PortfoliosLab logoPortfoliosLab logo
HWNIX vs. FHLFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWNIX vs. FHLFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley International Value Fund (HWNIX) and Fidelity Series International Index Fund (FHLFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HWNIX vs. FHLFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HWNIX
Hotchkis & Wiley International Value Fund
-0.59%41.40%5.92%22.98%-5.40%18.12%-2.36%20.53%-14.99%
FHLFX
Fidelity Series International Index Fund
-1.92%31.96%3.67%18.16%-14.17%11.23%8.09%21.66%-10.70%

Returns By Period

In the year-to-date period, HWNIX achieves a -0.59% return, which is significantly higher than FHLFX's -1.92% return.


HWNIX

1D
0.30%
1M
-10.33%
YTD
-0.59%
6M
6.22%
1Y
26.19%
3Y*
19.00%
5Y*
13.03%
10Y*
9.88%

FHLFX

1D
0.47%
1M
-10.83%
YTD
-1.92%
6M
2.52%
1Y
19.92%
3Y*
13.48%
5Y*
7.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HWNIX vs. FHLFX - Expense Ratio Comparison

HWNIX has a 0.95% expense ratio, which is higher than FHLFX's 0.01% expense ratio.


Return for Risk

HWNIX vs. FHLFX — Risk / Return Rank

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

HWNIX
HWNIX Risk / Return Rank: 7979
Overall Rank
HWNIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HWNIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HWNIX Omega Ratio Rank: 7878
Omega Ratio Rank
HWNIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
HWNIX Martin Ratio Rank: 7979
Martin Ratio Rank

FHLFX
FHLFX Risk / Return Rank: 6161
Overall Rank
FHLFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FHLFX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FHLFX Omega Ratio Rank: 5858
Omega Ratio Rank
FHLFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FHLFX Martin Ratio Rank: 6262
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.

HWNIX vs. FHLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley International Value Fund (HWNIX) and Fidelity Series International Index Fund (FHLFX). 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.


HWNIXFHLFXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.11

+0.39

Sortino ratio

Return per unit of downside risk

2.02

1.56

+0.47

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

1.93

1.54

+0.39

Martin ratio

Return relative to average drawdown

7.74

5.91

+1.83

HWNIX vs. FHLFX - Sharpe Ratio Comparison

The current HWNIX Sharpe Ratio is 1.50, which is higher than the FHLFX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of HWNIX and FHLFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HWNIXFHLFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.11

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.50

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.45

+0.04

Correlation

The correlation between HWNIX and FHLFX is 0.88, 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

HWNIX vs. FHLFX - Dividend Comparison

HWNIX's dividend yield for the trailing twelve months is around 17.00%, more than FHLFX's 3.53% yield.


TTM2025202420232022202120202019201820172016
HWNIX
Hotchkis & Wiley International Value Fund
17.00%16.90%13.76%8.40%3.20%1.46%1.21%3.77%7.96%5.89%3.90%
FHLFX
Fidelity Series International Index Fund
3.53%3.46%2.98%2.86%2.60%2.47%1.92%1.95%0.62%0.00%0.00%

Drawdowns

HWNIX vs. FHLFX - Drawdown Comparison

The maximum HWNIX drawdown since its inception was -48.97%, which is greater than FHLFX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for HWNIX and FHLFX.


Loading graphics...

Drawdown Indicators


HWNIXFHLFXDifference

Max Drawdown

Largest peak-to-trough decline

-48.97%

-33.58%

-15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-11.37%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-29.36%

+0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-48.97%

Current Drawdown

Current decline from peak

-10.51%

-10.83%

+0.32%

Average Drawdown

Average peak-to-trough decline

-8.09%

-6.18%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.96%

+0.09%

Volatility

HWNIX vs. FHLFX - Volatility Comparison

The current volatility for Hotchkis & Wiley International Value Fund (HWNIX) is 6.60%, while Fidelity Series International Index Fund (FHLFX) has a volatility of 7.01%. This indicates that HWNIX experiences smaller price fluctuations and is considered to be less risky than FHLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HWNIXFHLFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

7.01%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

10.62%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

16.84%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

15.77%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

17.61%

+2.32%