 6.74% | 7.87% | 3.62% | 19.87% | 1.63% | 39.18% | 0.49% | 12.97% | -19.32% | 7.69% |
FDMLX Fidelity Series Intrinsic Opportunities Fund | 0.66% | 11.64% | 10.76% | 19.77% | -3.24% | 27.54% | 11.45% | 17.72% | -7.17% | 24.39% |
Returns By Period
In the year-to-date period, HWMIX achieves a 6.74% return, which is significantly higher than FDMLX's 0.66% return. Over the past 10 years, HWMIX has underperformed FDMLX with an annualized return of 9.08%, while FDMLX has yielded a comparatively higher 11.80% annualized return.
HWMIX
- 1D
- 1.52%
- 1M
- -2.06%
- YTD
- 6.74%
- 6M
- 8.96%
- 1Y
- 22.13%
- 3Y*
- 12.01%
- 5Y*
- 9.76%
- 10Y*
- 9.08%
FDMLX
- 1D
- 1.90%
- 1M
- -5.89%
- YTD
- 0.66%
- 6M
- 1.73%
- 1Y
- 15.42%
- 3Y*
- 13.29%
- 5Y*
- 9.26%
- 10Y*
- 11.80%
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HWMIX vs. FDMLX - Expense Ratio Comparison
HWMIX has a 1.01% expense ratio, which is higher than FDMLX's 0.00% expense ratio.
Return for Risk
HWMIX vs. FDMLX — Risk / Return Rank
HWMIX
FDMLX
HWMIX vs. FDMLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Fidelity Series Intrinsic Opportunities Fund (FDMLX). 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 | FDMLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.80 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.26 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.13 | +0.22 |
Martin ratioReturn relative to average drawdown | 5.49 | 4.45 | +1.04 |
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 | FDMLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.80 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.43 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.62 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.72 | -0.25 |
Correlation
The correlation between HWMIX and FDMLX is 0.87, 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. FDMLX - Dividend Comparison
HWMIX's dividend yield for the trailing twelve months is around 1.31%, less than FDMLX's 11.55% 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% |
FDMLX Fidelity Series Intrinsic Opportunities Fund | 11.55% | 11.63% | 12.75% | 24.60% | 65.08% | 18.63% | 4.18% | 4.94% | 9.28% | 4.53% | 1.51% | 5.76% |
Drawdowns
HWMIX vs. FDMLX - Drawdown Comparison
The maximum HWMIX drawdown since its inception was -69.84%, which is greater than FDMLX's maximum drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for HWMIX and FDMLX.
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Drawdown Indicators
| HWMIX | FDMLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.84% | -35.03% | -34.81% |
Max Drawdown (1Y)Largest decline over 1 year | -16.87% | -14.01% | -2.86% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -23.52% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -63.21% | -35.03% | -28.18% |
Current DrawdownCurrent decline from peak | -3.32% | -7.28% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -4.60% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 3.56% | +0.59% |
Volatility
HWMIX vs. FDMLX - Volatility Comparison
The current volatility for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) is 4.30%, while Fidelity Series Intrinsic Opportunities Fund (FDMLX) has a volatility of 4.73%. This indicates that HWMIX experiences smaller price fluctuations and is considered to be less risky than FDMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWMIX | FDMLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.73% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 10.59% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.86% | 19.81% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 21.88% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.62% | 19.18% | +6.44% |