HWMIX vs. UMCVX
Compare and contrast key facts about Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Invesco V.I. American Value Fund (UMCVX).
HWMIX is managed by Hotchkis & Wiley. It was launched on Jan 2, 1997. UMCVX is managed by Invesco. It was launched on Jan 1, 1997.
Performance
HWMIX vs. UMCVX - Performance Comparison
Loading graphics...
HWMIX vs. UMCVX - 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% |
UMCVX Invesco V.I. American Value Fund | 6.17% | 21.17% | 30.42% | 15.70% | -2.53% | 27.96% | 1.15% | 24.95% | -12.56% | 9.97% |
Returns By Period
In the year-to-date period, HWMIX achieves a 6.74% return, which is significantly higher than UMCVX's 6.17% return. Over the past 10 years, HWMIX has underperformed UMCVX with an annualized return of 9.08%, while UMCVX has yielded a comparatively higher 13.12% 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%
UMCVX
- 1D
- 2.88%
- 1M
- -7.04%
- YTD
- 6.17%
- 6M
- 11.98%
- 1Y
- 36.13%
- 3Y*
- 26.35%
- 5Y*
- 15.92%
- 10Y*
- 13.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HWMIX vs. UMCVX - Expense Ratio Comparison
HWMIX has a 1.01% expense ratio, which is higher than UMCVX's 0.89% expense ratio.
Return for Risk
HWMIX vs. UMCVX — Risk / Return Rank
HWMIX
UMCVX
HWMIX vs. UMCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) and Invesco V.I. American Value Fund (UMCVX). 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 | UMCVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.55 | -0.62 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.09 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.32 | -0.97 |
Martin ratioReturn relative to average drawdown | 5.49 | 9.88 | -4.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HWMIX | UMCVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.55 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.59 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.53 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.42 | +0.06 |
Correlation
The correlation between HWMIX and UMCVX is 0.84, 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. UMCVX - Dividend Comparison
HWMIX's dividend yield for the trailing twelve months is around 1.31%, less than UMCVX's 15.78% 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% |
UMCVX Invesco V.I. American Value Fund | 15.78% | 16.76% | 3.11% | 25.58% | 23.66% | 0.42% | 1.65% | 8.19% | 19.87% | 1.91% | 5.79% | 15.77% |
Drawdowns
HWMIX vs. UMCVX - Drawdown Comparison
The maximum HWMIX drawdown since its inception was -69.84%, which is greater than UMCVX's maximum drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for HWMIX and UMCVX.
Loading graphics...
Drawdown Indicators
| HWMIX | UMCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.84% | -59.30% | -10.54% |
Max Drawdown (1Y)Largest decline over 1 year | -16.87% | -15.59% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -25.10% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -63.21% | -45.77% | -17.44% |
Current DrawdownCurrent decline from peak | -3.32% | -7.09% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -10.11% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 3.67% | +0.48% |
Volatility
HWMIX vs. UMCVX - Volatility Comparison
The current volatility for Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) is 4.30%, while Invesco V.I. American Value Fund (UMCVX) has a volatility of 7.58%. This indicates that HWMIX experiences smaller price fluctuations and is considered to be less risky than UMCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HWMIX | UMCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 7.58% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 14.67% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.86% | 23.60% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 27.16% | -4.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.62% | 25.10% | +0.52% |