HWSIX vs. DASCX
HWSIX (Hotchkis & Wiley Small Cap Value Fund) and DASCX (Dean Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, HWSIX returned 11.20%/yr vs 8.95%/yr for DASCX. Their correlation of 0.91 suggests significant overlap in exposure. HWSIX charges 1.06%/yr vs 1.13%/yr for DASCX.
Performance
HWSIX vs. DASCX - Performance Comparison
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Returns By Period
In the year-to-date period, HWSIX achieves a 15.63% return, which is significantly lower than DASCX's 18.16% return. Over the past 10 years, HWSIX has outperformed DASCX with an annualized return of 11.20%, while DASCX has yielded a comparatively lower 8.95% annualized return.
HWSIX
- 1D
- 0.35%
- 1M
- 1.09%
- YTD
- 15.63%
- 6M
- 13.92%
- 1Y
- 22.01%
- 3Y*
- 12.79%
- 5Y*
- 9.48%
- 10Y*
- 11.20%
DASCX
- 1D
- 0.62%
- 1M
- 3.42%
- YTD
- 18.16%
- 6M
- 15.99%
- 1Y
- 30.87%
- 3Y*
- 10.76%
- 5Y*
- 7.23%
- 10Y*
- 8.95%
HWSIX vs. DASCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWSIX Hotchkis & Wiley Small Cap Value Fund | 15.63% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
DASCX Dean Small Cap Value Fund | 18.16% | 5.00% | 3.71% | 2.76% | 1.76% | 31.48% | -1.73% | 20.98% | -13.07% | 3.72% |
Correlation
The correlation between HWSIX and DASCX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.91 |
The correlation between HWSIX and DASCX has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
HWSIX vs. DASCX — Risk / Return Rank
HWSIX
DASCX
HWSIX vs. DASCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Dean Small Cap Value Fund (DASCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HWSIX | DASCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.46 | -0.13 |
| Martin ratioReturn relative to average drawdown | 7.64 | 8.16 | -0.52 |
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Drawdowns
HWSIX vs. DASCX - Drawdown Comparison
The maximum HWSIX drawdown since its inception was -72.00%, which is greater than DASCX's maximum drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for HWSIX and DASCX.
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Drawdown Indicators
| HWSIX | DASCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.00% | -58.74% | -13.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -13.11% | +3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -26.92% | -24.79% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.92% | -24.79% | -2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -53.67% | -46.28% | -7.39% |
Current DrawdownCurrent decline from peak | -2.44% | -1.13% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -7.40% | -4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.95% | -0.89% |
Volatility
HWSIX vs. DASCX - Volatility Comparison
Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Dean Small Cap Value Fund (DASCX) have volatilities of 3.91% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWSIX | DASCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.95% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 12.19% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 18.45% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 17.33% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.59% | 20.80% | +3.79% |
HWSIX vs. DASCX - Expense Ratio Comparison
HWSIX has a 1.06% expense ratio, which is lower than DASCX's 1.13% expense ratio.
Dividends
HWSIX vs. DASCX - Dividend Comparison
HWSIX's dividend yield for the trailing twelve months is around 0.87%, less than DASCX's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 1.69% | 1.99% | 3.82% | 1.75% | 1.28% | 0.98% | 1.61% | 4.03% | 3.22% | 18.27% | 3.96% | 6.68% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.87% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Frequently Asked Questions
HWSIX and DASCX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DASCX has higher volatility (3.95%) compared to HWSIX (3.91%). In terms of maximum drawdown, HWSIX dropped -72.00% vs DASCX's -58.74%.
DASCX currently has the higher Sharpe Ratio (1.75 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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