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HWSIX vs. SCYVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWSIX vs. SCYVX - Performance Comparison

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

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HWSIX vs. SCYVX - 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%
SCYVX
AB Small Cap Value Portfolio
5.45%-0.02%11.46%7.82%-16.68%35.56%3.45%25.72%-16.43%8.97%

Returns By Period

In the year-to-date period, HWSIX achieves a 7.19% return, which is significantly higher than SCYVX's 5.45% return. Over the past 10 years, HWSIX has outperformed SCYVX with an annualized return of 10.01%, while SCYVX has yielded a comparatively lower 7.75% 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%

SCYVX

1D
-0.27%
1M
-5.81%
YTD
5.45%
6M
4.72%
1Y
16.17%
3Y*
8.38%
5Y*
2.69%
10Y*
7.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWSIX vs. SCYVX - Expense Ratio Comparison

HWSIX has a 1.06% expense ratio, which is higher than SCYVX's 0.92% expense ratio.


Return for Risk

HWSIX vs. SCYVX — 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

SCYVX
SCYVX Risk / Return Rank: 3232
Overall Rank
SCYVX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SCYVX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SCYVX Omega Ratio Rank: 3030
Omega Ratio Rank
SCYVX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SCYVX Martin Ratio Rank: 3232
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. SCYVX - Risk-Adjusted Trends Comparison

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


HWSIXSCYVXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.72

+0.01

Sortino ratio

Return per unit of downside risk

1.16

1.16

0.00

Omega ratio

Gain probability vs. loss probability

1.16

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

0.92

0.91

+0.01

Martin ratio

Return relative to average drawdown

3.44

3.43

0.00

HWSIX vs. SCYVX - Sharpe Ratio Comparison

The current HWSIX Sharpe Ratio is 0.73, which is comparable to the SCYVX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HWSIX and SCYVX, 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


HWSIXSCYVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.72

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.12

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.32

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.31

+0.14

Correlation

The correlation between HWSIX and SCYVX 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. SCYVX - Dividend Comparison

HWSIX's dividend yield for the trailing twelve months is around 0.94%, less than SCYVX's 4.62% 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%
SCYVX
AB Small Cap Value Portfolio
4.62%4.87%4.23%0.52%5.15%7.39%0.55%5.37%6.44%5.67%0.54%0.52%

Drawdowns

HWSIX vs. SCYVX - Drawdown Comparison

The maximum HWSIX drawdown since its inception was -72.00%, which is greater than SCYVX's maximum drawdown of -47.74%. Use the drawdown chart below to compare losses from any high point for HWSIX and SCYVX.


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Drawdown Indicators


HWSIXSCYVXDifference

Max Drawdown

Largest peak-to-trough decline

-72.00%

-47.74%

-24.26%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-15.28%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.92%

-29.12%

+2.20%

Max Drawdown (10Y)

Largest decline over 10 years

-53.67%

-47.74%

-5.93%

Current Drawdown

Current decline from peak

-2.75%

-7.22%

+4.47%

Average Drawdown

Average peak-to-trough decline

-12.12%

-9.59%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

4.04%

+0.38%

Volatility

HWSIX vs. SCYVX - Volatility Comparison

The current volatility for Hotchkis & Wiley Small Cap Value Fund (HWSIX) is 4.15%, while AB Small Cap Value Portfolio (SCYVX) has a volatility of 5.11%. This indicates that HWSIX experiences smaller price fluctuations and is considered to be less risky than SCYVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWSIXSCYVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

5.11%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

12.20%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

22.75%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.70%

21.96%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.67%

23.98%

+0.69%