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HWVIX vs. HWNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWVIX vs. HWNIX - 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 International Value Fund (HWNIX). The values are adjusted to include any dividend payments, if applicable.

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HWVIX vs. HWNIX - 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%
HWNIX
Hotchkis & Wiley International Value Fund
-0.59%41.40%5.92%22.98%-5.40%18.12%-2.36%20.53%-18.77%18.13%

Returns By Period

In the year-to-date period, HWVIX achieves a 4.22% return, which is significantly higher than HWNIX's -0.59% return. Both investments have delivered pretty close results over the past 10 years, with HWVIX having a 9.97% annualized return and HWNIX not far behind at 9.88%.


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%

HWNIX

1D
0.30%
1M
-10.33%
YTD
-0.59%
6M
6.22%
1Y
26.19%
3Y*
19.00%
5Y*
13.03%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWVIX vs. HWNIX - Expense Ratio Comparison

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


Return for Risk

HWVIX vs. HWNIX — 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

HWNIX
HWNIX Risk / Return Rank: 7979
Overall Rank
HWNIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HWNIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HWNIX Omega Ratio Rank: 7878
Omega Ratio Rank
HWNIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
HWNIX Martin Ratio Rank: 7979
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. HWNIX - 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 International Value Fund (HWNIX). 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.


HWVIXHWNIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.50

-0.77

Sortino ratio

Return per unit of downside risk

1.19

2.02

-0.83

Omega ratio

Gain probability vs. loss probability

1.16

1.30

-0.14

Calmar ratio

Return relative to maximum drawdown

0.97

1.93

-0.96

Martin ratio

Return relative to average drawdown

3.34

7.74

-4.40

HWVIX vs. HWNIX - Sharpe Ratio Comparison

The current HWVIX Sharpe Ratio is 0.74, which is lower than the HWNIX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of HWVIX and HWNIX, 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


HWVIXHWNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.50

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.74

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.50

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.49

-0.15

Correlation

The correlation between HWVIX and HWNIX is 0.75, 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. HWNIX - Dividend Comparison

HWVIX's dividend yield for the trailing twelve months is around 1.09%, less than HWNIX's 17.00% 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%
HWNIX
Hotchkis & Wiley International Value Fund
17.00%16.90%13.76%8.40%3.20%1.46%1.21%3.77%7.96%5.89%3.90%0.00%

Drawdowns

HWVIX vs. HWNIX - Drawdown Comparison

The maximum HWVIX drawdown since its inception was -52.18%, which is greater than HWNIX's maximum drawdown of -48.97%. Use the drawdown chart below to compare losses from any high point for HWVIX and HWNIX.


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Drawdown Indicators


HWVIXHWNIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.18%

-48.97%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-11.91%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-29.23%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-52.18%

-48.97%

-3.21%

Current Drawdown

Current decline from peak

-6.57%

-10.51%

+3.94%

Average Drawdown

Average peak-to-trough decline

-8.39%

-8.09%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

3.05%

+1.24%

Volatility

HWVIX vs. HWNIX - Volatility Comparison

The current volatility for Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) is 4.19%, while Hotchkis & Wiley International Value Fund (HWNIX) has a volatility of 6.60%. This indicates that HWVIX experiences smaller price fluctuations and is considered to be less risky than HWNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWVIXHWNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

6.60%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

10.32%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

16.72%

+6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

17.76%

+4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.48%

19.93%

+4.55%