HWVIX vs. VTSNX
Compare and contrast key facts about Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
HWVIX is managed by Hotchkis & Wiley. It was launched on Jun 30, 2014. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Performance
HWVIX vs. VTSNX - Performance Comparison
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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 | 5.73% | 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 | 1.74% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Returns By Period
In the year-to-date period, HWVIX achieves a 5.73% return, which is significantly higher than VTSNX's 1.74% return. Over the past 10 years, HWVIX has outperformed VTSNX with an annualized return of 10.12%, while VTSNX has yielded a comparatively lower 8.85% 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%
VTSNX
- 1D
- 2.80%
- 1M
- -7.28%
- YTD
- 1.74%
- 6M
- 5.73%
- 1Y
- 27.11%
- 3Y*
- 15.29%
- 5Y*
- 7.23%
- 10Y*
- 8.85%
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HWVIX vs. VTSNX - Expense Ratio Comparison
HWVIX has a 0.80% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
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.
| HWVIX | VTSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.76 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.32 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.35 | -1.10 |
Martin ratioReturn relative to average drawdown | 4.31 | 9.23 | -4.91 |
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 | VTSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.76 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.49 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.56 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.37 | -0.03 |
Correlation
The correlation between HWVIX and VTSNX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HWVIX vs. VTSNX - Dividend Comparison
HWVIX's dividend yield for the trailing twelve months is around 1.08%, less than VTSNX's 2.98% 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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.98% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
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.
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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 | -14.82% | -11.29% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -29.55% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -52.18% | -35.72% | -16.46% |
Current DrawdownCurrent decline from peak | -5.21% | -8.81% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -8.16% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 2.88% | +1.42% |
Volatility
HWVIX vs. VTSNX - Volatility Comparison
The current volatility for Hotchkis & Wiley Small Cap Diversified Value Fund (HWVIX) is 4.45%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 7.48%. 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.
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Volatility by Period
| HWVIX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 7.48% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 10.82% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 15.73% | +7.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 14.84% | +7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 15.85% | +8.63% |