HWTIX vs. HWGIX
Compare and contrast key facts about Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) and Hotchkis & Wiley Global Value Fund (HWGIX).
HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020. HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012.
Performance
HWTIX vs. HWGIX - Performance Comparison
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HWTIX vs. HWGIX - 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% |
HWGIX Hotchkis & Wiley Global Value Fund | -5.10% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | 34.80% |
Returns By Period
In the year-to-date period, HWTIX achieves a -2.04% return, which is significantly higher than HWGIX's -5.10% return.
HWTIX
- 1D
- -0.35%
- 1M
- -10.75%
- YTD
- -2.04%
- 6M
- -0.02%
- 1Y
- 21.96%
- 3Y*
- 14.94%
- 5Y*
- 9.48%
- 10Y*
- —
HWGIX
- 1D
- 0.13%
- 1M
- -8.99%
- YTD
- -5.10%
- 6M
- -1.50%
- 1Y
- 10.85%
- 3Y*
- 15.40%
- 5Y*
- 9.68%
- 10Y*
- 9.88%
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HWTIX vs. HWGIX - Expense Ratio Comparison
HWTIX has a 0.99% expense ratio, which is higher than HWGIX's 0.95% expense ratio.
Return for Risk
HWTIX vs. HWGIX — Risk / Return Rank
HWTIX
HWGIX
HWTIX vs. HWGIX - 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 Global Value Fund (HWGIX). 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 | HWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.64 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.00 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.14 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.75 | +0.92 |
Martin ratioReturn relative to average drawdown | 6.61 | 2.97 | +3.63 |
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 | HWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.64 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.55 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.49 | +0.22 |
Correlation
The correlation between HWTIX and HWGIX is 0.80, 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. HWGIX - Dividend Comparison
HWTIX's dividend yield for the trailing twelve months is around 4.78%, less than HWGIX's 10.15% 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% |
HWGIX Hotchkis & Wiley Global Value Fund | 10.15% | 9.63% | 15.10% | 11.01% | 3.92% | 0.68% | 1.49% | 2.56% | 10.34% | 5.50% | 0.80% | 7.06% |
Drawdowns
HWTIX vs. HWGIX - Drawdown Comparison
The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum HWGIX drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for HWTIX and HWGIX.
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Drawdown Indicators
| HWTIX | HWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -46.71% | +17.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -12.32% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -28.63% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.71% | — |
Current DrawdownCurrent decline from peak | -10.75% | -9.71% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -6.75% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.12% | -0.14% |
Volatility
HWTIX vs. HWGIX - Volatility Comparison
Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) has a higher volatility of 5.27% compared to Hotchkis & Wiley Global Value Fund (HWGIX) at 4.58%. This indicates that HWTIX's price experiences larger fluctuations and is considered to be riskier than HWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWTIX | HWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 4.58% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 9.42% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 16.92% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 17.53% | +5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 20.71% | +1.46% |