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PSOPX vs. HWSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSOPX vs. HWSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Small Cap Value Fund (PSOPX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). The values are adjusted to include any dividend payments, if applicable.

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PSOPX vs. HWSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSOPX
JPMorgan Small Cap Value Fund
3.86%12.32%15.20%13.08%-13.37%32.44%6.14%19.14%-13.97%3.17%
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, PSOPX achieves a 3.86% return, which is significantly lower than HWSAX's 9.00% return. Over the past 10 years, PSOPX has underperformed HWSAX with an annualized return of 9.45%, while HWSAX has yielded a comparatively higher 9.96% annualized return.


PSOPX

1D
2.77%
1M
-5.54%
YTD
3.86%
6M
8.67%
1Y
25.47%
3Y*
15.26%
5Y*
7.04%
10Y*
9.45%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSOPX vs. HWSAX - Expense Ratio Comparison

PSOPX has a 0.94% expense ratio, which is lower than HWSAX's 1.21% expense ratio.


Return for Risk

PSOPX vs. HWSAX — Risk / Return Rank

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

PSOPX
PSOPX Risk / Return Rank: 6565
Overall Rank
PSOPX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PSOPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PSOPX Omega Ratio Rank: 5353
Omega Ratio Rank
PSOPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PSOPX Martin Ratio Rank: 7171
Martin Ratio Rank

HWSAX
HWSAX Risk / Return Rank: 3232
Overall Rank
HWSAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HWSAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HWSAX Omega Ratio Rank: 3030
Omega Ratio Rank
HWSAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HWSAX Martin Ratio Rank: 3434
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.

PSOPX vs. HWSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Value Fund (PSOPX) 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.


PSOPXHWSAXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.78

+0.41

Sortino ratio

Return per unit of downside risk

1.73

1.22

+0.51

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

1.84

1.17

+0.67

Martin ratio

Return relative to average drawdown

7.17

4.34

+2.84

PSOPX vs. HWSAX - Sharpe Ratio Comparison

The current PSOPX Sharpe Ratio is 1.19, which is higher than the HWSAX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PSOPX and HWSAX, 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


PSOPXHWSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.78

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.42

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.41

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.47

-0.04

Correlation

The correlation between PSOPX and HWSAX is 0.93, 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

PSOPX vs. HWSAX - Dividend Comparison

PSOPX's dividend yield for the trailing twelve months is around 8.93%, more than HWSAX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
PSOPX
JPMorgan Small Cap Value Fund
8.93%9.31%12.79%1.59%9.50%16.48%0.74%6.38%16.22%6.38%0.73%5.58%
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

PSOPX vs. HWSAX - Drawdown Comparison

The maximum PSOPX drawdown since its inception was -60.75%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for PSOPX and HWSAX.


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Drawdown Indicators


PSOPXHWSAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-72.14%

+11.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.00%

-16.44%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-26.98%

+2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-46.52%

-53.82%

+7.30%

Current Drawdown

Current decline from peak

-6.59%

-1.09%

-5.50%

Average Drawdown

Average peak-to-trough decline

-10.32%

-11.03%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

4.43%

-0.84%

Volatility

PSOPX vs. HWSAX - Volatility Comparison

JPMorgan Small Cap Value Fund (PSOPX) has a higher volatility of 6.74% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.45%. This indicates that PSOPX'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


PSOPXHWSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

4.45%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

12.99%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

21.96%

23.99%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

21.71%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

24.65%

-1.11%