HWSIX vs. VSMVX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX).
HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985. VSMVX is managed by Vanguard. It was launched on Nov 19, 2014.
Performance
HWSIX vs. VSMVX - Performance Comparison
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HWSIX vs. VSMVX - 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% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 2.15% | 6.38% | 7.53% | 14.85% | -11.12% | 30.85% | 2.79% | 24.47% | -12.67% | 11.64% |
Returns By Period
In the year-to-date period, HWSIX achieves a 7.19% return, which is significantly higher than VSMVX's 2.15% return. Over the past 10 years, HWSIX has outperformed VSMVX with an annualized return of 10.01%, while VSMVX has yielded a comparatively lower 9.29% 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%
VSMVX
- 1D
- -0.48%
- 1M
- -5.37%
- YTD
- 2.15%
- 6M
- 5.65%
- 1Y
- 21.03%
- 3Y*
- 9.21%
- 5Y*
- 4.68%
- 10Y*
- 9.29%
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HWSIX vs. VSMVX - Expense Ratio Comparison
HWSIX has a 1.06% expense ratio, which is higher than VSMVX's 0.08% expense ratio.
Return for Risk
HWSIX vs. VSMVX — Risk / Return Rank
HWSIX
VSMVX
HWSIX vs. VSMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Value Fund (HWSIX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). 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 | VSMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.90 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.39 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.18 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.44 | 4.50 | -1.06 |
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 | VSMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.90 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.21 | +0.21 |
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 | 0.46 | -0.02 |
Correlation
The correlation between HWSIX and VSMVX is 0.93, 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. VSMVX - Dividend Comparison
HWSIX's dividend yield for the trailing twelve months is around 0.94%, less than VSMVX's 1.86% 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% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 1.86% | 1.45% | 1.85% | 1.92% | 1.88% | 1.66% | 1.46% | 1.65% | 1.89% | 1.55% | 1.26% | 1.42% |
Drawdowns
HWSIX vs. VSMVX - Drawdown Comparison
The maximum HWSIX drawdown since its inception was -72.00%, which is greater than VSMVX's maximum drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for HWSIX and VSMVX.
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Drawdown Indicators
| HWSIX | VSMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.00% | -47.61% | -24.39% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -15.74% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.92% | -28.81% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -53.67% | -47.61% | -6.06% |
Current DrawdownCurrent decline from peak | -2.75% | -8.13% | +5.38% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -7.72% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 4.13% | +0.29% |
Volatility
HWSIX vs. VSMVX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Value Fund (HWSIX) is 4.15%, while Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) has a volatility of 5.01%. This indicates that HWSIX experiences smaller price fluctuations and is considered to be less risky than VSMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWSIX | VSMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.01% | -0.86% |
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% | 23.78% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.70% | 22.16% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.67% | 24.14% | +0.53% |