HWSAX vs. VRTVX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX).
HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000. VRTVX is managed by Vanguard. It was launched on Jul 13, 2012.
Performance
HWSAX vs. VRTVX - Performance Comparison
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HWSAX vs. VRTVX - 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 4.95% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Returns By Period
In the year-to-date period, HWSAX achieves a 9.00% return, which is significantly higher than VRTVX's 4.95% return. Both investments have delivered pretty close results over the past 10 years, with HWSAX having a 9.96% annualized return and VRTVX not far behind at 9.58%.
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%
VRTVX
- 1D
- 2.63%
- 1M
- -4.39%
- YTD
- 4.95%
- 6M
- 7.82%
- 1Y
- 28.09%
- 3Y*
- 13.67%
- 5Y*
- 5.40%
- 10Y*
- 9.58%
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HWSAX vs. VRTVX - Expense Ratio Comparison
HWSAX has a 1.21% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Return for Risk
HWSAX vs. VRTVX — Risk / Return Rank
HWSAX
VRTVX
HWSAX vs. VRTVX - 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 Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.28 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.86 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 2.01 | -0.85 |
Martin ratioReturn relative to average drawdown | 4.34 | 8.00 | -3.66 |
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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.28 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.25 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.41 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Correlation
The correlation between HWSAX and VRTVX 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. VRTVX - Dividend Comparison
HWSAX's dividend yield for the trailing twelve months is around 0.64%, less than VRTVX's 1.79% 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.79% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Drawdowns
HWSAX vs. VRTVX - Drawdown Comparison
The maximum HWSAX drawdown since its inception was -72.14%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for HWSAX and VRTVX.
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Drawdown Indicators
| HWSAX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.14% | -45.98% | -26.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -13.82% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -26.85% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -53.82% | -45.98% | -7.84% |
Current DrawdownCurrent decline from peak | -1.09% | -5.37% | +4.28% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -7.85% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 3.48% | +0.95% |
Volatility
HWSAX vs. VRTVX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) is 4.45%, while Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a volatility of 6.36%. This indicates that HWSAX experiences smaller price fluctuations and is considered to be less risky than VRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWSAX | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 6.36% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 13.12% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.99% | 22.05% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 21.79% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 23.70% | +0.95% |