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ATGAX vs. UMBMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATGAX vs. UMBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aquila Opportunity Growth Fund (ATGAX) and Carillon Scout Mid Cap Fund (UMBMX). The values are adjusted to include any dividend payments, if applicable.

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ATGAX vs. UMBMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATGAX
Aquila Opportunity Growth Fund
3.21%16.18%8.65%12.37%-15.44%21.06%7.40%35.52%-11.36%10.53%
UMBMX
Carillon Scout Mid Cap Fund
5.10%15.46%22.93%12.73%-17.31%15.69%27.28%20.76%-9.83%24.04%

Returns By Period

In the year-to-date period, ATGAX achieves a 3.21% return, which is significantly lower than UMBMX's 5.10% return. Over the past 10 years, ATGAX has underperformed UMBMX with an annualized return of 8.39%, while UMBMX has yielded a comparatively higher 12.47% annualized return.


ATGAX

1D
0.89%
1M
-2.71%
YTD
3.21%
6M
0.97%
1Y
23.49%
3Y*
12.78%
5Y*
6.78%
10Y*
8.39%

UMBMX

1D
0.79%
1M
-3.37%
YTD
5.10%
6M
6.87%
1Y
22.83%
3Y*
18.19%
5Y*
7.93%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATGAX vs. UMBMX - Expense Ratio Comparison

ATGAX has a 1.50% expense ratio, which is higher than UMBMX's 0.95% expense ratio.


Return for Risk

ATGAX vs. UMBMX — Risk / Return Rank

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

ATGAX
ATGAX Risk / Return Rank: 6666
Overall Rank
ATGAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ATGAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
ATGAX Omega Ratio Rank: 5959
Omega Ratio Rank
ATGAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
ATGAX Martin Ratio Rank: 7373
Martin Ratio Rank

UMBMX
UMBMX Risk / Return Rank: 6767
Overall Rank
UMBMX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
UMBMX Sortino Ratio Rank: 6464
Sortino Ratio Rank
UMBMX Omega Ratio Rank: 6060
Omega Ratio Rank
UMBMX Calmar Ratio Rank: 7171
Calmar Ratio Rank
UMBMX Martin Ratio Rank: 7575
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.

ATGAX vs. UMBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aquila Opportunity Growth Fund (ATGAX) and Carillon Scout Mid Cap Fund (UMBMX). 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.


ATGAXUMBMXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.31

-0.02

Sortino ratio

Return per unit of downside risk

1.83

1.86

-0.03

Omega ratio

Gain probability vs. loss probability

1.26

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

2.05

1.97

+0.08

Martin ratio

Return relative to average drawdown

8.49

8.52

-0.03

ATGAX vs. UMBMX - Sharpe Ratio Comparison

The current ATGAX Sharpe Ratio is 1.29, which is comparable to the UMBMX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ATGAX and UMBMX, 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


ATGAXUMBMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.31

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.45

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.66

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.57

-0.19

Correlation

The correlation between ATGAX and UMBMX is 0.91, 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

ATGAX vs. UMBMX - Dividend Comparison

ATGAX's dividend yield for the trailing twelve months is around 5.56%, less than UMBMX's 9.79% yield.


TTM20252024202320222021202020192018201720162015
ATGAX
Aquila Opportunity Growth Fund
5.56%5.74%28.32%0.00%10.25%31.85%4.65%8.98%14.76%0.00%0.02%0.00%
UMBMX
Carillon Scout Mid Cap Fund
9.79%10.29%15.75%0.17%4.21%11.54%2.40%0.74%8.09%8.38%2.39%8.74%

Drawdowns

ATGAX vs. UMBMX - Drawdown Comparison

The maximum ATGAX drawdown since its inception was -64.74%, which is greater than UMBMX's maximum drawdown of -49.91%. Use the drawdown chart below to compare losses from any high point for ATGAX and UMBMX.


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Drawdown Indicators


ATGAXUMBMXDifference

Max Drawdown

Largest peak-to-trough decline

-64.74%

-49.91%

-14.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

-9.19%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-26.30%

+3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

-36.91%

-3.53%

Current Drawdown

Current decline from peak

-3.89%

-5.69%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.39%

-7.15%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.92%

+0.08%

Volatility

ATGAX vs. UMBMX - Volatility Comparison

The current volatility for Aquila Opportunity Growth Fund (ATGAX) is 5.92%, while Carillon Scout Mid Cap Fund (UMBMX) has a volatility of 6.29%. This indicates that ATGAX experiences smaller price fluctuations and is considered to be less risky than UMBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATGAXUMBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

6.29%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

11.15%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

19.30%

18.58%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

17.70%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

19.06%

+0.21%