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HWMIX vs. NMAVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWMIX vs. NMAVX - Performance Comparison

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

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HWMIX vs. NMAVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
NMAVX
Nuance Mid Cap Value Fund
2.01%1.91%5.20%6.44%-5.26%11.10%4.41%30.71%-5.44%14.81%

Returns By Period

In the year-to-date period, HWMIX achieves a 6.74% return, which is significantly higher than NMAVX's 2.01% return. Over the past 10 years, HWMIX has outperformed NMAVX with an annualized return of 9.08%, while NMAVX has yielded a comparatively lower 7.67% 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%

NMAVX

1D
0.95%
1M
-7.03%
YTD
2.01%
6M
4.85%
1Y
10.22%
3Y*
4.10%
5Y*
3.00%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWMIX vs. NMAVX - Expense Ratio Comparison

HWMIX has a 1.01% expense ratio, which is lower than NMAVX's 1.22% expense ratio.


Return for Risk

HWMIX vs. NMAVX — Risk / Return Rank

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

HWMIX
HWMIX Risk / Return Rank: 4444
Overall Rank
HWMIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HWMIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
HWMIX Omega Ratio Rank: 4444
Omega Ratio Rank
HWMIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HWMIX Martin Ratio Rank: 4949
Martin Ratio Rank

NMAVX
NMAVX Risk / Return Rank: 2727
Overall Rank
NMAVX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NMAVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
NMAVX Omega Ratio Rank: 2121
Omega Ratio Rank
NMAVX Calmar Ratio Rank: 3434
Calmar Ratio Rank
NMAVX Martin Ratio Rank: 2727
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. NMAVX - Risk-Adjusted Trends Comparison

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


HWMIXNMAVXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.73

+0.20

Sortino ratio

Return per unit of downside risk

1.41

1.17

+0.25

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.35

1.09

+0.26

Martin ratio

Return relative to average drawdown

5.49

3.40

+2.10

HWMIX vs. NMAVX - Sharpe Ratio Comparison

The current HWMIX Sharpe Ratio is 0.93, which is comparable to the NMAVX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of HWMIX and NMAVX, 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


HWMIXNMAVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.73

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.23

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.51

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.50

-0.03

Correlation

The correlation between HWMIX and NMAVX is 0.78, 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. NMAVX - Dividend Comparison

HWMIX's dividend yield for the trailing twelve months is around 1.31%, more than NMAVX's 0.98% yield.


TTM20252024202320222021202020192018201720162015
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%
NMAVX
Nuance Mid Cap Value Fund
0.98%1.00%7.55%1.78%9.05%11.98%0.61%5.91%7.16%7.05%1.83%4.24%

Drawdowns

HWMIX vs. NMAVX - Drawdown Comparison

The maximum HWMIX drawdown since its inception was -69.84%, which is greater than NMAVX's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for HWMIX and NMAVX.


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Drawdown Indicators


HWMIXNMAVXDifference

Max Drawdown

Largest peak-to-trough decline

-69.84%

-30.93%

-38.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.87%

-9.80%

-7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-18.40%

-7.50%

Max Drawdown (10Y)

Largest decline over 10 years

-63.21%

-30.93%

-32.28%

Current Drawdown

Current decline from peak

-3.32%

-7.84%

+4.52%

Average Drawdown

Average peak-to-trough decline

-10.89%

-3.77%

-7.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.15%

+1.00%

Volatility

HWMIX vs. NMAVX - Volatility Comparison

Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) has a higher volatility of 4.30% compared to Nuance Mid Cap Value Fund (NMAVX) at 3.80%. This indicates that HWMIX's price experiences larger fluctuations and is considered to be riskier than NMAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWMIXNMAVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

3.80%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

7.63%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

23.86%

14.28%

+9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

13.21%

+9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.62%

15.05%

+10.57%