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HWTIX vs. HWMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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HWTIX vs. HWMIX - 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%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
5.14%7.87%3.62%19.87%1.63%39.18%48.01%

Returns By Period

In the year-to-date period, HWTIX achieves a -2.04% return, which is significantly lower than HWMIX's 5.14% return.


HWTIX

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

HWMIX

1D
-0.11%
1M
-3.40%
YTD
5.14%
6M
7.65%
1Y
20.19%
3Y*
11.45%
5Y*
9.65%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWTIX vs. HWMIX - Expense Ratio Comparison

HWTIX has a 0.99% expense ratio, which is lower than HWMIX's 1.01% expense ratio.


Return for Risk

HWTIX vs. HWMIX — 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

HWMIX
HWMIX Risk / Return Rank: 4545
Overall Rank
HWMIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HWMIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
HWMIX Omega Ratio Rank: 4848
Omega Ratio Rank
HWMIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
HWMIX Martin Ratio Rank: 4444
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. HWMIX - 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 Mid-Cap Value Fund (HWMIX). 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.


HWTIXHWMIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.88

+0.50

Sortino ratio

Return per unit of downside risk

1.80

1.36

+0.45

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

1.67

1.11

+0.56

Martin ratio

Return relative to average drawdown

6.61

4.53

+2.08

HWTIX vs. HWMIX - Sharpe Ratio Comparison

The current HWTIX Sharpe Ratio is 1.38, which is higher than the HWMIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HWTIX and HWMIX, 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


HWTIXHWMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.88

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.43

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.47

+0.24

Correlation

The correlation between HWTIX and HWMIX is 0.70, 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. HWMIX - Dividend Comparison

HWTIX's dividend yield for the trailing twelve months is around 4.78%, more than HWMIX's 1.32% 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%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
1.32%1.39%1.15%0.28%0.49%1.28%2.25%1.60%2.99%6.72%1.53%14.67%

Drawdowns

HWTIX vs. HWMIX - Drawdown Comparison

The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for HWTIX and HWMIX.


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Drawdown Indicators


HWTIXHWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-69.84%

+40.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-16.87%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.57%

-25.90%

-3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-63.21%

Current Drawdown

Current decline from peak

-10.75%

-4.77%

-5.98%

Average Drawdown

Average peak-to-trough decline

-6.47%

-10.89%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.14%

-1.16%

Volatility

HWTIX vs. HWMIX - Volatility Comparison

Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) has a higher volatility of 5.27% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 3.97%. This indicates that HWTIX's price experiences larger fluctuations and is considered to be riskier than HWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWTIXHWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

3.97%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

12.35%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

23.86%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

22.33%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

25.61%

-3.44%