HWNIX vs. SIMYX
Compare and contrast key facts about Hotchkis & Wiley International Value Fund (HWNIX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
HWNIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2015. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
HWNIX vs. SIMYX - Performance Comparison
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HWNIX vs. SIMYX - 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% | 17.04% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, HWNIX achieves a -0.59% return, which is significantly lower than SIMYX's 3.35% 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%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
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HWNIX vs. SIMYX - Expense Ratio Comparison
HWNIX has a 0.95% expense ratio, which is higher than SIMYX's 0.86% expense ratio.
Return for Risk
HWNIX vs. SIMYX — Risk / Return Rank
HWNIX
SIMYX
HWNIX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley International Value Fund (HWNIX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.75 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.30 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 2.52 | -0.59 |
Martin ratioReturn relative to average drawdown | 7.74 | 9.65 | -1.91 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.75 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.76 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.58 | -0.10 |
Correlation
The correlation between HWNIX and SIMYX is 0.72, 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. SIMYX - Dividend Comparison
HWNIX's dividend yield for the trailing twelve months is around 17.00%, more than SIMYX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% |
Drawdowns
HWNIX vs. SIMYX - Drawdown Comparison
The maximum HWNIX drawdown since its inception was -48.97%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for HWNIX and SIMYX.
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Drawdown Indicators
| HWNIX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.97% | -32.14% | -16.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -8.55% | -3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -25.06% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -48.97% | — | — |
Current DrawdownCurrent decline from peak | -10.51% | -7.35% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -6.14% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.23% | +0.82% |
Volatility
HWNIX vs. SIMYX - Volatility Comparison
Hotchkis & Wiley International Value Fund (HWNIX) has a higher volatility of 6.60% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that HWNIX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWNIX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 4.79% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 7.26% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 12.54% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 11.31% | +6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 12.24% | +7.69% |