HWTIX vs. LZISX
Compare and contrast key facts about Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) and Lazard International Small Cap Equity Portfolio (LZISX).
HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
HWTIX vs. LZISX - Performance Comparison
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HWTIX vs. LZISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | 0.59% | 30.96% | 4.62% | 20.79% | -8.67% | 16.22% | 34.26% |
LZISX Lazard International Small Cap Equity Portfolio | 5.19% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 25.49% |
Returns By Period
In the year-to-date period, HWTIX achieves a 0.59% return, which is significantly lower than LZISX's 5.19% return.
HWTIX
- 1D
- 2.69%
- 1M
- -6.84%
- YTD
- 0.59%
- 6M
- 3.01%
- 1Y
- 24.98%
- 3Y*
- 15.96%
- 5Y*
- 9.80%
- 10Y*
- —
LZISX
- 1D
- 4.31%
- 1M
- -7.55%
- YTD
- 5.19%
- 6M
- 7.32%
- 1Y
- 36.48%
- 3Y*
- 12.74%
- 5Y*
- 3.89%
- 10Y*
- 5.94%
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HWTIX vs. LZISX - Expense Ratio Comparison
HWTIX has a 0.99% expense ratio, which is lower than LZISX's 1.14% expense ratio.
Return for Risk
HWTIX vs. LZISX — Risk / Return Rank
HWTIX
LZISX
HWTIX vs. LZISX - 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 Lazard International Small Cap Equity Portfolio (LZISX). 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 | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 1.93 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.17 | 2.45 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.89 | -0.71 |
Martin ratioReturn relative to average drawdown | 8.06 | 11.49 | -3.44 |
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 | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.93 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.23 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.40 | +0.33 |
Correlation
The correlation between HWTIX and LZISX is 0.87, 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. LZISX - Dividend Comparison
HWTIX's dividend yield for the trailing twelve months is around 4.65%, more than LZISX's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWTIX Hotchkis & Wiley International Small Cap Diversified Value Fund | 4.65% | 4.68% | 31.95% | 6.64% | 5.32% | 22.94% | 4.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LZISX Lazard International Small Cap Equity Portfolio | 1.82% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |
Drawdowns
HWTIX vs. LZISX - Drawdown Comparison
The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum LZISX drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for HWTIX and LZISX.
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Drawdown Indicators
| HWTIX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -65.43% | +35.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -12.10% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -42.01% | +12.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.80% | — |
Current DrawdownCurrent decline from peak | -8.35% | -8.31% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -14.85% | +8.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.05% | -0.10% |
Volatility
HWTIX vs. LZISX - Volatility Comparison
The current volatility for Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) is 6.02%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.93%. This indicates that HWTIX experiences smaller price fluctuations and is considered to be less risky than LZISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWTIX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 8.93% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 15.31% | -5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 19.12% | -4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.88% | 17.24% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.19% | 16.87% | +5.32% |