HWVIX vs. VTSNX
HWVIX (Hotchkis & Wiley Small Cap Diversified Value Fund) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both mutual funds - HWVIX is a Small Cap Value Equities fund managed by Hotchkis & Wiley, while VTSNX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, HWVIX returned 11.05%/yr vs 9.42%/yr for VTSNX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. HWVIX charges 0.80%/yr vs 0.08%/yr for VTSNX.
Performance
HWVIX vs. VTSNX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HWVIX achieves a 23.09% return, which is significantly higher than VTSNX's 12.79% return. Over the past 10 years, HWVIX has outperformed VTSNX with an annualized return of 11.05%, while VTSNX has yielded a comparatively lower 9.42% annualized return.
HWVIX
- 1D
- -0.39%
- 1M
- 2.72%
- 6M
- 15.46%
- YTD
- 23.09%
- 1Y
- 36.67%
- 3Y*
- 10.93%
- 5Y*
- 9.03%
- 10Y*
- 11.05%
- ALL TIME*
- 9.16%
VTSNX
- 1D
- 2.75%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.72%
- 3Y*
- 16.82%
- 5Y*
- 8.84%
- 10Y*
- 9.42%
- ALL TIME*
- 6.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HWVIX vs. VTSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HWVIX Hotchkis & Wiley Small Cap Diversified Value Fund | 23.09% | 3.02% | 4.31% | 16.36% | -6.33% | 35.19% | 1.25% | 21.68% | -14.44% | 13.55% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 12.79% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Correlation
The correlation between HWVIX and VTSNX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2014 | 0.65 |
The correlation between HWVIX and VTSNX shifts across timeframes, from 0.46 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HWVIX vs. VTSNX — Risk / Return Rank
HWVIX
VTSNX
HWVIX vs. VTSNX - 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 Total International Stock Index Fund Institutional Shares (VTSNX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HWVIX | VTSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 2.33 | +1.39 |
| Martin ratioReturn relative to average drawdown | 10.87 | 8.66 | +2.21 |
Loading charts...
Drawdowns
HWVIX vs. VTSNX - Drawdown Comparison
The maximum HWVIX drawdown since its inception was -52.18%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for HWVIX and VTSNX.
Loading charts...
Drawdown Indicators
| HWVIX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.18% | -35.72% | -16.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -11.29% | +2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -27.34% | -13.14% | -14.20% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -29.50% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -52.18% | -35.72% | -16.46% |
Current DrawdownCurrent decline from peak | -1.09% | -2.62% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -8.04% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.03% | -0.09% |
Volatility
HWVIX vs. VTSNX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) is 3.69%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 5.43%. This indicates that HWVIX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HWVIX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 5.43% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 14.12% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 15.98% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 15.36% | +6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.36% | 15.83% | +8.53% |
HWVIX vs. VTSNX - Expense Ratio Comparison
HWVIX has a 0.80% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
Dividends
HWVIX vs. VTSNX - Dividend Comparison
HWVIX's dividend yield for the trailing twelve months is around 0.93%, less than VTSNX's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWVIX Hotchkis & Wiley Small Cap Diversified Value Fund | 0.93% | 1.14% | 6.28% | 8.52% | 9.38% | 6.40% | 0.96% | 0.87% | 10.51% | 15.74% | 0.78% | 3.34% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.58% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Frequently Asked Questions
HWVIX and VTSNX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTSNX has higher volatility (5.43%) compared to HWVIX (3.69%). In terms of maximum drawdown, HWVIX dropped -52.18% vs VTSNX's -35.72%.
HWVIX currently has the higher Sharpe Ratio (1.91 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for HWVIX and VTSNX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer