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HWVIX vs. HWSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HWVIX vs. HWSAX - 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 Small Cap Value Fund Class A (HWSAX). The values are adjusted to include any dividend payments, if applicable.

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HWVIX vs. HWSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
9.00%1.38%4.77%18.56%2.81%35.32%-0.50%20.26%-15.23%7.39%

Returns By Period

In the year-to-date period, HWVIX achieves a 5.73% return, which is significantly lower than HWSAX's 9.00% return. Both investments have delivered pretty close results over the past 10 years, with HWVIX having a 10.12% annualized return and HWSAX not far behind at 9.96%.


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%

HWSAX

1D
1.75%
1M
0.95%
YTD
9.00%
6M
7.38%
1Y
18.60%
3Y*
10.15%
5Y*
9.03%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HWVIX vs. HWSAX - Expense Ratio Comparison

HWVIX has a 0.80% expense ratio, which is lower than HWSAX's 1.21% expense ratio.


Return for Risk

HWVIX vs. HWSAX — Risk / Return Rank

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

HWVIX
HWVIX Risk / Return Rank: 3636
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: 4444
Calmar Ratio Rank
HWVIX Martin Ratio Rank: 3737
Martin Ratio Rank

HWSAX
HWSAX Risk / Return Rank: 3232
Overall Rank
HWSAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HWSAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HWSAX Omega Ratio Rank: 3030
Omega Ratio Rank
HWSAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HWSAX Martin Ratio Rank: 3434
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. HWSAX - 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 Small Cap Value Fund Class A (HWSAX). 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.


HWVIXHWSAXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.78

+0.03

Sortino ratio

Return per unit of downside risk

1.29

1.22

+0.06

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.25

1.17

+0.08

Martin ratio

Return relative to average drawdown

4.31

4.34

-0.02

HWVIX vs. HWSAX - Sharpe Ratio Comparison

The current HWVIX Sharpe Ratio is 0.81, which is comparable to the HWSAX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of HWVIX and HWSAX, 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


HWVIXHWSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.78

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.42

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.41

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.47

-0.13

Correlation

The correlation between HWVIX and HWSAX is 0.95, 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. HWSAX - Dividend Comparison

HWVIX's dividend yield for the trailing twelve months is around 1.08%, more than HWSAX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
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%
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
0.64%0.69%8.19%1.79%13.39%0.22%0.63%4.62%9.45%4.80%0.00%11.67%

Drawdowns

HWVIX vs. HWSAX - Drawdown Comparison

The maximum HWVIX drawdown since its inception was -52.18%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for HWVIX and HWSAX.


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Drawdown Indicators


HWVIXHWSAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.18%

-72.14%

+19.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-16.44%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-26.98%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-52.18%

-53.82%

+1.64%

Current Drawdown

Current decline from peak

-5.21%

-1.09%

-4.12%

Average Drawdown

Average peak-to-trough decline

-8.38%

-11.03%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

4.43%

-0.13%

Volatility

HWVIX vs. HWSAX - Volatility Comparison

Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) have volatilities of 4.45% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HWVIXHWSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.45%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

12.99%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.99%

23.99%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

21.71%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.48%

24.65%

-0.17%