HWSIX vs. DFFVX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Value Fund (HWSIX) and DFA U.S. Targeted Value Portfolio (DFFVX).
HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
HWSIX vs. DFFVX - Performance Comparison
Loading graphics...
HWSIX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWSIX Hotchkis & Wiley Small Cap Value Fund | 9.06% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, HWSIX achieves a 9.06% return, which is significantly higher than DFFVX's 5.44% return. Both investments have delivered pretty close results over the past 10 years, with HWSIX having a 10.20% annualized return and DFFVX not far ahead at 10.46%.
HWSIX
- 1D
- 1.75%
- 1M
- 0.97%
- YTD
- 9.06%
- 6M
- 7.50%
- 1Y
- 18.87%
- 3Y*
- 10.40%
- 5Y*
- 9.25%
- 10Y*
- 10.20%
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HWSIX vs. DFFVX - Expense Ratio Comparison
HWSIX has a 1.06% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Return for Risk
HWSIX vs. DFFVX — Risk / Return Rank
HWSIX
DFFVX
HWSIX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Value Fund (HWSIX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| HWSIX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.08 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.62 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.66 | -0.47 |
Martin ratioReturn relative to average drawdown | 4.41 | 6.14 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HWSIX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.08 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.38 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.44 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.46 | -0.01 |
Correlation
The correlation between HWSIX and DFFVX 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
HWSIX vs. DFFVX - Dividend Comparison
HWSIX's dividend yield for the trailing twelve months is around 0.92%, less than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.92% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
HWSIX vs. DFFVX - Drawdown Comparison
The maximum HWSIX drawdown since its inception was -72.00%, which is greater than DFFVX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for HWSIX and DFFVX.
Loading graphics...
Drawdown Indicators
| HWSIX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.00% | -64.21% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -14.71% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.92% | -26.09% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -53.67% | -50.75% | -2.92% |
Current DrawdownCurrent decline from peak | -1.06% | -6.13% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -9.76% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 3.98% | +0.44% |
Volatility
HWSIX vs. DFFVX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Value Fund (HWSIX) is 4.45%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 5.40%. This indicates that HWSIX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HWSIX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.40% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 12.36% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.98% | 22.64% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 21.71% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.67% | 23.68% | +0.99% |