HWTIX vs. VFSNX
Compare and contrast key facts about Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX).
HWTIX is managed by Hotchkis & Wiley. It was launched on Jun 29, 2020. VFSNX is managed by Vanguard. It was launched on Apr 2, 2009.
Performance
HWTIX vs. VFSNX - Performance Comparison
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HWTIX vs. VFSNX - 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% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | -1.08% | 29.97% | 2.63% | 15.18% | -21.26% | 12.74% | 28.25% |
Returns By Period
In the year-to-date period, HWTIX achieves a -2.04% return, which is significantly lower than VFSNX's -1.08% return.
HWTIX
- 1D
- -0.35%
- 1M
- -10.75%
- YTD
- -2.04%
- 6M
- -0.02%
- 1Y
- 21.96%
- 3Y*
- 14.94%
- 5Y*
- 9.48%
- 10Y*
- —
VFSNX
- 1D
- -0.56%
- 1M
- -11.47%
- YTD
- -1.08%
- 6M
- 1.46%
- 1Y
- 26.81%
- 3Y*
- 12.77%
- 5Y*
- 5.20%
- 10Y*
- 7.33%
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HWTIX vs. VFSNX - Expense Ratio Comparison
HWTIX has a 0.99% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Return for Risk
HWTIX vs. VFSNX — Risk / Return Rank
HWTIX
VFSNX
HWTIX vs. VFSNX - 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 Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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 | VFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.78 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.29 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.09 | -0.42 |
Martin ratioReturn relative to average drawdown | 6.61 | 8.39 | -1.79 |
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 | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.78 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.35 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.55 | +0.16 |
Correlation
The correlation between HWTIX and VFSNX is 0.92, 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. VFSNX - Dividend Comparison
HWTIX's dividend yield for the trailing twelve months is around 4.78%, more than VFSNX's 3.40% 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% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.40% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Drawdowns
HWTIX vs. VFSNX - Drawdown Comparison
The maximum HWTIX drawdown since its inception was -29.57%, smaller than the maximum VFSNX drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for HWTIX and VFSNX.
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Drawdown Indicators
| HWTIX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -43.65% | +14.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -11.47% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -33.75% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.65% | — |
Current DrawdownCurrent decline from peak | -10.75% | -11.47% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -9.56% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.86% | +0.12% |
Volatility
HWTIX vs. VFSNX - Volatility Comparison
The current volatility for Hotchkis & Wiley International Small Cap Diversified Value Fund (HWTIX) is 5.27%, while Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) has a volatility of 6.02%. This indicates that HWTIX experiences smaller price fluctuations and is considered to be less risky than VFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWTIX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 6.02% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 9.85% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 14.43% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 14.85% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 15.66% | +6.51% |