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MCMVX vs. HWMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCMVX vs. HWMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monongahela All Cap Value Fund (MCMVX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). The values are adjusted to include any dividend payments, if applicable.

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MCMVX vs. HWMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCMVX
Monongahela All Cap Value Fund
4.04%9.74%15.38%12.18%-7.73%22.57%13.24%26.98%-8.15%20.85%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
6.74%7.87%3.62%19.87%1.63%39.18%0.49%12.97%-19.32%7.69%

Returns By Period

In the year-to-date period, MCMVX achieves a 4.04% return, which is significantly lower than HWMIX's 6.74% return. Over the past 10 years, MCMVX has outperformed HWMIX with an annualized return of 11.92%, while HWMIX has yielded a comparatively lower 9.08% annualized return.


MCMVX

1D
2.59%
1M
-6.19%
YTD
4.04%
6M
7.09%
1Y
20.02%
3Y*
13.46%
5Y*
7.83%
10Y*
11.92%

HWMIX

1D
1.52%
1M
-2.06%
YTD
6.74%
6M
8.96%
1Y
22.13%
3Y*
12.01%
5Y*
9.76%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCMVX vs. HWMIX - Expense Ratio Comparison

MCMVX has a 0.85% expense ratio, which is lower than HWMIX's 1.01% expense ratio.


Return for Risk

MCMVX vs. HWMIX — Risk / Return Rank

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

MCMVX
MCMVX Risk / Return Rank: 5555
Overall Rank
MCMVX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
MCMVX Sortino Ratio Rank: 5555
Sortino Ratio Rank
MCMVX Omega Ratio Rank: 4747
Omega Ratio Rank
MCMVX Calmar Ratio Rank: 6161
Calmar Ratio Rank
MCMVX Martin Ratio Rank: 6161
Martin Ratio Rank

HWMIX
HWMIX Risk / Return Rank: 4444
Overall Rank
HWMIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HWMIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
HWMIX Omega Ratio Rank: 4444
Omega Ratio Rank
HWMIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HWMIX Martin Ratio Rank: 4949
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.

MCMVX vs. HWMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monongahela All Cap Value Fund (MCMVX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). 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.


MCMVXHWMIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.93

+0.14

Sortino ratio

Return per unit of downside risk

1.61

1.41

+0.20

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.63

1.35

+0.28

Martin ratio

Return relative to average drawdown

6.61

5.49

+1.12

MCMVX vs. HWMIX - Sharpe Ratio Comparison

The current MCMVX Sharpe Ratio is 1.07, which is comparable to the HWMIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of MCMVX and HWMIX, 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


MCMVXHWMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.93

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.44

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.36

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.47

+0.17

Correlation

The correlation between MCMVX and HWMIX is 0.84, 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

MCMVX vs. HWMIX - Dividend Comparison

MCMVX's dividend yield for the trailing twelve months is around 6.26%, more than HWMIX's 1.31% yield.


TTM20252024202320222021202020192018201720162015
MCMVX
Monongahela All Cap Value Fund
6.26%6.51%5.41%3.23%4.79%7.61%1.25%3.09%6.87%10.44%2.13%1.75%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
1.31%1.39%1.15%0.28%0.49%1.28%2.25%1.60%2.99%6.72%1.53%14.67%

Drawdowns

MCMVX vs. HWMIX - Drawdown Comparison

The maximum MCMVX drawdown since its inception was -36.75%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for MCMVX and HWMIX.


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Drawdown Indicators


MCMVXHWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.75%

-69.84%

+33.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-16.87%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-25.90%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.75%

-63.21%

+26.46%

Current Drawdown

Current decline from peak

-6.19%

-3.32%

-2.87%

Average Drawdown

Average peak-to-trough decline

-4.12%

-10.89%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

4.15%

-1.01%

Volatility

MCMVX vs. HWMIX - Volatility Comparison

Monongahela All Cap Value Fund (MCMVX) has a higher volatility of 5.59% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 4.30%. This indicates that MCMVX's price experiences larger fluctuations and is considered to be riskier than HWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCMVXHWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

4.30%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

12.42%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

23.86%

-4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

22.34%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

25.62%

-7.62%