HWTIX vs. HWLIX
Compare and contrast key facts about Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX).
HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020. HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987.
Performance
HWTIX vs. HWLIX - Performance Comparison
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HWTIX vs. HWLIX - 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% |
HWLIX Hotchkis & Wiley Large Cap Value Fund | -1.49% | 18.06% | 12.80% | 16.92% | -5.31% | 28.86% | 31.77% |
Returns By Period
In the year-to-date period, HWTIX achieves a -2.04% return, which is significantly lower than HWLIX's -1.49% return.
HWTIX
- 1D
- -0.35%
- 1M
- -10.75%
- YTD
- -2.04%
- 6M
- -0.02%
- 1Y
- 21.96%
- 3Y*
- 14.94%
- 5Y*
- 9.48%
- 10Y*
- —
HWLIX
- 1D
- -0.09%
- 1M
- -4.93%
- YTD
- -1.49%
- 6M
- 2.87%
- 1Y
- 13.45%
- 3Y*
- 14.33%
- 5Y*
- 9.60%
- 10Y*
- 11.28%
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HWTIX vs. HWLIX - Expense Ratio Comparison
HWTIX has a 0.99% expense ratio, which is higher than HWLIX's 0.95% expense ratio.
Return for Risk
HWTIX vs. HWLIX — Risk / Return Rank
HWTIX
HWLIX
HWTIX vs. HWLIX - 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 Large Cap Value Fund (HWLIX). 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 | HWLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.78 | +0.60 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.19 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.92 | +0.75 |
Martin ratioReturn relative to average drawdown | 6.61 | 3.99 | +2.61 |
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 | HWLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.78 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.53 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.43 | +0.28 |
Correlation
The correlation between HWTIX and HWLIX is 0.71, 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. HWLIX - Dividend Comparison
HWTIX's dividend yield for the trailing twelve months is around 4.78%, less than HWLIX's 8.24% 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% |
HWLIX Hotchkis & Wiley Large Cap Value Fund | 8.24% | 8.12% | 11.29% | 11.12% | 8.48% | 0.86% | 1.65% | 1.62% | 3.55% | 1.67% | 1.94% | 1.59% |
Drawdowns
HWTIX vs. HWLIX - Drawdown Comparison
The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum HWLIX drawdown of -70.48%. Use the drawdown chart below to compare losses from any high point for HWTIX and HWLIX.
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Drawdown Indicators
| HWTIX | HWLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -70.48% | +40.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -13.97% | +3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -24.69% | -4.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.72% | — |
Current DrawdownCurrent decline from peak | -10.75% | -5.94% | -4.81% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -10.57% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.22% | -0.24% |
Volatility
HWTIX vs. HWLIX - Volatility Comparison
Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) has a higher volatility of 5.27% compared to Hotchkis & Wiley Large Cap Value Fund (HWLIX) at 3.54%. This indicates that HWTIX's price experiences larger fluctuations and is considered to be riskier than HWLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWTIX | HWLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 3.54% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 9.92% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 18.75% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 18.26% | +4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 21.59% | +0.58% |