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HWTIX vs. HWAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWTIX vs. HWAIX - Performance Comparison

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

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HWTIX vs. HWAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HWTIX
Hotchkis & Wiley International Small Cap Diversified Value Fund
-2.04%30.96%4.62%20.79%-8.67%16.22%34.26%
HWAIX
Hotchkis & Wiley Value Opportunities Fund
-1.57%14.56%11.59%26.74%-7.88%34.33%35.03%

Returns By Period

In the year-to-date period, HWTIX achieves a -2.04% return, which is significantly lower than HWAIX's -1.57% return.


HWTIX

1D
-0.35%
1M
-10.75%
YTD
-2.04%
6M
-0.02%
1Y
21.96%
3Y*
14.94%
5Y*
9.48%
10Y*

HWAIX

1D
0.30%
1M
-2.29%
YTD
-1.57%
6M
-1.32%
1Y
10.25%
3Y*
13.90%
5Y*
10.52%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWTIX vs. HWAIX - Expense Ratio Comparison

HWTIX has a 0.99% expense ratio, which is higher than HWAIX's 0.94% expense ratio.


Return for Risk

HWTIX vs. HWAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HWTIX
HWTIX Risk / Return Rank: 7272
Overall Rank
HWTIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HWTIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
HWTIX Omega Ratio Rank: 7272
Omega Ratio Rank
HWTIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
HWTIX Martin Ratio Rank: 6969
Martin Ratio Rank

HWAIX
HWAIX Risk / Return Rank: 2424
Overall Rank
HWAIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HWAIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
HWAIX Omega Ratio Rank: 2424
Omega Ratio Rank
HWAIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
HWAIX Martin Ratio Rank: 2626
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.

HWTIX vs. HWAIX - 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 Hotchkis & Wiley Value Opportunities Fund (HWAIX). 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.


HWTIXHWAIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.58

+0.80

Sortino ratio

Return per unit of downside risk

1.80

0.91

+0.90

Omega ratio

Gain probability vs. loss probability

1.28

1.13

+0.14

Calmar ratio

Return relative to maximum drawdown

1.67

0.66

+1.01

Martin ratio

Return relative to average drawdown

6.61

2.84

+3.77

HWTIX vs. HWAIX - Sharpe Ratio Comparison

The current HWTIX Sharpe Ratio is 1.38, which is higher than the HWAIX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of HWTIX and HWAIX, 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


HWTIXHWAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.58

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.58

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.56

+0.15

Correlation

The correlation between HWTIX and HWAIX is 0.75, 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. HWAIX - Dividend Comparison

HWTIX's dividend yield for the trailing twelve months is around 4.78%, more than HWAIX's 3.75% yield.


TTM20252024202320222021202020192018201720162015
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%
HWAIX
Hotchkis & Wiley Value Opportunities Fund
3.75%3.69%10.07%8.39%2.54%13.72%2.52%2.35%11.39%3.19%2.22%17.20%

Drawdowns

HWTIX vs. HWAIX - Drawdown Comparison

The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum HWAIX drawdown of -41.28%. Use the drawdown chart below to compare losses from any high point for HWTIX and HWAIX.


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Drawdown Indicators


HWTIXHWAIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-41.28%

+11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-13.18%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.57%

-23.87%

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-41.28%

Current Drawdown

Current decline from peak

-10.75%

-5.20%

-5.55%

Average Drawdown

Average peak-to-trough decline

-6.47%

-5.68%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.07%

-0.09%

Volatility

HWTIX vs. HWAIX - Volatility Comparison

Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) has a higher volatility of 5.27% compared to Hotchkis & Wiley Value Opportunities Fund (HWAIX) at 3.38%. This indicates that HWTIX's price experiences larger fluctuations and is considered to be riskier than HWAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWTIXHWAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

3.38%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

10.01%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

18.09%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

18.12%

+4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

19.47%

+2.70%