HWVIX vs. HWLIX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and Hotchkis & Wiley Large Cap Value Fund (HWLIX).
HWVIX is managed by Hotchkis & Wiley. It was launched on Jun 30, 2014. HWLIX is managed by Hotchkis & Wiley. It was launched on Jun 24, 1987.
Performance
HWVIX vs. HWLIX - Performance Comparison
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HWVIX vs. HWLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
HWVIX
HWLIX
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.
| HWVIX | HWLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.78 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.19 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.92 | +0.05 |
Martin ratioReturn relative to average drawdown | 3.34 | 3.99 | -0.65 |
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 | HWLIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| HWVIX | HWLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.57% | -5.94% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -10.57% | +2.18% |
Ulcer IndexDepth 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
| HWVIX | HWLIX | Difference | |
|---|---|---|---|
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% |