HWTIX vs. HLMSX
Compare and contrast key facts about Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) and Harding Loevner International Small Companies Portfolio (HLMSX).
HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020. HLMSX is managed by Harding Loevner. It was launched on Mar 25, 2007.
Performance
HWTIX vs. HLMSX - Performance Comparison
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HWTIX vs. HLMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | 0.59% | 30.96% | 4.62% | 20.79% | -8.67% | 16.22% | 34.26% |
HLMSX Harding Loevner International Small Companies Portfolio | -3.25% | 14.87% | -6.92% | 11.78% | -24.50% | 12.82% | 29.47% |
Returns By Period
In the year-to-date period, HWTIX achieves a 0.59% return, which is significantly higher than HLMSX's -3.25% return.
HWTIX
- 1D
- 2.69%
- 1M
- -6.84%
- YTD
- 0.59%
- 6M
- 3.01%
- 1Y
- 24.98%
- 3Y*
- 15.96%
- 5Y*
- 9.80%
- 10Y*
- —
HLMSX
- 1D
- 2.21%
- 1M
- -5.44%
- YTD
- -3.25%
- 6M
- -5.18%
- 1Y
- 8.56%
- 3Y*
- 3.59%
- 5Y*
- -0.47%
- 10Y*
- 5.40%
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HWTIX vs. HLMSX - Expense Ratio Comparison
HWTIX has a 0.99% expense ratio, which is lower than HLMSX's 1.37% expense ratio.
Return for Risk
HWTIX vs. HLMSX — Risk / Return Rank
HWTIX
HLMSX
HWTIX vs. HLMSX - 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 Harding Loevner International Small Companies Portfolio (HLMSX). 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 | HLMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.67 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.17 | 0.96 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.13 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.18 | 0.72 | +1.46 |
Martin ratioReturn relative to average drawdown | 8.06 | 1.83 | +6.23 |
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 | HLMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.67 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | -0.03 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.33 | +0.40 |
Correlation
The correlation between HWTIX and HLMSX is 0.84, 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. HLMSX - Dividend Comparison
HWTIX's dividend yield for the trailing twelve months is around 4.65%, more than HLMSX's 4.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | 4.65% | 4.68% | 31.95% | 6.64% | 5.32% | 22.94% | 4.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HLMSX Harding Loevner International Small Companies Portfolio | 4.17% | 4.04% | 1.17% | 1.00% | 1.83% | 2.82% | 0.03% | 0.52% | 7.56% | 1.13% | 4.37% | 1.54% |
Drawdowns
HWTIX vs. HLMSX - Drawdown Comparison
The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum HLMSX drawdown of -60.77%. Use the drawdown chart below to compare losses from any high point for HWTIX and HLMSX.
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Drawdown Indicators
| HWTIX | HLMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -60.77% | +31.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -10.59% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -38.22% | +8.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.22% | — |
Current DrawdownCurrent decline from peak | -8.35% | -17.42% | +9.07% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -13.24% | +6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 4.19% | -1.24% |
Volatility
HWTIX vs. HLMSX - Volatility Comparison
Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) has a higher volatility of 6.02% compared to Harding Loevner International Small Companies Portfolio (HLMSX) at 5.45%. This indicates that HWTIX's price experiences larger fluctuations and is considered to be riskier than HLMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWTIX | HLMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 5.45% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 8.63% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 13.41% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.88% | 14.94% | +7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.19% | 14.88% | +7.31% |