- ISIN
- US16140T5092
- CUSIP
- 16140T509
- Issuer
- Carillon Family of Funds
- Inception Date
- Mar 16, 2012
- Category
- Small Cap Value Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
CWSIX Performance Chart
Chartwell Small Cap Value Fund (CWSIX) is up 21.4% since the beginning of the year. CWSIX is currently trading at $15 per share. Investors who bought $1,000 worth of CWSIX shares 5 years ago would now be looking at an investment worth $1,439.
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Returns By Period
Chartwell Small Cap Value Fund (CWSIX) has returned 21.35% so far this year and 35.55% over the past 12 months. Over the last ten years, CWSIX has returned 8.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Chartwell Small Cap Value Fund
- 1D
- 1.70%
- 1M
- 4.91%
- YTD
- 21.35%
- 6M
- 19.00%
- 1Y
- 35.55%
- 3Y*
- 13.45%
- 5Y*
- 7.55%
- 10Y*
- 8.59%
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%
CWSIX Monthly Returns History
Based on dividend-adjusted daily data since Mar 16, 2012, CWSIX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +13.9%, while the worst month was Mar 2020 at -23.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CWSIX closed higher 51% of trading days. The best single day was Nov 10, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.77% | 5.15% | -7.17% | 8.18% | 2.12% | 3.46% | 21.35% | ||||||
| 2025 | 0.79% | -4.47% | -6.40% | -6.10% | 4.85% | 2.84% | 0.73% | 7.49% | -1.68% | -1.91% | 2.85% | 1.51% | -0.50% |
| 2024 | -3.48% | 3.92% | 3.00% | -5.37% | 3.82% | -1.12% | 9.41% | -1.32% | 0.34% | -1.15% | 11.11% | -6.97% | 11.09% |
| 2023 | 7.27% | -0.74% | -5.50% | -3.75% | -1.45% | 8.85% | 4.56% | -3.32% | -5.58% | -5.63% | 8.13% | 11.05% | 12.36% |
| 2022 | -3.82% | 0.94% | -0.05% | -6.16% | 0.99% | -7.54% | 7.27% | -2.75% | -7.82% | 13.77% | 3.84% | -6.53% | -9.72% |
| 2021 | 0.23% | 10.17% | 6.07% | 2.98% | 1.49% | -2.16% | -2.16% | 2.31% | -2.49% | 3.81% | -3.67% | 6.35% | 24.32% |
Benchmark Metrics
Chartwell Small Cap Value Fund has an annualized alpha of -2.42%, beta of 1.00, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since March 16, 2012.
- This fund participated in 107.44% of S&P 500 Index downside but only 91.08% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.42% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.00 and R2 of 0.65, 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
- -2.42%
- Beta
- 1.00
- R²
- 0.65
- Upside Capture
- 91.08%
- Downside Capture
- 107.44%
Expense Ratio
CWSIX has a high expense ratio of 1.05%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CWSIX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Chartwell Small Cap Value Fund (CWSIX) 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.
| CWSIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.78 | +0.08 |
| Martin ratioReturn relative to average drawdown | 9.10 | 12.44 | -3.34 |
Dividends
Dividend History
Chartwell Small Cap Value Fund provided a 18.40% dividend yield over the last twelve months, with an annual payout of $2.75 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.75 | $2.75 | $6.31 | $0.66 | $0.21 | $2.11 | $0.13 | $0.79 | $1.30 | $0.84 | $0.09 | $0.12 |
Dividend yield | 18.40% | 22.32% | 41.77% | 3.44% | 1.20% | 10.61% | 0.74% | 4.17% | 8.19% | 4.28% | 0.47% | 0.80% |
Monthly Dividends
The table displays the monthly dividend distributions for Chartwell Small Cap Value 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 | $2.75 | $2.75 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.31 | $6.31 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $0.66 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.11 | $2.11 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Chartwell Small Cap Value 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 Value Fund was 44.08%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.
The current Chartwell Small Cap Value Fund drawdown is 0.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -44.08%Mar 2020 | 2mo 2d | 9mo 27d | 11mo 29dJan 2020 - Jan 2021 |
2025 selloff2025 | -29.09%Apr 2025 | 4mo 13d | 9mo 18d | 1y 1moNov 2024 - Jan 2026 |
Rate-hike selloffLate 2018 | -24.01%Dec 2018 | 4mo 4d | 1y 23d | 1y 4moAug 2018 - Jan 2020 |
Bear market2022 | -20.42%Sep 2022 | 10mo 26d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
2016 correction2016 | -19.24%Feb 2016 | 1y 1mo | 5mo 17d | 1y 7moDec 2014 - Jul 2016 |
Drawdown Indicators
| CWSIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.08% | -56.78% | +12.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -9.10% | -3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -29.09% | -18.90% | -10.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -25.43% | -3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | -33.92% | -10.16% |
Current DrawdownCurrent decline from peak | -0.07% | -1.80% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -10.71% | +3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.03% | +1.89% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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