JSIVX vs. HWSIX
JSIVX (Janus Henderson Small Cap Value Fund) and HWSIX (Hotchkis & Wiley Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, JSIVX returned 9.50%/yr vs 11.16%/yr for HWSIX. Their correlation of 0.81 suggests significant overlap in exposure. JSIVX charges 0.81%/yr vs 1.06%/yr for HWSIX.
Performance
JSIVX vs. HWSIX - Performance Comparison
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Returns By Period
In the year-to-date period, JSIVX achieves a 13.08% return, which is significantly lower than HWSIX's 15.23% return. Over the past 10 years, JSIVX has underperformed HWSIX with an annualized return of 9.50%, while HWSIX has yielded a comparatively higher 11.16% annualized return.
JSIVX
- 1D
- 0.51%
- 1M
- 2.26%
- YTD
- 13.08%
- 6M
- 11.03%
- 1Y
- 28.47%
- 3Y*
- 16.94%
- 5Y*
- 8.53%
- 10Y*
- 9.50%
HWSIX
- 1D
- -0.19%
- 1M
- 0.74%
- YTD
- 15.23%
- 6M
- 13.71%
- 1Y
- 22.86%
- 3Y*
- 12.66%
- 5Y*
- 9.78%
- 10Y*
- 11.16%
JSIVX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSIVX Janus Henderson Small Cap Value Fund | 13.08% | 7.86% | 15.40% | 13.47% | -9.75% | 22.89% | -6.64% | 26.31% | -13.05% | 12.91% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 15.23% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Correlation
The correlation between JSIVX and HWSIX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 1985 | 0.81 |
The correlation between JSIVX and HWSIX shifts across timeframes, from 0.81 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JSIVX vs. HWSIX — Risk / Return Rank
JSIVX
HWSIX
JSIVX vs. HWSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Small Cap Value Fund (JSIVX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). 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.
| JSIVX | HWSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 2.38 | +0.57 |
| Martin ratioReturn relative to average drawdown | 10.64 | 7.78 | +2.86 |
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Drawdowns
JSIVX vs. HWSIX - Drawdown Comparison
The maximum JSIVX drawdown since its inception was -46.98%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for JSIVX and HWSIX.
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Drawdown Indicators
| JSIVX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -72.00% | +25.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -10.01% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -24.24% | -26.92% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -26.92% | +2.68% |
Max Drawdown (10Y)Largest decline over 10 years | -40.58% | -53.67% | +13.09% |
Current DrawdownCurrent decline from peak | -0.40% | -2.77% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -12.06% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 3.05% | -0.20% |
Volatility
JSIVX vs. HWSIX - Volatility Comparison
Janus Henderson Small Cap Value Fund (JSIVX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX) have volatilities of 4.02% and 3.90%, 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
| JSIVX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 3.90% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 11.14% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 17.18% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 21.48% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.13% | 24.64% | -3.51% |
JSIVX vs. HWSIX - Expense Ratio Comparison
JSIVX has a 0.81% expense ratio, which is lower than HWSIX's 1.06% expense ratio.
Dividends
JSIVX vs. HWSIX - Dividend Comparison
JSIVX's dividend yield for the trailing twelve months is around 3.60%, more than HWSIX's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.87% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
JSIVX Janus Henderson Small Cap Value Fund | 3.60% | 4.07% | 20.33% | 5.34% | 4.94% | 1.84% | 1.15% | 1.11% | 8.15% | 8.74% | 3.76% | 14.24% |
Frequently Asked Questions
JSIVX and HWSIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSIVX has higher volatility (4.02%) compared to HWSIX (3.90%). In terms of maximum drawdown, JSIVX dropped -46.98% vs HWSIX's -72.00%.
JSIVX currently has the higher Sharpe Ratio (1.87 vs 1.39), 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.
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