HWSIX vs. VRTVX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX).
HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985. VRTVX is managed by Vanguard. It was launched on Jul 13, 2012.
Performance
HWSIX vs. VRTVX - Performance Comparison
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HWSIX vs. VRTVX - 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 2.26% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Returns By Period
In the year-to-date period, HWSIX achieves a 7.19% return, which is significantly higher than VRTVX's 2.26% return. Over the past 10 years, HWSIX has outperformed VRTVX with an annualized return of 10.01%, while VRTVX has yielded a comparatively lower 9.30% 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%
VRTVX
- 1D
- -0.89%
- 1M
- -6.11%
- YTD
- 2.26%
- 6M
- 5.59%
- 1Y
- 24.85%
- 3Y*
- 12.69%
- 5Y*
- 5.14%
- 10Y*
- 9.30%
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HWSIX vs. VRTVX - Expense Ratio Comparison
HWSIX has a 1.06% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Return for Risk
HWSIX vs. VRTVX — Risk / Return Rank
HWSIX
VRTVX
HWSIX vs. VRTVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.13 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.66 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.60 | -0.68 |
Martin ratioReturn relative to average drawdown | 3.44 | 6.39 | -2.95 |
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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.13 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.24 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.39 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.44 | +0.01 |
Correlation
The correlation between HWSIX and VRTVX 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. VRTVX - Dividend Comparison
HWSIX's dividend yield for the trailing twelve months is around 0.94%, less than VRTVX's 1.84% 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.84% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Drawdowns
HWSIX vs. VRTVX - Drawdown Comparison
The maximum HWSIX drawdown since its inception was -72.00%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for HWSIX and VRTVX.
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Drawdown Indicators
| HWSIX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.00% | -45.98% | -26.02% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -13.82% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.92% | -26.85% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -53.67% | -45.98% | -7.69% |
Current DrawdownCurrent decline from peak | -2.75% | -7.79% | +5.04% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -7.85% | -4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 3.46% | +0.96% |
Volatility
HWSIX vs. VRTVX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Value Fund (HWSIX) is 4.15%, while Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a volatility of 5.74%. This indicates that HWSIX experiences smaller price fluctuations and is considered to be less risky than VRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWSIX | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.74% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 12.88% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.97% | 21.95% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.70% | 21.76% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.67% | 23.68% | +0.99% |