HWSAX vs. NDVIX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) and MFS New Discovery Value Fund (NDVIX).
HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000. NDVIX is managed by MFS. It was launched on May 26, 2011.
Performance
HWSAX vs. NDVIX - Performance Comparison
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HWSAX vs. NDVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NDVIX MFS New Discovery Value Fund | 1.49% | 2.38% | 9.34% | 11.20% | -10.79% | 33.58% | 3.65% | 33.65% | -11.13% | 14.54% |
Returns By Period
In the year-to-date period, HWSAX achieves a 9.00% return, which is significantly higher than NDVIX's 1.49% return. Both investments have delivered pretty close results over the past 10 years, with HWSAX having a 9.96% annualized return and NDVIX not far behind at 9.94%.
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%
NDVIX
- 1D
- 2.52%
- 1M
- -6.37%
- YTD
- 1.49%
- 6M
- 1.45%
- 1Y
- 9.68%
- 3Y*
- 7.85%
- 5Y*
- 4.89%
- 10Y*
- 9.94%
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HWSAX vs. NDVIX - Expense Ratio Comparison
HWSAX has a 1.21% expense ratio, which is higher than NDVIX's 0.93% expense ratio.
Return for Risk
HWSAX vs. NDVIX — Risk / Return Rank
HWSAX
NDVIX
HWSAX vs. NDVIX - 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 MFS New Discovery Value Fund (NDVIX). 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.
| HWSAX | NDVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.46 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.79 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 0.67 | +0.50 |
Martin ratioReturn relative to average drawdown | 4.34 | 2.40 | +1.93 |
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
| HWSAX | NDVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.46 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.24 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.46 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.48 | 0.00 |
Correlation
The correlation between HWSAX and NDVIX 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. NDVIX - Dividend Comparison
HWSAX's dividend yield for the trailing twelve months is around 0.64%, less than NDVIX's 10.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NDVIX MFS New Discovery Value Fund | 10.60% | 10.76% | 6.57% | 6.24% | 8.27% | 9.36% | 1.93% | 4.80% | 8.09% | 5.14% | 4.40% | 2.70% |
Drawdowns
HWSAX vs. NDVIX - Drawdown Comparison
The maximum HWSAX drawdown since its inception was -72.14%, which is greater than NDVIX's maximum drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for HWSAX and NDVIX.
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Drawdown Indicators
| HWSAX | NDVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.14% | -44.03% | -28.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -15.23% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -25.59% | -1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -53.82% | -44.03% | -9.79% |
Current DrawdownCurrent decline from peak | -1.09% | -8.18% | +7.09% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -6.18% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 4.24% | +0.19% |
Volatility
HWSAX vs. NDVIX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) is 4.45%, while MFS New Discovery Value Fund (NDVIX) has a volatility of 6.31%. This indicates that HWSAX experiences smaller price fluctuations and is considered to be less risky than NDVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWSAX | NDVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 6.31% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 12.18% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.99% | 21.49% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 20.09% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 21.81% | +2.84% |