HWNIX vs. HWLIX
Compare and contrast key facts about Hotchkis & Wiley International Value Fund (HWNIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX).
HWNIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2015. HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987.
Performance
HWNIX vs. HWLIX - Performance Comparison
Loading graphics...
HWNIX vs. HWLIX - 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% |
HWLIX Hotchkis & Wiley Large Cap Value Fund | -1.49% | 18.06% | 12.80% | 16.92% | -5.31% | 28.86% | -0.29% | 29.16% | -14.26% | 18.85% |
Returns By Period
In the year-to-date period, HWNIX achieves a -0.59% return, which is significantly higher than HWLIX's -1.49% return. Over the past 10 years, HWNIX has underperformed HWLIX with an annualized return of 9.88%, while HWLIX has yielded a comparatively higher 11.28% 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%
HWLIX
- 1D
- -0.09%
- 1M
- -4.93%
- YTD
- -1.49%
- 6M
- 2.87%
- 1Y
- 13.45%
- 3Y*
- 14.33%
- 5Y*
- 9.60%
- 10Y*
- 11.28%
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. HWLIX - Expense Ratio Comparison
Both HWNIX and HWLIX have an expense ratio of 0.95%.
Return for Risk
HWNIX vs. HWLIX — Risk / Return Rank
HWNIX
HWLIX
HWNIX vs. HWLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley International Value Fund (HWNIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX). 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 | HWLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.78 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.19 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.92 | +1.01 |
Martin ratioReturn relative to average drawdown | 7.74 | 3.99 | +3.75 |
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
| HWNIX | HWLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.78 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.53 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.52 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.43 | +0.06 |
Correlation
The correlation between HWNIX and HWLIX 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. HWLIX - Dividend Comparison
HWNIX's dividend yield for the trailing twelve months is around 17.00%, more than HWLIX's 8.24% 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% |
HWLIX Hotchkis & Wiley Large Cap Value Fund | 8.24% | 8.12% | 11.29% | 11.12% | 8.48% | 0.86% | 1.65% | 1.62% | 3.55% | 1.67% | 1.94% | 1.59% |
Drawdowns
HWNIX vs. HWLIX - Drawdown Comparison
The maximum HWNIX drawdown since its inception was -48.97%, smaller than the maximum HWLIX drawdown of -70.48%. Use the drawdown chart below to compare losses from any high point for HWNIX and HWLIX.
Loading graphics...
Drawdown Indicators
| HWNIX | HWLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.97% | -70.48% | +21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -13.97% | +2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -24.69% | -4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -48.97% | -46.72% | -2.25% |
Current DrawdownCurrent decline from peak | -10.51% | -5.94% | -4.57% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -10.57% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.22% | -0.17% |
Volatility
HWNIX vs. HWLIX - Volatility Comparison
Hotchkis & Wiley International Value Fund (HWNIX) has a higher volatility of 6.60% compared to Hotchkis & Wiley Large Cap Value Fund (HWLIX) at 3.54%. This indicates that HWNIX's price experiences larger fluctuations and is considered to be riskier than HWLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HWNIX | HWLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 3.54% | +3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 9.92% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 18.75% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 18.26% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 21.59% | -1.66% |