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

Performance

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

Loading graphics...

HWTIX vs. HWNIX - 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%
HWNIX
Hotchkis & Wiley International Value Fund
-0.59%41.40%5.92%22.98%-5.40%18.12%34.30%

Returns By Period

In the year-to-date period, HWTIX achieves a -2.04% return, which is significantly lower than HWNIX's -0.59% return.


HWTIX

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

HWNIX

1D
0.30%
1M
-10.33%
YTD
-0.59%
6M
6.22%
1Y
26.19%
3Y*
19.00%
5Y*
13.03%
10Y*
9.88%
*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. HWNIX - Expense Ratio Comparison

HWTIX has a 0.99% expense ratio, which is higher than HWNIX's 0.95% expense ratio.


Return for Risk

HWTIX vs. HWNIX — 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

HWNIX
HWNIX Risk / Return Rank: 7979
Overall Rank
HWNIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HWNIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HWNIX Omega Ratio Rank: 7878
Omega Ratio Rank
HWNIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
HWNIX Martin Ratio Rank: 7979
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. HWNIX - 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 International Value Fund (HWNIX). 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.


HWTIXHWNIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.50

-0.12

Sortino ratio

Return per unit of downside risk

1.80

2.02

-0.22

Omega ratio

Gain probability vs. loss probability

1.28

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.67

1.93

-0.26

Martin ratio

Return relative to average drawdown

6.61

7.74

-1.13

HWTIX vs. HWNIX - Sharpe Ratio Comparison

The current HWTIX Sharpe Ratio is 1.38, which is comparable to the HWNIX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of HWTIX and HWNIX, 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


HWTIXHWNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.50

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.74

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.49

+0.22

Correlation

The correlation between HWTIX and HWNIX is 0.88, 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. HWNIX - Dividend Comparison

HWTIX's dividend yield for the trailing twelve months is around 4.78%, less than HWNIX's 17.00% yield.


TTM2025202420232022202120202019201820172016
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%
HWNIX
Hotchkis & Wiley International Value Fund
17.00%16.90%13.76%8.40%3.20%1.46%1.21%3.77%7.96%5.89%3.90%

Drawdowns

HWTIX vs. HWNIX - Drawdown Comparison

The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum HWNIX drawdown of -48.97%. Use the drawdown chart below to compare losses from any high point for HWTIX and HWNIX.


Loading graphics...

Drawdown Indicators


HWTIXHWNIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-48.97%

+19.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-11.91%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-29.57%

-29.23%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-48.97%

Current Drawdown

Current decline from peak

-10.75%

-10.51%

-0.24%

Average Drawdown

Average peak-to-trough decline

-6.47%

-8.09%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.05%

-0.07%

Volatility

HWTIX vs. HWNIX - Volatility Comparison

The current volatility for Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) is 5.27%, while Hotchkis & Wiley International Value Fund (HWNIX) has a volatility of 6.60%. This indicates that HWTIX experiences smaller price fluctuations and is considered to be less risky than HWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HWTIXHWNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

6.60%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

10.32%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

16.72%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

17.76%

+5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

19.93%

+2.24%