HWVIX vs. HWGIX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and Hotchkis & Wiley Global Value Fund (HWGIX).
HWVIX is managed by Hotchkis & Wiley. It was launched on Jun 30, 2014. HWGIX is managed by Hotchkis & Wiley. It was launched on Dec 30, 2012.
Performance
HWVIX vs. HWGIX - Performance Comparison
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HWVIX vs. HWGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWVIX Hotchkis & Wiley Small Cap Diversified Value Fund | 5.73% | 3.02% | 4.31% | 16.36% | -6.33% | 35.19% | 1.25% | 21.68% | -14.44% | 13.55% |
HWGIX Hotchkis & Wiley Global Value Fund | -3.19% | 23.76% | 9.46% | 28.00% | -11.65% | 26.67% | -0.59% | 24.57% | -16.08% | 16.73% |
Returns By Period
In the year-to-date period, HWVIX achieves a 5.73% return, which is significantly higher than HWGIX's -3.19% return. Both investments have delivered pretty close results over the past 10 years, with HWVIX having a 10.12% annualized return and HWGIX not far behind at 10.10%.
HWVIX
- 1D
- 1.45%
- 1M
- -2.42%
- YTD
- 5.73%
- 6M
- 7.61%
- 1Y
- 18.43%
- 3Y*
- 9.69%
- 5Y*
- 5.75%
- 10Y*
- 10.12%
HWGIX
- 1D
- 2.02%
- 1M
- -5.60%
- YTD
- -3.19%
- 6M
- 0.49%
- 1Y
- 13.00%
- 3Y*
- 16.17%
- 5Y*
- 9.86%
- 10Y*
- 10.10%
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HWVIX vs. HWGIX - Expense Ratio Comparison
HWVIX has a 0.80% expense ratio, which is lower than HWGIX's 0.95% expense ratio.
Return for Risk
HWVIX vs. HWGIX — Risk / Return Rank
HWVIX
HWGIX
HWVIX vs. HWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and Hotchkis & Wiley Global Value Fund (HWGIX). 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.
| HWVIX | HWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.77 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.18 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.06 | +0.20 |
Martin ratioReturn relative to average drawdown | 4.31 | 4.11 | +0.20 |
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
| HWVIX | HWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.77 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.56 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.49 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.50 | -0.16 |
Correlation
The correlation between HWVIX and HWGIX is 0.85, 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
HWVIX vs. HWGIX - Dividend Comparison
HWVIX's dividend yield for the trailing twelve months is around 1.08%, less than HWGIX's 9.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWVIX Hotchkis & Wiley Small Cap Diversified Value Fund | 1.08% | 1.14% | 6.28% | 8.52% | 9.38% | 6.40% | 0.96% | 0.87% | 10.51% | 15.74% | 0.78% | 3.34% |
HWGIX Hotchkis & Wiley Global Value Fund | 9.95% | 9.63% | 15.10% | 11.01% | 3.92% | 0.68% | 1.49% | 2.56% | 10.34% | 5.50% | 0.80% | 7.06% |
Drawdowns
HWVIX vs. HWGIX - Drawdown Comparison
The maximum HWVIX drawdown since its inception was -52.18%, which is greater than HWGIX's maximum drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for HWVIX and HWGIX.
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Drawdown Indicators
| HWVIX | HWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.18% | -46.71% | -5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -12.32% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -28.63% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -52.18% | -46.71% | -5.47% |
Current DrawdownCurrent decline from peak | -5.21% | -7.89% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -6.75% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 3.16% | +1.14% |
Volatility
HWVIX vs. HWGIX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) is 4.45%, while Hotchkis & Wiley Global Value Fund (HWGIX) has a volatility of 5.00%. This indicates that HWVIX experiences smaller price fluctuations and is considered to be less risky than HWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWVIX | HWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.00% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 9.63% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 17.00% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 17.54% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 20.72% | +3.76% |