HWSIX vs. HWLIX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX).
HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985. HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987.
Performance
HWSIX vs. HWLIX - Performance Comparison
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HWSIX vs. HWLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HWLIX Hotchkis & Wiley Large Cap Value Fund | -1.49% | 18.06% | 12.80% | 16.92% | -5.31% | 28.86% | -0.29% | 29.16% | -14.26% | 18.85% |
Returns By Period
In the year-to-date period, HWSIX achieves a 7.19% return, which is significantly higher than HWLIX's -1.49% return. Over the past 10 years, HWSIX has underperformed HWLIX with an annualized return of 10.01%, while HWLIX has yielded a comparatively higher 11.28% 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%
HWLIX
- 1D
- -0.09%
- 1M
- -4.93%
- YTD
- -1.49%
- 6M
- 2.87%
- 1Y
- 13.45%
- 3Y*
- 14.33%
- 5Y*
- 9.60%
- 10Y*
- 11.28%
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HWSIX vs. HWLIX - Expense Ratio Comparison
HWSIX has a 1.06% expense ratio, which is higher than HWLIX's 0.95% expense ratio.
Return for Risk
HWSIX vs. HWLIX — Risk / Return Rank
HWSIX
HWLIX
HWSIX vs. HWLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX). 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 | HWLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.78 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.19 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.92 | 0.00 |
Martin ratioReturn relative to average drawdown | 3.44 | 3.99 | -0.55 |
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
| HWSIX | HWLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.78 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.53 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.52 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.43 | +0.01 |
Correlation
The correlation between HWSIX and HWLIX is 0.79, 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. HWLIX - Dividend Comparison
HWSIX's dividend yield for the trailing twelve months is around 0.94%, less than HWLIX's 8.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HWLIX Hotchkis & Wiley Large Cap Value Fund | 8.24% | 8.12% | 11.29% | 11.12% | 8.48% | 0.86% | 1.65% | 1.62% | 3.55% | 1.67% | 1.94% | 1.59% |
Drawdowns
HWSIX vs. HWLIX - Drawdown Comparison
The maximum HWSIX drawdown since its inception was -72.00%, roughly equal to the maximum HWLIX drawdown of -70.48%. Use the drawdown chart below to compare losses from any high point for HWSIX and HWLIX.
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Drawdown Indicators
| HWSIX | HWLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.00% | -70.48% | -1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -13.97% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.92% | -24.69% | -2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -53.67% | -46.72% | -6.95% |
Current DrawdownCurrent decline from peak | -2.75% | -5.94% | +3.19% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -10.57% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 3.22% | +1.20% |
Volatility
HWSIX vs. HWLIX - Volatility Comparison
Hotchkis & Wiley Small Cap Value Fund (HWSIX) has a higher volatility of 4.15% compared to Hotchkis & Wiley Large Cap Value Fund (HWLIX) at 3.54%. This indicates that HWSIX's price experiences larger fluctuations and is considered to be riskier than HWLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWSIX | HWLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.54% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 9.92% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.97% | 18.75% | +5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.70% | 18.26% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.67% | 21.59% | +3.08% |