PMJIX vs. HWSIX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985.
Performance
PMJIX vs. HWSIX - Performance Comparison
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PMJIX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
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, PMJIX achieves a -0.95% return, which is significantly lower than HWSIX's 7.19% return. Over the past 10 years, PMJIX has outperformed HWSIX with an annualized return of 12.04%, while HWSIX has yielded a comparatively lower 10.01% annualized return.
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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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PMJIX vs. HWSIX - Expense Ratio Comparison
PMJIX has a 0.50% expense ratio, which is lower than HWSIX's 1.06% expense ratio.
Return for Risk
PMJIX vs. HWSIX — Risk / Return Rank
PMJIX
HWSIX
PMJIX vs. HWSIX - 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 (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.
| PMJIX | HWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.73 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.16 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.92 | -0.14 |
Martin ratioReturn relative to average drawdown | 3.17 | 3.44 | -0.27 |
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
| PMJIX | HWSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.73 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.43 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.41 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.44 | -0.12 |
Correlation
The correlation between PMJIX and HWSIX 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. HWSIX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 3.18%, more than HWSIX's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
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
PMJIX vs. HWSIX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -49.75%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for PMJIX and HWSIX.
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Drawdown Indicators
| PMJIX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -72.00% | +22.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -16.44% | +1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -26.92% | -22.83% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | -53.67% | +3.92% |
Current DrawdownCurrent decline from peak | -11.67% | -2.75% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -12.12% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 4.42% | -0.74% |
Volatility
PMJIX vs. HWSIX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 4.81% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.15%. This indicates that PMJIX'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
| PMJIX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 4.15% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 12.90% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 23.97% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.62% | 21.70% | +17.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 24.67% | +8.41% |