- ISIN
- US16140T6082
- CUSIP
- 16140T608
- Issuer
- Carillon Family of Funds
- Inception Date
- Jun 16, 2017
- Category
- Small Cap Growth Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
CWSGX Performance Chart
Chartwell Small Cap Growth Fund (CWSGX) is up 33.5% since the beginning of the year. CWSGX is currently trading at $26 per share. Investors who bought $1,000 worth of CWSGX shares 5 years ago would now be looking at an investment worth $1,845.
Loading charts...
Returns By Period
Chartwell Small Cap Growth Fund (CWSGX) has returned 33.45% so far this year and 62.29% over the past 12 months.
Chartwell Small Cap Growth Fund
- 1D
- 2.27%
- 1M
- 7.37%
- YTD
- 33.45%
- 6M
- 31.05%
- 1Y
- 62.29%
- 3Y*
- 31.41%
- 5Y*
- 13.03%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CWSGX Monthly Returns History
Based on dividend-adjusted daily data since Jun 22, 2017, CWSGX's average daily return is +0.07%, while the average monthly return is +1.40%. At this rate, an investment would double in approximately 4.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +14.3%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CWSGX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.94% | 4.66% | -5.73% | 13.97% | 7.85% | 4.87% | 33.45% | ||||||
| 2025 | 1.60% | -5.54% | -7.96% | -0.20% | 4.10% | 7.61% | 2.16% | 3.17% | 4.10% | 5.03% | 2.34% | -1.45% | 14.77% |
| 2024 | 2.27% | 10.50% | 4.28% | -5.58% | 6.66% | 0.70% | 3.86% | 3.47% | 2.36% | 0.86% | 10.50% | -7.22% | 35.94% |
| 2023 | 7.13% | 0.86% | -1.89% | -0.79% | 0.70% | 7.43% | 2.03% | -2.15% | -5.30% | -6.71% | 11.07% | 9.80% | 22.41% |
| 2022 | -13.08% | 2.25% | -2.96% | -9.28% | -2.11% | -10.45% | 10.61% | -1.29% | -9.22% | 7.82% | -0.00% | -5.64% | -30.85% |
| 2021 | 4.28% | 7.15% | -1.04% | 3.45% | -2.02% | 3.51% | -1.15% | 2.17% | -4.24% | 4.07% | -4.21% | 3.55% | 15.83% |
Benchmark Metrics
Chartwell Small Cap Growth Fund has an annualized alpha of 2.13%, beta of 1.09, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since June 22, 2017.
- This fund captured 110.88% of S&P 500 Index gains and 101.26% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 2.13% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.09 and R2 of 0.72, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.13%
- Beta
- 1.09
- R²
- 0.72
- Upside Capture
- 110.88%
- Downside Capture
- 101.26%
Expense Ratio
CWSGX has a high expense ratio of 1.05%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CWSGX ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Chartwell Small Cap Growth Fund (CWSGX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CWSGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.19 | 2.78 | +2.40 |
| Martin ratioReturn relative to average drawdown | 20.61 | 12.44 | +8.17 |
Dividends
Dividend History
Chartwell Small Cap Growth Fund provided a 0.65% dividend yield over the last twelve months, with an annual payout of $0.17 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.17 | $0.17 | $1.09 | $0.00 | $0.52 | $3.56 | $1.16 | $0.00 | $0.05 | $0.00 |
Dividend yield | 0.65% | 0.87% | 6.44% | 0.00% | 4.78% | 21.74% | 6.70% | 0.03% | 0.45% | 0.02% |
Monthly Dividends
The table displays the monthly dividend distributions for Chartwell Small Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $1.09 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.56 | $3.56 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Chartwell Small Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Chartwell Small Cap Growth Fund was 37.29%, occurring on Sep 26, 2022. Recovery took 451 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -37.29%Sep 2022 | 10mo 21d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
COVID crash2020 | -36.30%Mar 2020 | 27d | 4mo 13d | 5mo 10dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -29.22%Dec 2018 | 3mo 8d | 1y 1mo | 1y 4moSep 2018 - Feb 2020 |
2025 selloff2025 | -27.80%Apr 2025 | 4mo 4d | 5mo 13d | 9mo 17dDec 2024 - Sep 2025 |
2026 correction2026 | -11.97%Mar 2026 | 1mo 2d | 14d | 1mo 16dFeb 2026 - Apr 2026 |
Drawdown Indicators
| CWSGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.29% | -56.78% | +19.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -9.10% | -2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -27.80% | -18.90% | -8.90% |
Max Drawdown (5Y)Largest decline over 5 years | -37.29% | -25.43% | -11.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -10.71% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.03% | +0.98% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with CWSGX
Add Chartwell Small Cap Growth Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with CWSGX