HWNIX vs. HWGIX
Compare and contrast key facts about Hotchkis & Wiley International Value Fund (HWNIX) and Hotchkis & Wiley Global Value Fund (HWGIX).
HWNIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2015. HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012.
Performance
HWNIX vs. HWGIX - Performance Comparison
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HWNIX vs. HWGIX - 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% |
HWGIX Hotchkis & Wiley Global Value Fund | -5.10% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | -0.59% | 24.57% | -16.08% | 16.73% |
Returns By Period
In the year-to-date period, HWNIX achieves a -0.59% return, which is significantly higher than HWGIX's -5.10% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: HWNIX at 9.88% and HWGIX at 9.88%.
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%
HWGIX
- 1D
- 0.13%
- 1M
- -8.99%
- YTD
- -5.10%
- 6M
- -1.50%
- 1Y
- 10.85%
- 3Y*
- 15.40%
- 5Y*
- 9.68%
- 10Y*
- 9.88%
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HWNIX vs. HWGIX - Expense Ratio Comparison
Both HWNIX and HWGIX have an expense ratio of 0.95%.
Return for Risk
HWNIX vs. HWGIX — Risk / Return Rank
HWNIX
HWGIX
HWNIX vs. HWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley International Value Fund (HWNIX) and Hotchkis & Wiley Global Value Fund (HWGIX). 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 | HWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.64 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.00 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.14 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.75 | +1.18 |
Martin ratioReturn relative to average drawdown | 7.74 | 2.97 | +4.76 |
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 | HWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.64 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.55 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.48 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.49 | -0.01 |
Correlation
The correlation between HWNIX and HWGIX is 0.91, 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. HWGIX - Dividend Comparison
HWNIX's dividend yield for the trailing twelve months is around 17.00%, more than HWGIX's 10.15% 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% |
HWGIX Hotchkis & Wiley Global Value Fund | 10.15% | 9.63% | 15.10% | 11.01% | 3.92% | 0.68% | 1.49% | 2.56% | 10.34% | 5.50% | 0.80% | 7.06% |
Drawdowns
HWNIX vs. HWGIX - Drawdown Comparison
The maximum HWNIX drawdown since its inception was -48.97%, roughly equal to the maximum HWGIX drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for HWNIX and HWGIX.
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Drawdown Indicators
| HWNIX | HWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.97% | -46.71% | -2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -12.32% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -28.63% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -48.97% | -46.71% | -2.26% |
Current DrawdownCurrent decline from peak | -10.51% | -9.71% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -6.75% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.12% | -0.07% |
Volatility
HWNIX vs. HWGIX - Volatility Comparison
Hotchkis & Wiley International Value Fund (HWNIX) has a higher volatility of 6.60% compared to Hotchkis & Wiley Global Value Fund (HWGIX) at 4.58%. This indicates that HWNIX's price experiences larger fluctuations and is considered to be riskier than HWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWNIX | HWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 4.58% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 9.42% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 16.92% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 17.53% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 20.71% | -0.78% |