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CWSGX vs. HAGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWSGX vs. HAGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chartwell Small Cap Growth Fund (CWSGX) and Carillon Eagle Mid Cap Growth Fund (HAGAX). The values are adjusted to include any dividend payments, if applicable.

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CWSGX vs. HAGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWSGX
Chartwell Small Cap Growth Fund
-1.30%14.77%35.94%22.41%-30.85%15.83%42.56%27.38%-8.37%11.08%
HAGAX
Carillon Eagle Mid Cap Growth Fund
-7.73%4.50%12.64%19.76%-25.85%11.19%39.79%34.50%-6.45%11.22%

Returns By Period

In the year-to-date period, CWSGX achieves a -1.30% return, which is significantly higher than HAGAX's -7.73% return.


CWSGX

1D
-2.62%
1M
-10.14%
YTD
-1.30%
6M
4.55%
1Y
28.23%
3Y*
21.14%
5Y*
6.43%
10Y*

HAGAX

1D
-1.09%
1M
-9.27%
YTD
-7.73%
6M
-10.60%
1Y
6.34%
3Y*
6.85%
5Y*
1.65%
10Y*
10.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CWSGX vs. HAGAX - Expense Ratio Comparison

CWSGX has a 1.05% expense ratio, which is higher than HAGAX's 1.03% expense ratio.


Return for Risk

CWSGX vs. HAGAX — Risk / Return Rank

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

CWSGX
CWSGX Risk / Return Rank: 6767
Overall Rank
CWSGX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CWSGX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CWSGX Omega Ratio Rank: 5353
Omega Ratio Rank
CWSGX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CWSGX Martin Ratio Rank: 7878
Martin Ratio Rank

HAGAX
HAGAX Risk / Return Rank: 1212
Overall Rank
HAGAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
HAGAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
HAGAX Omega Ratio Rank: 1212
Omega Ratio Rank
HAGAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
HAGAX Martin Ratio Rank: 1212
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.

CWSGX vs. HAGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chartwell Small Cap Growth Fund (CWSGX) and Carillon Eagle Mid Cap Growth Fund (HAGAX). 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.


CWSGXHAGAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.26

+0.82

Sortino ratio

Return per unit of downside risk

1.59

0.54

+1.05

Omega ratio

Gain probability vs. loss probability

1.21

1.07

+0.14

Calmar ratio

Return relative to maximum drawdown

1.99

0.27

+1.72

Martin ratio

Return relative to average drawdown

7.56

0.97

+6.59

CWSGX vs. HAGAX - Sharpe Ratio Comparison

The current CWSGX Sharpe Ratio is 1.08, which is higher than the HAGAX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of CWSGX and HAGAX, 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


CWSGXHAGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.26

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.08

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.43

+0.09

Correlation

The correlation between CWSGX and HAGAX is 0.90, 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

CWSGX vs. HAGAX - Dividend Comparison

CWSGX's dividend yield for the trailing twelve months is around 0.88%, less than HAGAX's 15.02% yield.


TTM20252024202320222021202020192018201720162015
CWSGX
Chartwell Small Cap Growth Fund
0.88%0.87%6.44%0.00%4.78%21.74%6.70%0.03%0.45%0.02%0.00%0.00%
HAGAX
Carillon Eagle Mid Cap Growth Fund
15.02%13.86%13.00%11.74%1.41%10.82%2.26%2.19%5.95%2.69%0.00%1.67%

Drawdowns

CWSGX vs. HAGAX - Drawdown Comparison

The maximum CWSGX drawdown since its inception was -37.29%, smaller than the maximum HAGAX drawdown of -52.32%. Use the drawdown chart below to compare losses from any high point for CWSGX and HAGAX.


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Drawdown Indicators


CWSGXHAGAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.29%

-52.32%

+15.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-14.11%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.29%

-34.36%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

Current Drawdown

Current decline from peak

-11.97%

-12.53%

+0.56%

Average Drawdown

Average peak-to-trough decline

-11.40%

-12.70%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.97%

-0.65%

Volatility

CWSGX vs. HAGAX - Volatility Comparison

Chartwell Small Cap Growth Fund (CWSGX) has a higher volatility of 9.43% compared to Carillon Eagle Mid Cap Growth Fund (HAGAX) at 6.13%. This indicates that CWSGX's price experiences larger fluctuations and is considered to be riskier than HAGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWSGXHAGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

6.13%

+3.30%

Volatility (6M)

Calculated over the trailing 6-month period

17.23%

13.13%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

25.64%

23.36%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

21.85%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.05%

21.76%

+2.29%