NDVIX vs. HWSAX
Compare and contrast key facts about MFS New Discovery Value Fund (NDVIX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
NDVIX is managed by MFS. It was launched on May 26, 2011. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
NDVIX vs. HWSAX - Performance Comparison
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NDVIX vs. HWSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | 1.49% | 2.38% | 9.34% | 11.20% | -10.79% | 33.58% | 3.65% | 33.65% | -11.13% | 14.54% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 9.00% | 1.38% | 4.77% | 18.56% | 2.81% | 35.32% | -0.50% | 20.26% | -15.23% | 7.39% |
Returns By Period
In the year-to-date period, NDVIX achieves a 1.49% return, which is significantly lower than HWSAX's 9.00% return. Both investments have delivered pretty close results over the past 10 years, with NDVIX having a 9.94% annualized return and HWSAX not far ahead at 9.96%.
NDVIX
- 1D
- 2.52%
- 1M
- -6.37%
- YTD
- 1.49%
- 6M
- 1.45%
- 1Y
- 9.68%
- 3Y*
- 7.85%
- 5Y*
- 4.89%
- 10Y*
- 9.94%
HWSAX
- 1D
- 1.75%
- 1M
- 0.95%
- YTD
- 9.00%
- 6M
- 7.38%
- 1Y
- 18.60%
- 3Y*
- 10.15%
- 5Y*
- 9.03%
- 10Y*
- 9.96%
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NDVIX vs. HWSAX - Expense Ratio Comparison
NDVIX has a 0.93% expense ratio, which is lower than HWSAX's 1.21% expense ratio.
Return for Risk
NDVIX vs. HWSAX — Risk / Return Rank
NDVIX
HWSAX
NDVIX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS New Discovery Value Fund (NDVIX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). 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.
| NDVIX | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.78 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.22 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.17 | -0.50 |
Martin ratioReturn relative to average drawdown | 2.40 | 4.34 | -1.93 |
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
| NDVIX | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.78 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.42 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.41 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | 0.00 |
Correlation
The correlation between NDVIX and HWSAX is 0.94, 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
NDVIX vs. HWSAX - Dividend Comparison
NDVIX's dividend yield for the trailing twelve months is around 10.60%, more than HWSAX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | 10.60% | 10.76% | 6.57% | 6.24% | 8.27% | 9.36% | 1.93% | 4.80% | 8.09% | 5.14% | 4.40% | 2.70% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 0.64% | 0.69% | 8.19% | 1.79% | 13.39% | 0.22% | 0.63% | 4.62% | 9.45% | 4.80% | 0.00% | 11.67% |
Drawdowns
NDVIX vs. HWSAX - Drawdown Comparison
The maximum NDVIX drawdown since its inception was -44.03%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for NDVIX and HWSAX.
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Drawdown Indicators
| NDVIX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -72.14% | +28.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -16.44% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -26.98% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -44.03% | -53.82% | +9.79% |
Current DrawdownCurrent decline from peak | -8.18% | -1.09% | -7.09% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -11.03% | +4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 4.43% | -0.19% |
Volatility
NDVIX vs. HWSAX - Volatility Comparison
MFS New Discovery Value Fund (NDVIX) has a higher volatility of 6.31% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.45%. This indicates that NDVIX's price experiences larger fluctuations and is considered to be riskier than HWSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDVIX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 4.45% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 12.99% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.49% | 23.99% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.09% | 21.71% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.81% | 24.65% | -2.84% |