CWFIX vs. CWSIX
CWFIX (Chartwell Short Duration High Yield Fund) and CWSIX (Chartwell Small Cap Value Fund) are both mutual funds - CWFIX is a High Yield Bonds fund managed by Carillon Family of Funds, while CWSIX is a Small Cap Value Equities fund managed by Carillon Family of Funds. Over the past 10 years, CWFIX returned 3.86%/yr vs 8.49%/yr for CWSIX. Their 0.37 correlation means their historical movements had little consistent relationship. CWFIX charges 0.49%/yr vs 1.05%/yr for CWSIX.
Performance
CWFIX vs. CWSIX - Performance Comparison
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Returns By Period
In the year-to-date period, CWFIX achieves a 1.73% return, which is significantly lower than CWSIX's 25.00% return. Over the past 10 years, CWFIX has underperformed CWSIX with an annualized return of 3.86%, while CWSIX has yielded a comparatively higher 8.49% annualized return.
CWFIX
- 1D
- 0.00%
- 1M
- -0.10%
- 6M
- 1.42%
- YTD
- 1.73%
- 1Y
- 4.59%
- 3Y*
- 6.16%
- 5Y*
- 3.87%
- 10Y*
- 3.86%
- ALL TIME*
- 3.41%
CWSIX
- 1D
- 0.39%
- 1M
- 0.79%
- 6M
- 14.93%
- YTD
- 25.00%
- 1Y
- 36.68%
- 3Y*
- 12.64%
- 5Y*
- 8.26%
- 10Y*
- 8.49%
- ALL TIME*
- 9.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CWFIX vs. CWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWFIX Chartwell Short Duration High Yield Fund | 1.73% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
CWSIX Chartwell Small Cap Value Fund | 25.00% | -0.50% | 11.09% | 12.36% | -9.72% | 24.32% | -5.58% | 24.58% | -12.73% | 8.68% |
Correlation
The correlation between CWFIX and CWSIX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2014 | 0.37 |
The correlation between CWFIX and CWSIX shifts across timeframes, from 0.37 (10 years) to 0.49 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CWFIX vs. CWSIX — Risk / Return Rank
CWFIX
CWSIX
CWFIX vs. CWSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Short Duration High Yield Fund (CWFIX) and Chartwell Small Cap Value Fund (CWSIX). 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.
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.
| CWFIX | CWSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.31 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 2.70 | +1.40 |
| Martin ratioReturn relative to average drawdown | 21.65 | 8.78 | +12.87 |
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Drawdowns
CWFIX vs. CWSIX - Drawdown Comparison
The maximum CWFIX drawdown since its inception was -12.41%, smaller than the maximum CWSIX drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for CWFIX and CWSIX.
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Drawdown Indicators
| CWFIX | CWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.41% | -44.08% | +31.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.13% | -12.47% | +11.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.37% | -29.09% | +27.72% |
Max Drawdown (5Y)Largest decline over 5 years | -6.36% | -29.09% | +22.73% |
Max Drawdown (10Y)Largest decline over 10 years | -12.41% | -44.08% | +31.67% |
Current DrawdownCurrent decline from peak | -0.21% | -1.35% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -6.72% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 3.83% | -3.62% |
Volatility
CWFIX vs. CWSIX - Volatility Comparison
The current volatility for Chartwell Short Duration High Yield Fund (CWFIX) is 0.34%, while Chartwell Small Cap Value Fund (CWSIX) has a volatility of 4.39%. This indicates that CWFIX experiences smaller price fluctuations and is considered to be less risky than CWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWFIX | CWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 4.39% | -4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 13.45% | -12.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.51% | 19.31% | -17.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.76% | 20.42% | -17.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.07% | 22.69% | -19.62% |
CWFIX vs. CWSIX - Expense Ratio Comparison
CWFIX has a 0.49% expense ratio, which is lower than CWSIX's 1.05% expense ratio.
Dividends
CWFIX vs. CWSIX - Dividend Comparison
CWFIX's dividend yield for the trailing twelve months is around 5.16%, less than CWSIX's 17.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWFIX Chartwell Short Duration High Yield Fund | 4.72% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
CWSIX Chartwell Small Cap Value Fund | 17.86% | 22.32% | 41.77% | 3.44% | 1.20% | 10.61% | 0.74% | 4.17% | 8.19% | 4.28% | 0.47% | 0.80% |
Frequently Asked Questions
CWFIX and CWSIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CWSIX has higher volatility (4.39%) compared to CWFIX (0.34%). In terms of maximum drawdown, CWFIX dropped -12.41% vs CWSIX's -44.08%.
CWFIX currently has the higher Sharpe Ratio (3.07 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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