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HWSAX vs. BOSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWSAX vs. BOSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) and Bridgeway Omni Small-Cap Value Fund (BOSVX). The values are adjusted to include any dividend payments, if applicable.

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HWSAX vs. BOSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
9.00%1.38%4.77%18.56%2.81%35.32%-0.50%20.26%-15.23%7.39%
BOSVX
Bridgeway Omni Small-Cap Value Fund
8.69%9.78%4.21%18.18%-4.27%48.03%0.83%13.90%-17.15%5.91%

Returns By Period

The year-to-date returns for both stocks are quite close, with HWSAX having a 9.00% return and BOSVX slightly lower at 8.69%. Over the past 10 years, HWSAX has underperformed BOSVX with an annualized return of 9.96%, while BOSVX has yielded a comparatively higher 10.82% annualized return.


HWSAX

1D
1.75%
1M
0.95%
YTD
9.00%
6M
7.38%
1Y
18.60%
3Y*
10.15%
5Y*
9.03%
10Y*
9.96%

BOSVX

1D
1.80%
1M
-2.80%
YTD
8.69%
6M
14.04%
1Y
32.50%
3Y*
14.92%
5Y*
9.65%
10Y*
10.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWSAX vs. BOSVX - Expense Ratio Comparison

HWSAX has a 1.21% expense ratio, which is higher than BOSVX's 0.60% expense ratio.


Return for Risk

HWSAX vs. BOSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HWSAX
HWSAX Risk / Return Rank: 3232
Overall Rank
HWSAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HWSAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HWSAX Omega Ratio Rank: 3030
Omega Ratio Rank
HWSAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HWSAX Martin Ratio Rank: 3434
Martin Ratio Rank

BOSVX
BOSVX Risk / Return Rank: 7575
Overall Rank
BOSVX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BOSVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
BOSVX Omega Ratio Rank: 6767
Omega Ratio Rank
BOSVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BOSVX Martin Ratio Rank: 7777
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.

HWSAX vs. BOSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) and Bridgeway Omni Small-Cap Value Fund (BOSVX). 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.


HWSAXBOSVXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.36

-0.58

Sortino ratio

Return per unit of downside risk

1.22

1.96

-0.73

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.17

2.21

-1.04

Martin ratio

Return relative to average drawdown

4.34

8.13

-3.80

HWSAX vs. BOSVX - Sharpe Ratio Comparison

The current HWSAX Sharpe Ratio is 0.78, which is lower than the BOSVX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HWSAX and BOSVX, 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


HWSAXBOSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.36

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.43

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.43

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.48

-0.01

Correlation

The correlation between HWSAX and BOSVX is 0.94, 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

HWSAX vs. BOSVX - Dividend Comparison

HWSAX's dividend yield for the trailing twelve months is around 0.64%, less than BOSVX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
0.64%0.69%8.19%1.79%13.39%0.22%0.63%4.62%9.45%4.80%0.00%11.67%
BOSVX
Bridgeway Omni Small-Cap Value Fund
9.19%9.99%9.71%8.55%21.96%4.12%1.21%0.99%10.36%6.66%0.89%1.00%

Drawdowns

HWSAX vs. BOSVX - Drawdown Comparison

The maximum HWSAX drawdown since its inception was -72.14%, which is greater than BOSVX's maximum drawdown of -57.14%. Use the drawdown chart below to compare losses from any high point for HWSAX and BOSVX.


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Drawdown Indicators


HWSAXBOSVXDifference

Max Drawdown

Largest peak-to-trough decline

-72.14%

-57.14%

-15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-14.60%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-28.71%

+1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-53.82%

-57.14%

+3.32%

Current Drawdown

Current decline from peak

-1.09%

-4.40%

+3.31%

Average Drawdown

Average peak-to-trough decline

-11.03%

-8.67%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

3.97%

+0.46%

Volatility

HWSAX vs. BOSVX - Volatility Comparison

The current volatility for Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) is 4.45%, while Bridgeway Omni Small-Cap Value Fund (BOSVX) has a volatility of 5.64%. This indicates that HWSAX experiences smaller price fluctuations and is considered to be less risky than BOSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWSAXBOSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

5.64%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

14.81%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

24.25%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

22.84%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

25.05%

-0.40%