PMJIX vs. HWSAX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
PMJIX vs. HWSAX - Performance Comparison
Loading graphics...
PMJIX vs. HWSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | 1.03% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 7.13% | 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, PMJIX achieves a 1.03% return, which is significantly lower than HWSAX's 7.13% return. Over the past 10 years, PMJIX has outperformed HWSAX with an annualized return of 12.26%, while HWSAX has yielded a comparatively lower 9.77% annualized return.
PMJIX
- 1D
- 2.00%
- 1M
- -4.24%
- YTD
- 1.03%
- 6M
- 2.69%
- 1Y
- 15.30%
- 3Y*
- 15.55%
- 5Y*
- 9.68%
- 10Y*
- 12.26%
HWSAX
- 1D
- -0.30%
- 1M
- -0.79%
- YTD
- 7.13%
- 6M
- 5.53%
- 1Y
- 16.57%
- 3Y*
- 9.52%
- 5Y*
- 9.01%
- 10Y*
- 9.77%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PMJIX vs. HWSAX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is lower than HWSAX's 1.21% expense ratio.
Return for Risk
PMJIX vs. HWSAX — Risk / Return Rank
PMJIX
HWSAX
PMJIX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) 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.
| PMJIX | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.72 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.15 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 0.91 | +0.03 |
Martin ratioReturn relative to average drawdown | 3.76 | 3.37 | +0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PMJIX | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.72 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.42 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.40 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.47 | -0.14 |
Correlation
The correlation between PMJIX and HWSAX is 0.92, 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
PMJIX vs. HWSAX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 3.12%, more than HWSAX's 0.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | 3.12% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 0.65% | 0.69% | 8.19% | 1.79% | 13.39% | 0.22% | 0.63% | 4.62% | 9.45% | 4.80% | 0.00% | 11.67% |
Drawdowns
PMJIX vs. HWSAX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -49.75%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for PMJIX and HWSAX.
Loading graphics...
Drawdown Indicators
| PMJIX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -72.14% | +22.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -16.44% | +1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -26.98% | -22.77% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | -53.82% | +4.07% |
Current DrawdownCurrent decline from peak | -9.91% | -2.78% | -7.13% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -11.03% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 4.43% | -0.74% |
Volatility
PMJIX vs. HWSAX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 5.31% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.15%. This indicates that PMJIX'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.
Loading graphics...
Volatility by Period
| PMJIX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.15% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.52% | 12.90% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 23.98% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.63% | 21.70% | +17.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 24.64% | +8.44% |