HWTIX vs. DFVQX
Compare and contrast key facts about Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) and DFA International Vector Equity Portfolio (DFVQX).
HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020. DFVQX is managed by Dimensional. It was launched on Aug 13, 2008.
Performance
HWTIX vs. DFVQX - Performance Comparison
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HWTIX vs. DFVQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | -2.04% | 30.96% | 4.62% | 20.79% | -8.67% | 16.22% | 34.26% |
DFVQX DFA International Vector Equity Portfolio | 0.91% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 27.16% |
Returns By Period
In the year-to-date period, HWTIX achieves a -2.04% return, which is significantly lower than DFVQX's 0.91% return.
HWTIX
- 1D
- -0.35%
- 1M
- -10.75%
- YTD
- -2.04%
- 6M
- -0.02%
- 1Y
- 21.96%
- 3Y*
- 14.94%
- 5Y*
- 9.48%
- 10Y*
- —
DFVQX
- 1D
- -0.03%
- 1M
- -10.37%
- YTD
- 0.91%
- 6M
- 6.52%
- 1Y
- 29.67%
- 3Y*
- 16.78%
- 5Y*
- 9.77%
- 10Y*
- 9.38%
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HWTIX vs. DFVQX - Expense Ratio Comparison
HWTIX has a 0.99% expense ratio, which is higher than DFVQX's 0.36% expense ratio.
Return for Risk
HWTIX vs. DFVQX — Risk / Return Rank
HWTIX
DFVQX
HWTIX vs. DFVQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) and DFA International Vector Equity Portfolio (DFVQX). 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.
| HWTIX | DFVQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.86 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.41 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.21 | -0.54 |
Martin ratioReturn relative to average drawdown | 6.61 | 9.17 | -2.57 |
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
| HWTIX | DFVQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.86 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.63 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.57 | +0.14 |
Correlation
The correlation between HWTIX and DFVQX is 0.95, 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
HWTIX vs. DFVQX - Dividend Comparison
HWTIX's dividend yield for the trailing twelve months is around 4.78%, more than DFVQX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | 4.78% | 4.68% | 31.95% | 6.64% | 5.32% | 22.94% | 4.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFVQX DFA International Vector Equity Portfolio | 3.22% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
Drawdowns
HWTIX vs. DFVQX - Drawdown Comparison
The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum DFVQX drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for HWTIX and DFVQX.
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Drawdown Indicators
| HWTIX | DFVQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -44.58% | +15.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -10.98% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -28.33% | -1.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.58% | — |
Current DrawdownCurrent decline from peak | -10.75% | -10.37% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -7.92% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.85% | +0.13% |
Volatility
HWTIX vs. DFVQX - Volatility Comparison
The current volatility for Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) is 5.27%, while DFA International Vector Equity Portfolio (DFVQX) has a volatility of 6.20%. This indicates that HWTIX experiences smaller price fluctuations and is considered to be less risky than DFVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWTIX | DFVQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 6.20% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 9.84% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 15.48% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 15.52% | +7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 16.48% | +5.69% |