HWSIX vs. AVALX

In the year-to-date period, HWSIX achieves a -6.20% return, which is significantly lower than AVALX's 22.87% return. Over the past 10 years, HWSIX has underperformed AVALX with an annualized return of 1.59%, while AVALX has yielded a comparatively higher 13.25% annualized return.

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HWSIX has a 1.06% expense ratio, which is lower than AVALX's 1.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Aegis Value Fund (AVALX). 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.

The current HWSIX Sharpe Ratio is -0.45, which is lower than the AVALX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HWSIX and AVALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HWSIX's dividend yield for the trailing twelve months is around 1.16%, more than AVALX's 0.84% yield.

The maximum HWSIX drawdown since its inception was -77.88%, roughly equal to the maximum AVALX drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for HWSIX and AVALX. For additional features, visit the drawdowns tool.

Hotchkis & Wiley Small Cap Value Fund (HWSIX) has a higher volatility of 6.69% compared to Aegis Value Fund (AVALX) at 5.32%. This indicates that HWSIX's price experiences larger fluctuations and is considered to be riskier than AVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.