HWNIX vs. HWCIX
Compare and contrast key facts about Hotchkis & Wiley International Value Fund (HWNIX) and Hotchkis & Wiley Diversified Value Fund (HWCIX).
HWNIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2015. HWCIX is managed by Hotchkis & Wiley. It was launched on Aug 30, 2004.
Performance
HWNIX vs. HWCIX - Performance Comparison
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HWNIX vs. HWCIX - 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% |
HWCIX Hotchkis & Wiley Diversified Value Fund | -1.63% | 17.09% | 12.80% | 19.01% | -4.35% | 32.46% | 0.42% | 29.30% | -14.74% | 18.37% |
Returns By Period
In the year-to-date period, HWNIX achieves a -0.59% return, which is significantly higher than HWCIX's -1.63% return. Over the past 10 years, HWNIX has underperformed HWCIX with an annualized return of 9.88%, while HWCIX has yielded a comparatively higher 11.92% 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%
HWCIX
- 1D
- -0.14%
- 1M
- -5.08%
- YTD
- -1.63%
- 6M
- 2.80%
- 1Y
- 13.08%
- 3Y*
- 14.33%
- 5Y*
- 10.38%
- 10Y*
- 11.92%
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HWNIX vs. HWCIX - Expense Ratio Comparison
HWNIX has a 0.95% expense ratio, which is higher than HWCIX's 0.80% expense ratio.
Return for Risk
HWNIX vs. HWCIX — Risk / Return Rank
HWNIX
HWCIX
HWNIX vs. HWCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley International Value Fund (HWNIX) and Hotchkis & Wiley Diversified Value Fund (HWCIX). 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 | HWCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.76 | +0.75 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.16 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.91 | +1.02 |
Martin ratioReturn relative to average drawdown | 7.74 | 3.99 | +3.74 |
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 | HWCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.76 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.57 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.55 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.38 | +0.11 |
Correlation
The correlation between HWNIX and HWCIX is 0.81, 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. HWCIX - Dividend Comparison
HWNIX's dividend yield for the trailing twelve months is around 17.00%, more than HWCIX's 11.33% 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% |
HWCIX Hotchkis & Wiley Diversified Value Fund | 11.33% | 11.15% | 13.85% | 1.56% | 1.12% | 1.10% | 1.99% | 1.82% | 1.62% | 1.82% | 5.17% | 1.49% |
Drawdowns
HWNIX vs. HWCIX - Drawdown Comparison
The maximum HWNIX drawdown since its inception was -48.97%, smaller than the maximum HWCIX drawdown of -69.74%. Use the drawdown chart below to compare losses from any high point for HWNIX and HWCIX.
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Drawdown Indicators
| HWNIX | HWCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.97% | -69.74% | +20.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -13.41% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -23.62% | -5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -48.97% | -47.31% | -1.66% |
Current DrawdownCurrent decline from peak | -10.51% | -6.04% | -4.47% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -12.44% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.06% | -0.01% |
Volatility
HWNIX vs. HWCIX - Volatility Comparison
Hotchkis & Wiley International Value Fund (HWNIX) has a higher volatility of 6.60% compared to Hotchkis & Wiley Diversified Value Fund (HWCIX) at 3.56%. This indicates that HWNIX's price experiences larger fluctuations and is considered to be riskier than HWCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWNIX | HWCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 3.56% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 9.78% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 18.55% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 18.20% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 21.67% | -1.74% |