NDVIX vs. HWSIX
Compare and contrast key facts about MFS New Discovery Value Fund (NDVIX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX).
NDVIX is managed by MFS. It was launched on May 26, 2011. HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985.
Performance
NDVIX vs. HWSIX - Performance Comparison
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NDVIX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | -1.01% | 2.38% | 9.34% | 11.20% | -10.79% | 33.58% | 3.65% | 33.65% | -11.13% | 14.54% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 7.19% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Returns By Period
In the year-to-date period, NDVIX achieves a -1.01% return, which is significantly lower than HWSIX's 7.19% return. Both investments have delivered pretty close results over the past 10 years, with NDVIX having a 9.67% annualized return and HWSIX not far ahead at 10.01%.
NDVIX
- 1D
- -1.01%
- 1M
- -8.22%
- YTD
- -1.01%
- 6M
- -0.89%
- 1Y
- 7.23%
- 3Y*
- 6.96%
- 5Y*
- 4.64%
- 10Y*
- 9.67%
HWSIX
- 1D
- -0.30%
- 1M
- -0.11%
- YTD
- 7.19%
- 6M
- 5.71%
- 1Y
- 16.85%
- 3Y*
- 9.76%
- 5Y*
- 9.23%
- 10Y*
- 10.01%
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NDVIX vs. HWSIX - Expense Ratio Comparison
NDVIX has a 0.93% expense ratio, which is lower than HWSIX's 1.06% expense ratio.
Return for Risk
NDVIX vs. HWSIX — Risk / Return Rank
NDVIX
HWSIX
NDVIX vs. HWSIX - 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 (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.
| NDVIX | HWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.73 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.16 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 0.92 | -0.54 |
Martin ratioReturn relative to average drawdown | 1.40 | 3.44 | -2.04 |
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 | HWSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.73 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.43 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.41 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.02 |
Correlation
The correlation between NDVIX and HWSIX 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. HWSIX - Dividend Comparison
NDVIX's dividend yield for the trailing twelve months is around 10.87%, more than HWSIX's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDVIX MFS New Discovery Value Fund | 10.87% | 10.76% | 6.57% | 6.24% | 8.27% | 9.36% | 1.93% | 4.80% | 8.09% | 5.14% | 4.40% | 2.70% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.94% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Drawdowns
NDVIX vs. HWSIX - Drawdown Comparison
The maximum NDVIX drawdown since its inception was -44.03%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for NDVIX and HWSIX.
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Drawdown Indicators
| NDVIX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.03% | -72.00% | +27.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -16.44% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -26.92% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.03% | -53.67% | +9.64% |
Current DrawdownCurrent decline from peak | -10.44% | -2.75% | -7.69% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -12.12% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 4.42% | -0.21% |
Volatility
NDVIX vs. HWSIX - Volatility Comparison
MFS New Discovery Value Fund (NDVIX) has a higher volatility of 5.66% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.15%. This indicates that NDVIX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDVIX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 4.15% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 12.90% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 23.97% | -2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 21.70% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 24.67% | -2.88% |