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HWVIX vs. HWLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWVIX vs. HWLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX). The values are adjusted to include any dividend payments, if applicable.

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HWVIX vs. HWLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWVIX
Hotchkis & Wiley Small Cap Diversified Value Fund
4.22%3.02%4.31%16.36%-6.33%35.19%1.25%21.68%-14.44%13.55%
HWLIX
Hotchkis & Wiley Large Cap Value Fund
-1.49%18.06%12.80%16.92%-5.31%28.86%-0.29%29.16%-14.26%18.85%

Returns By Period

In the year-to-date period, HWVIX achieves a 4.22% return, which is significantly higher than HWLIX's -1.49% return. Over the past 10 years, HWVIX has underperformed HWLIX with an annualized return of 9.97%, while HWLIX has yielded a comparatively higher 11.28% annualized return.


HWVIX

1D
0.00%
1M
-3.39%
YTD
4.22%
6M
6.07%
1Y
16.94%
3Y*
9.16%
5Y*
5.76%
10Y*
9.97%

HWLIX

1D
-0.09%
1M
-4.93%
YTD
-1.49%
6M
2.87%
1Y
13.45%
3Y*
14.33%
5Y*
9.60%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWVIX vs. HWLIX - Expense Ratio Comparison

HWVIX has a 0.80% expense ratio, which is lower than HWLIX's 0.95% expense ratio.


Return for Risk

HWVIX vs. HWLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HWVIX
HWVIX Risk / Return Rank: 3333
Overall Rank
HWVIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HWVIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
HWVIX Omega Ratio Rank: 3232
Omega Ratio Rank
HWVIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HWVIX Martin Ratio Rank: 3131
Martin Ratio Rank

HWLIX
HWLIX Risk / Return Rank: 3636
Overall Rank
HWLIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HWLIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
HWLIX Omega Ratio Rank: 3838
Omega Ratio Rank
HWLIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWLIX Martin Ratio Rank: 3838
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.

HWVIX vs. HWLIX - 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 Large Cap Value Fund (HWLIX). 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.


HWVIXHWLIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.78

-0.04

Sortino ratio

Return per unit of downside risk

1.19

1.19

0.00

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

0.97

0.92

+0.05

Martin ratio

Return relative to average drawdown

3.34

3.99

-0.65

HWVIX vs. HWLIX - Sharpe Ratio Comparison

The current HWVIX Sharpe Ratio is 0.74, which is comparable to the HWLIX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of HWVIX and HWLIX, 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


HWVIXHWLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.78

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.53

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.52

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.43

-0.09

Correlation

The correlation between HWVIX and HWLIX 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

HWVIX vs. HWLIX - Dividend Comparison

HWVIX's dividend yield for the trailing twelve months is around 1.09%, less than HWLIX's 8.24% yield.


TTM20252024202320222021202020192018201720162015
HWVIX
Hotchkis & Wiley Small Cap Diversified Value Fund
1.09%1.14%6.28%8.52%9.38%6.40%0.96%0.87%10.51%15.74%0.78%3.34%
HWLIX
Hotchkis & Wiley Large Cap Value Fund
8.24%8.12%11.29%11.12%8.48%0.86%1.65%1.62%3.55%1.67%1.94%1.59%

Drawdowns

HWVIX vs. HWLIX - Drawdown Comparison

The maximum HWVIX drawdown since its inception was -52.18%, smaller than the maximum HWLIX drawdown of -70.48%. Use the drawdown chart below to compare losses from any high point for HWVIX and HWLIX.


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Drawdown Indicators


HWVIXHWLIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.18%

-70.48%

+18.30%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-13.97%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-24.69%

-2.65%

Max Drawdown (10Y)

Largest decline over 10 years

-52.18%

-46.72%

-5.46%

Current Drawdown

Current decline from peak

-6.57%

-5.94%

-0.63%

Average Drawdown

Average peak-to-trough decline

-8.39%

-10.57%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

3.22%

+1.07%

Volatility

HWVIX vs. HWLIX - Volatility Comparison

Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) has a higher volatility of 4.19% compared to Hotchkis & Wiley Large Cap Value Fund (HWLIX) at 3.54%. This indicates that HWVIX's price experiences larger fluctuations and is considered to be riskier than HWLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWVIXHWLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

3.54%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

9.92%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

18.75%

+4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

18.26%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.48%

21.59%

+2.89%