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HWMIX vs. FSLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWMIX vs. FSLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Fidelity Value Strategies Fund (FSLSX). The values are adjusted to include any dividend payments, if applicable.

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HWMIX vs. FSLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
5.14%7.87%3.62%19.87%1.63%39.18%0.49%12.97%-19.32%7.69%
FSLSX
Fidelity Value Strategies Fund
3.45%0.24%9.25%20.54%-7.37%33.32%8.24%34.54%-16.90%17.49%

Returns By Period

In the year-to-date period, HWMIX achieves a 5.14% return, which is significantly higher than FSLSX's 3.45% return. Over the past 10 years, HWMIX has underperformed FSLSX with an annualized return of 8.92%, while FSLSX has yielded a comparatively higher 10.15% annualized return.


HWMIX

1D
-0.11%
1M
-3.40%
YTD
5.14%
6M
7.65%
1Y
20.19%
3Y*
11.45%
5Y*
9.65%
10Y*
8.92%

FSLSX

1D
-0.87%
1M
-8.93%
YTD
3.45%
6M
0.11%
1Y
12.54%
3Y*
10.48%
5Y*
7.61%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWMIX vs. FSLSX - Expense Ratio Comparison

HWMIX has a 1.01% expense ratio, which is higher than FSLSX's 0.86% expense ratio.


Return for Risk

HWMIX vs. FSLSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HWMIX
HWMIX Risk / Return Rank: 4545
Overall Rank
HWMIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HWMIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
HWMIX Omega Ratio Rank: 4848
Omega Ratio Rank
HWMIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
HWMIX Martin Ratio Rank: 4444
Martin Ratio Rank

FSLSX
FSLSX Risk / Return Rank: 2323
Overall Rank
FSLSX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FSLSX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FSLSX Omega Ratio Rank: 2222
Omega Ratio Rank
FSLSX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FSLSX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HWMIX vs. FSLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Fidelity Value Strategies Fund (FSLSX). 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.


HWMIXFSLSXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.53

+0.35

Sortino ratio

Return per unit of downside risk

1.36

0.88

+0.47

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratio

Return relative to maximum drawdown

1.11

0.68

+0.44

Martin ratio

Return relative to average drawdown

4.53

2.58

+1.95

HWMIX vs. FSLSX - Sharpe Ratio Comparison

The current HWMIX Sharpe Ratio is 0.88, which is higher than the FSLSX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of HWMIX and FSLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HWMIXFSLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.53

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.37

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.47

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.52

-0.05

Correlation

The correlation between HWMIX and FSLSX 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. FSLSX - Dividend Comparison

HWMIX's dividend yield for the trailing twelve months is around 1.32%, while FSLSX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
1.32%1.39%1.15%0.28%0.49%1.28%2.25%1.60%2.99%6.72%1.53%14.67%
FSLSX
Fidelity Value Strategies Fund
0.00%0.00%10.41%2.49%2.13%7.29%0.84%4.84%14.59%6.57%19.71%1.26%

Drawdowns

HWMIX vs. FSLSX - Drawdown Comparison

The maximum HWMIX drawdown since its inception was -69.84%, roughly equal to the maximum FSLSX drawdown of -69.87%. Use the drawdown chart below to compare losses from any high point for HWMIX and FSLSX.


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Drawdown Indicators


HWMIXFSLSXDifference

Max Drawdown

Largest peak-to-trough decline

-69.84%

-69.87%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-16.87%

-15.25%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-26.81%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-63.21%

-47.98%

-15.23%

Current Drawdown

Current decline from peak

-4.77%

-9.79%

+5.02%

Average Drawdown

Average peak-to-trough decline

-10.89%

-8.30%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

4.00%

+0.14%

Volatility

HWMIX vs. FSLSX - Volatility Comparison

The current volatility for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) is 3.97%, while Fidelity Value Strategies Fund (FSLSX) has a volatility of 5.26%. This indicates that HWMIX experiences smaller price fluctuations and is considered to be less risky than FSLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWMIXFSLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

5.26%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

14.98%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.86%

23.86%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

20.43%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.61%

21.87%

+3.74%