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HWSIX vs. HSMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWSIX vs. HSMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Hartford Small Cap Value Fund (HSMYX). The values are adjusted to include any dividend payments, if applicable.

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HWSIX vs. HSMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWSIX
Hotchkis & Wiley Small Cap Value Fund
7.19%1.60%5.00%18.85%2.97%35.54%-0.31%20.54%-15.03%7.66%
HSMYX
Hartford Small Cap Value Fund
-0.00%2.45%11.99%17.29%-12.02%31.98%4.41%28.25%-10.65%10.04%

Returns By Period

Over the past 10 years, HWSIX has outperformed HSMYX with an annualized return of 10.01%, while HSMYX has yielded a comparatively lower 9.24% annualized return.


HWSIX

1D
-0.30%
1M
-0.11%
YTD
7.19%
6M
5.71%
1Y
16.85%
3Y*
9.76%
5Y*
9.23%
10Y*
10.01%

HSMYX

1D
-0.31%
1M
-5.81%
YTD
-0.00%
6M
1.70%
1Y
11.63%
3Y*
9.54%
5Y*
4.75%
10Y*
9.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWSIX vs. HSMYX - Expense Ratio Comparison

HWSIX has a 1.06% expense ratio, which is higher than HSMYX's 0.85% expense ratio.


Return for Risk

HWSIX vs. HSMYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HWSIX
HWSIX Risk / Return Rank: 3232
Overall Rank
HWSIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HWSIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HWSIX Omega Ratio Rank: 3333
Omega Ratio Rank
HWSIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWSIX Martin Ratio Rank: 3232
Martin Ratio Rank

HSMYX
HSMYX Risk / Return Rank: 1919
Overall Rank
HSMYX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HSMYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HSMYX Omega Ratio Rank: 1818
Omega Ratio Rank
HSMYX Calmar Ratio Rank: 2121
Calmar Ratio Rank
HSMYX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HWSIX vs. HSMYX - Risk-Adjusted Trends Comparison

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


HWSIXHSMYXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.51

+0.22

Sortino ratio

Return per unit of downside risk

1.16

0.87

+0.29

Omega ratio

Gain probability vs. loss probability

1.16

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

0.92

0.64

+0.28

Martin ratio

Return relative to average drawdown

3.44

1.95

+1.49

HWSIX vs. HSMYX - Sharpe Ratio Comparison

The current HWSIX Sharpe Ratio is 0.73, which is higher than the HSMYX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of HWSIX and HSMYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HWSIXHSMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.51

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.22

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.39

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.33

+0.11

Correlation

The correlation between HWSIX and HSMYX is 0.91, 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. HSMYX - Dividend Comparison

HWSIX's dividend yield for the trailing twelve months is around 0.94%, less than HSMYX's 6.68% yield.


TTM20252024202320222021202020192018201720162015
HWSIX
Hotchkis & Wiley Small Cap Value Fund
0.94%1.01%8.35%1.90%13.44%0.36%0.80%4.89%9.84%5.07%0.41%11.78%
HSMYX
Hartford Small Cap Value Fund
6.68%6.68%2.91%3.35%9.64%6.82%1.27%12.08%36.32%5.07%1.16%6.70%

Drawdowns

HWSIX vs. HSMYX - Drawdown Comparison

The maximum HWSIX drawdown since its inception was -72.00%, which is greater than HSMYX's maximum drawdown of -60.81%. Use the drawdown chart below to compare losses from any high point for HWSIX and HSMYX.


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Drawdown Indicators


HWSIXHSMYXDifference

Max Drawdown

Largest peak-to-trough decline

-72.00%

-60.81%

-11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-14.64%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.92%

-27.70%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-53.67%

-46.51%

-7.16%

Current Drawdown

Current decline from peak

-2.75%

-9.18%

+6.43%

Average Drawdown

Average peak-to-trough decline

-12.12%

-9.85%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

4.84%

-0.42%

Volatility

HWSIX vs. HSMYX - Volatility Comparison

The current volatility for Hotchkis & Wiley Small Cap Value Fund (HWSIX) is 4.15%, while Hartford Small Cap Value Fund (HSMYX) has a volatility of 4.96%. This indicates that HWSIX experiences smaller price fluctuations and is considered to be less risky than HSMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWSIXHSMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

4.96%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

13.41%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

23.13%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.70%

21.24%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.67%

23.72%

+0.95%