PortfoliosLab logoPortfoliosLab logo
HWTIX vs. HWLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWTIX vs. HWLIX - 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 Large Cap Value Fund (HWLIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HWTIX vs. HWLIX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

HWLIX
HWLIX Risk / Return Rank: 3636
Overall Rank
HWLIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HWLIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
HWLIX Omega Ratio Rank: 3838
Omega Ratio Rank
HWLIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWLIX Martin Ratio Rank: 3838
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. 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.


HWTIXHWLIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.78

+0.60

Sortino ratio

Return per unit of downside risk

1.80

1.19

+0.62

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

1.67

0.92

+0.75

Martin ratio

Return relative to average drawdown

6.61

3.99

+2.61

HWTIX vs. HWLIX - Sharpe Ratio Comparison

The current HWTIX Sharpe Ratio is 1.38, which is higher than the HWLIX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of HWTIX and HWLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HWTIXHWLIXDifference

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.


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%
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.


Loading graphics...

Drawdown Indicators


HWTIXHWLIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.75%

-5.94%

-4.81%

Average Drawdown

Average peak-to-trough decline

-6.47%

-10.57%

+4.10%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


HWTIXHWLIXDifference

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%