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HWNIX vs. PPYPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWNIX vs. PPYPX - Performance Comparison

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

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HWNIX vs. PPYPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PPYPX
PIMCO RAE International Fund
8.42%31.34%-1.15%18.13%-8.73%10.68%2.05%16.43%-15.49%24.89%

Returns By Period

In the year-to-date period, HWNIX achieves a -0.59% return, which is significantly lower than PPYPX's 8.42% return. Over the past 10 years, HWNIX has outperformed PPYPX with an annualized return of 9.88%, while PPYPX has yielded a comparatively lower 8.80% 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%

PPYPX

1D
0.63%
1M
-6.12%
YTD
8.42%
6M
13.11%
1Y
31.25%
3Y*
15.99%
5Y*
8.93%
10Y*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWNIX vs. PPYPX - Expense Ratio Comparison

HWNIX has a 0.95% expense ratio, which is higher than PPYPX's 0.60% expense ratio.


Return for Risk

HWNIX vs. PPYPX — 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

PPYPX
PPYPX Risk / Return Rank: 9090
Overall Rank
PPYPX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PPYPX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PPYPX Omega Ratio Rank: 8888
Omega Ratio Rank
PPYPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PPYPX Martin Ratio Rank: 9393
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. PPYPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley International Value Fund (HWNIX) and PIMCO RAE International Fund (PPYPX). 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.


HWNIXPPYPXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.96

-0.45

Sortino ratio

Return per unit of downside risk

2.02

2.52

-0.50

Omega ratio

Gain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratio

Return relative to maximum drawdown

1.93

2.46

-0.53

Martin ratio

Return relative to average drawdown

7.74

11.58

-3.84

HWNIX vs. PPYPX - Sharpe Ratio Comparison

The current HWNIX Sharpe Ratio is 1.50, which is comparable to the PPYPX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of HWNIX and PPYPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HWNIXPPYPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.96

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.46

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.46

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.45

+0.04

Correlation

The correlation between HWNIX and PPYPX 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. PPYPX - Dividend Comparison

HWNIX's dividend yield for the trailing twelve months is around 17.00%, more than PPYPX's 7.17% 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%
PPYPX
PIMCO RAE International Fund
7.17%7.78%6.57%10.09%7.20%27.06%2.23%4.20%5.96%2.53%2.41%

Drawdowns

HWNIX vs. PPYPX - Drawdown Comparison

The maximum HWNIX drawdown since its inception was -48.97%, which is greater than PPYPX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for HWNIX and PPYPX.


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Drawdown Indicators


HWNIXPPYPXDifference

Max Drawdown

Largest peak-to-trough decline

-48.97%

-42.48%

-6.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-10.21%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-35.65%

+6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-48.97%

-42.48%

-6.49%

Current Drawdown

Current decline from peak

-10.51%

-6.12%

-4.39%

Average Drawdown

Average peak-to-trough decline

-8.09%

-10.28%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.47%

+0.58%

Volatility

HWNIX vs. PPYPX - Volatility Comparison

Hotchkis & Wiley International Value Fund (HWNIX) has a higher volatility of 6.60% compared to PIMCO RAE International Fund (PPYPX) at 4.98%. This indicates that HWNIX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWNIXPPYPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

4.98%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

9.98%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

15.30%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

19.59%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

19.07%

+0.86%