- ISIN
- US14214L1061
- CUSIP
- 14214L106
- Issuer
- Carillon Family of Funds
- Inception Date
- Dec 12, 1985
- Category
- Large Cap Growth Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
HRCPX Performance Chart
Carillon ClariVest Capital Appreciation Fund (HRCPX) is up 7.1% since the beginning of the year. HRCPX is currently trading at $69 per share. Investors who bought $1,000 worth of HRCPX shares 5 years ago would now be looking at an investment worth $2,067.
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Returns By Period
Carillon ClariVest Capital Appreciation Fund (HRCPX) has returned 7.14% so far this year and 29.34% over the past 12 months. Looking at the last ten years, HRCPX has achieved an annualized return of 17.55%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Carillon ClariVest Capital Appreciation Fund
- 1D
- 1.26%
- 1M
- -0.86%
- YTD
- 7.14%
- 6M
- 6.56%
- 1Y
- 29.34%
- 3Y*
- 25.79%
- 5Y*
- 15.63%
- 10Y*
- 17.55%
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%
HRCPX Monthly Returns History
Based on dividend-adjusted daily data since Dec 12, 1985, HRCPX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.7%, while the worst month was Oct 2008 at -23.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, HRCPX closed higher 53% of trading days. The best single day was Dec 14, 2000 with a return of +13.5%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.98% | -2.49% | -4.54% | 12.49% | 6.79% | -3.23% | 7.14% | ||||||
| 2025 | 2.56% | -3.61% | -8.36% | 2.14% | 9.14% | 6.26% | 3.38% | 1.30% | 6.10% | 4.50% | -1.23% | -0.07% | 23.00% |
| 2024 | 3.50% | 7.38% | 2.32% | -4.63% | 6.19% | 6.06% | -1.51% | 2.21% | 2.51% | 0.23% | 6.83% | 0.16% | 35.17% |
| 2023 | 8.22% | -0.76% | 5.32% | -0.22% | 4.80% | 7.18% | 3.43% | -1.51% | -4.83% | -1.21% | 10.41% | 4.09% | 39.55% |
| 2022 | -7.91% | -4.09% | 3.90% | -11.22% | -1.40% | -8.57% | 11.91% | -4.90% | -9.63% | 5.29% | 4.46% | -8.85% | -29.18% |
| 2021 | 0.18% | 0.63% | 2.98% | 5.78% | -0.11% | 5.53% | 2.47% | 3.94% | -6.29% | 9.07% | 1.65% | 1.92% | 30.55% |
Benchmark Metrics
Carillon ClariVest Capital Appreciation Fund has an annualized alpha of 2.92%, beta of 0.94, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since December 12, 1985.
- This fund captured 108.50% of S&P 500 Index gains but only 98.38% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.94 and R2 of 0.79, 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
- 2.92%
- Beta
- 0.94
- R²
- 0.79
- Upside Capture
- 108.50%
- Downside Capture
- 98.38%
Expense Ratio
HRCPX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
HRCPX ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Carillon ClariVest Capital Appreciation Fund (HRCPX) 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.
| HRCPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.78 | -0.64 |
| Martin ratioReturn relative to average drawdown | 7.72 | 12.44 | -4.72 |
Dividends
Dividend History
Carillon ClariVest Capital Appreciation Fund provided a 3.84% dividend yield over the last twelve months, with an annual payout of $2.66 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.66 | $2.66 | $6.95 | $5.34 | $7.75 | $4.32 | $7.76 | $0.72 | $3.67 | $2.70 | $2.16 | $5.26 |
Dividend yield | 3.84% | 4.11% | 12.74% | 11.75% | 21.31% | 6.96% | 15.23% | 1.57% | 10.41% | 6.44% | 6.36% | 15.16% |
Monthly Dividends
The table displays the monthly dividend distributions for Carillon ClariVest Capital Appreciation 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 | $2.66 | $2.66 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.95 | $6.95 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.34 | $5.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $7.75 | $7.75 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.32 | $4.32 |
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 Carillon ClariVest Capital Appreciation 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 Carillon ClariVest Capital Appreciation Fund was 56.83%, occurring on Nov 20, 2008. Recovery took 836 trading sessions.
The current Carillon ClariVest Capital Appreciation Fund drawdown is 4.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.83%Nov 2008 | 1y 20d | 3y 4mo | 4y 4moNov 2007 - Mar 2012 |
Dot-com crash2000–2002 | -47.79%Jul 2002 | 2y 3mo | 3y 9mo | 6y 1moMar 2000 - May 2006 |
COVID crash2020 | -31.85%Mar 2020 | 1mo 2d | 3mo 15d | 4mo 17dFeb 2020 - Jul 2020 |
2023 bear market2023 | -31.75%Jan 2023 | 1y 8d | 1y 14d | 2y 22dDec 2021 - Jan 2024 |
Black Monday1987 | -28.95%Dec 1987 | 3mo 10d | 1y 6mo | 1y 9moAug 1987 - Jun 1989 |
Drawdown Indicators
| HRCPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -56.78% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -9.10% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -23.28% | -18.90% | -4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -25.43% | -6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -31.85% | -33.92% | +2.07% |
Current DrawdownCurrent decline from peak | -4.12% | -1.80% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -10.71% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 2.03% | +1.70% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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