HWVIX vs. VRTVX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX).
HWVIX is managed by Hotchkis & Wiley. It was launched on Jun 30, 2014. VRTVX is managed by Vanguard. It was launched on Jul 13, 2012.
Performance
HWVIX vs. VRTVX - Performance Comparison
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HWVIX vs. VRTVX - 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 4.95% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Returns By Period
In the year-to-date period, HWVIX achieves a 5.73% return, which is significantly higher than VRTVX's 4.95% return. Over the past 10 years, HWVIX has outperformed VRTVX with an annualized return of 10.12%, while VRTVX has yielded a comparatively lower 9.58% annualized return.
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%
VRTVX
- 1D
- 2.63%
- 1M
- -4.39%
- YTD
- 4.95%
- 6M
- 7.82%
- 1Y
- 28.09%
- 3Y*
- 13.67%
- 5Y*
- 5.40%
- 10Y*
- 9.58%
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HWVIX vs. VRTVX - Expense Ratio Comparison
HWVIX has a 0.80% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Return for Risk
HWVIX vs. VRTVX — Risk / Return Rank
HWVIX
VRTVX
HWVIX vs. VRTVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.28 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.86 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.01 | -0.76 |
Martin ratioReturn relative to average drawdown | 4.31 | 8.00 | -3.68 |
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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.28 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.25 | +0.02 |
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 | 0.44 | -0.10 |
Correlation
The correlation between HWVIX and VRTVX is 0.97, 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. VRTVX - Dividend Comparison
HWVIX's dividend yield for the trailing twelve months is around 1.08%, less than VRTVX's 1.79% 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.79% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Drawdowns
HWVIX vs. VRTVX - Drawdown Comparison
The maximum HWVIX drawdown since its inception was -52.18%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for HWVIX and VRTVX.
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Drawdown Indicators
| HWVIX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.18% | -45.98% | -6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -13.82% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -26.85% | -0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -52.18% | -45.98% | -6.20% |
Current DrawdownCurrent decline from peak | -5.21% | -5.37% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -7.85% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 3.48% | +0.82% |
Volatility
HWVIX vs. VRTVX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) is 4.45%, while Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a volatility of 6.36%. This indicates that HWVIX experiences smaller price fluctuations and is considered to be less risky than VRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HWVIX | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 6.36% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 13.12% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 22.05% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 21.79% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 23.70% | +0.78% |