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ISIN
US14214L5104
CUSIP
14214L510
Inception Date
May 7, 1993
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

HRSCX Performance Chart

Carillon Eagle Small Cap Growth Fund (HRSCX) is up 22.7% since the beginning of the year. HRSCX is currently trading at $26 per share. Investors who bought $1,000 worth of HRSCX shares 5 years ago would now be looking at an investment worth $1,265.


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S&P 500 Index

Returns By Period

Carillon Eagle Small Cap Growth Fund (HRSCX) has returned 22.65% so far this year and 40.86% over the past 12 months. Over the last ten years, HRSCX has returned 9.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Carillon Eagle Small Cap Growth Fund

1D
2.38%
1M
5.00%
YTD
22.65%
6M
19.07%
1Y
40.86%
3Y*
17.52%
5Y*
4.81%
10Y*
9.82%

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

HRSCX Monthly Returns History

Based on dividend-adjusted daily data since May 7, 1993, HRSCX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Feb 2000 with a return of +19.8%, while the worst month was Oct 2008 at -21.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HRSCX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -14.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.23%1.50%-6.51%14.02%5.18%3.40%22.65%
20254.88%-6.75%-7.89%-1.08%6.19%5.26%2.84%3.43%2.58%2.34%1.23%-1.19%11.26%
2024-1.89%9.18%2.19%-5.76%4.89%-0.29%2.59%0.98%1.61%-1.43%9.05%-7.56%12.85%
20237.22%-0.87%-2.91%-1.59%-0.37%8.06%2.27%-2.18%-6.09%-6.85%9.60%8.75%14.06%
2022-13.60%-0.43%0.00%-9.88%-1.33%-6.63%10.46%-2.58%-8.38%8.11%1.29%-6.20%-27.67%
20210.56%4.89%-5.41%5.63%-4.52%4.64%-1.60%1.91%-2.50%4.32%-7.28%1.22%0.80%

Benchmark Metrics

Carillon Eagle Small Cap Growth Fund has an annualized alpha of 0.85%, beta of 1.00, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since May 07, 1993.

  • This fund captured 107.92% of S&P 500 Index gains and 106.72% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.00 and R2 of 0.73, 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
0.85%
Beta
1.00
0.73
Upside Capture
107.92%
Downside Capture
106.72%

Expense Ratio

HRSCX has a high expense ratio of 1.06%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HRSCX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HRSCX Risk / Return Rank: 6161
Overall Rank
HRSCX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HRSCX Sortino Ratio Rank: 5050
Sortino Ratio Rank
HRSCX Omega Ratio Rank: 4444
Omega Ratio Rank
HRSCX Calmar Ratio Rank: 7878
Calmar Ratio Rank
HRSCX Martin Ratio Rank: 7979
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Carillon Eagle Small Cap Growth Fund (HRSCX) 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.


HRSCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

3.34

2.78

+0.56

Martin ratioReturn relative to average drawdown

13.74

12.44

+1.30

Dividends

Dividend History

Carillon Eagle Small Cap Growth Fund provided a 6.87% dividend yield over the last twelve months, with an annual payout of $1.77 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$5.00$10.00$15.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.77$1.77$4.62$2.08$8.31$16.32$10.58$3.27$10.99$4.83$0.03$3.46

Dividend yield

6.87%8.42%22.56%9.37%38.95%40.00%18.51%6.62%26.17%8.10%0.06%7.03%

Monthly Dividends

The table displays the monthly dividend distributions for Carillon Eagle Small Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$1.77$1.77
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.62$4.62
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.08$2.08
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.31$8.31
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$16.32$16.32

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 Eagle 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 Carillon Eagle Small Cap Growth Fund was 55.68%, occurring on Mar 9, 2009. Recovery took 434 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.68%Mar 2009
1y 7mo1y 8mo
3y 4moJul 2007 - Nov 2010
1998 bear market1998
-41.78%Oct 1998
5mo 18d1y 4mo
1y 10moApr 1998 - Mar 2000
2003 bear market2003
-39.26%Mar 2003
2y 12mo9mo 29d
3y 9moMar 2000 - Jan 2004
Bear market2022
-38.32%Jun 2022
1y 4mo3y 7mo
4y 11moFeb 2021 - Jan 2026
COVID crash2020
-38.27%Mar 2020
28d4mo 16d
5mo 14dFeb 2020 - Aug 2020

Drawdown Indicators


HRSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.68%

-56.78%

+1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-9.10%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-28.37%

-18.90%

-9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-38.22%

-25.43%

-12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.32%

-33.92%

-4.40%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-11.48%

-10.71%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.03%

+0.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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