HWNIX vs. FSGEX
Compare and contrast key facts about Hotchkis & Wiley International Value Fund (HWNIX) and Fidelity Series Global ex U.S. Index Fund (FSGEX).
HWNIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2015. FSGEX is managed by Fidelity. It was launched on Sep 29, 2009.
Performance
HWNIX vs. FSGEX - Performance Comparison
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HWNIX vs. FSGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWNIX Hotchkis & Wiley International Value Fund | -0.59% | 41.40% | 5.92% | 22.98% | -5.40% | 18.12% | -2.36% | 20.53% | -18.77% | 18.13% |
FSGEX Fidelity Series Global ex U.S. Index Fund | -1.20% | 32.99% | 5.34% | 15.56% | -15.75% | 7.77% | 10.75% | 21.41% | -13.99% | 27.47% |
Returns By Period
In the year-to-date period, HWNIX achieves a -0.59% return, which is significantly higher than FSGEX's -1.20% return. Over the past 10 years, HWNIX has outperformed FSGEX with an annualized return of 9.88%, while FSGEX has yielded a comparatively lower 8.55% annualized 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%
FSGEX
- 1D
- -0.06%
- 1M
- -11.07%
- YTD
- -1.20%
- 6M
- 3.57%
- 1Y
- 23.80%
- 3Y*
- 14.32%
- 5Y*
- 6.98%
- 10Y*
- 8.55%
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HWNIX vs. FSGEX - Expense Ratio Comparison
HWNIX has a 0.95% expense ratio, which is higher than FSGEX's 0.01% expense ratio.
Return for Risk
HWNIX vs. FSGEX — Risk / Return Rank
HWNIX
FSGEX
HWNIX vs. FSGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley International Value Fund (HWNIX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). 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.
| HWNIX | FSGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.43 | +0.08 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.93 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.89 | +0.03 |
Martin ratioReturn relative to average drawdown | 7.74 | 7.46 | +0.28 |
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
| HWNIX | FSGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.43 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.46 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.36 | +0.13 |
Correlation
The correlation between HWNIX and FSGEX is 0.86, 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. FSGEX - Dividend Comparison
HWNIX's dividend yield for the trailing twelve months is around 17.00%, more than FSGEX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
FSGEX Fidelity Series Global ex U.S. Index Fund | 3.06% | 3.02% | 2.98% | 2.90% | 2.78% | 2.59% | 1.68% | 2.10% | 2.86% | 2.48% | 2.56% | 2.61% |
Drawdowns
HWNIX vs. FSGEX - Drawdown Comparison
The maximum HWNIX drawdown since its inception was -48.97%, which is greater than FSGEX's maximum drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for HWNIX and FSGEX.
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Drawdown Indicators
| HWNIX | FSGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.97% | -34.74% | -14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -11.24% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -29.66% | +0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -48.97% | -34.74% | -14.23% |
Current DrawdownCurrent decline from peak | -10.51% | -11.24% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -8.51% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.86% | +0.19% |
Volatility
HWNIX vs. FSGEX - Volatility Comparison
The current volatility for Hotchkis & Wiley International Value Fund (HWNIX) is 6.60%, while Fidelity Series Global ex U.S. Index Fund (FSGEX) has a volatility of 7.21%. This indicates that HWNIX experiences smaller price fluctuations and is considered to be less risky than FSGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWNIX | FSGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 7.21% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 10.85% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 16.09% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 15.14% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 16.12% | +3.81% |