CWSGX vs. HRCVX
Compare and contrast key facts about Chartwell Small Cap Growth Fund (CWSGX) and Carillon Eagle Growth & Income Fund (HRCVX).
CWSGX is managed by Carillon Family of Funds. It was launched on Jun 16, 2017. HRCVX is managed by Carillon Family of Funds. It was launched on Dec 15, 1986.
Performance
CWSGX vs. HRCVX - Performance Comparison
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CWSGX vs. HRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWSGX Chartwell Small Cap Growth Fund | 3.54% | 14.77% | 35.94% | 22.41% | -30.85% | 15.83% | 42.56% | 27.38% | -8.37% | 11.08% |
HRCVX Carillon Eagle Growth & Income Fund | 1.56% | 12.69% | 15.43% | 9.32% | -9.97% | 27.28% | 6.30% | 22.16% | -1.95% | 10.92% |
Returns By Period
In the year-to-date period, CWSGX achieves a 3.54% return, which is significantly higher than HRCVX's 1.56% return.
CWSGX
- 1D
- 4.90%
- 1M
- -6.79%
- YTD
- 3.54%
- 6M
- 9.26%
- 1Y
- 34.43%
- 3Y*
- 23.09%
- 5Y*
- 7.13%
- 10Y*
- —
HRCVX
- 1D
- 2.20%
- 1M
- -5.07%
- YTD
- 1.56%
- 6M
- 1.17%
- 1Y
- 16.11%
- 3Y*
- 12.93%
- 5Y*
- 8.88%
- 10Y*
- 10.73%
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CWSGX vs. HRCVX - Expense Ratio Comparison
CWSGX has a 1.05% expense ratio, which is higher than HRCVX's 0.96% expense ratio.
Return for Risk
CWSGX vs. HRCVX — Risk / Return Rank
CWSGX
HRCVX
CWSGX vs. HRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Small Cap Growth Fund (CWSGX) and Carillon Eagle Growth & Income Fund (HRCVX). 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.
| CWSGX | HRCVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.09 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.57 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.68 | 1.61 | +1.07 |
Martin ratioReturn relative to average drawdown | 10.07 | 7.01 | +3.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CWSGX | HRCVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.09 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.63 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.58 | -0.04 |
Correlation
The correlation between CWSGX and HRCVX is 0.73, 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. HRCVX - Dividend Comparison
CWSGX's dividend yield for the trailing twelve months is around 0.84%, less than HRCVX's 19.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWSGX Chartwell Small Cap Growth Fund | 0.84% | 0.87% | 6.44% | 0.00% | 4.78% | 21.74% | 6.70% | 0.03% | 0.45% | 0.02% | 0.00% | 0.00% |
HRCVX Carillon Eagle Growth & Income Fund | 19.01% | 19.67% | 17.03% | 13.29% | 7.37% | 9.36% | 4.99% | 4.81% | 10.18% | 4.01% | 6.56% | 1.67% |
Drawdowns
CWSGX vs. HRCVX - Drawdown Comparison
The maximum CWSGX drawdown since its inception was -37.29%, smaller than the maximum HRCVX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for CWSGX and HRCVX.
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Drawdown Indicators
| CWSGX | HRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.29% | -52.16% | +14.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -10.71% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -37.29% | -20.00% | -17.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.93% | — |
Current DrawdownCurrent decline from peak | -7.66% | -5.07% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -11.40% | -6.63% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.47% | +0.89% |
Volatility
CWSGX vs. HRCVX - Volatility Comparison
Chartwell Small Cap Growth Fund (CWSGX) has a higher volatility of 10.72% compared to Carillon Eagle Growth & Income Fund (HRCVX) at 4.38%. This indicates that CWSGX's price experiences larger fluctuations and is considered to be riskier than HRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWSGX | HRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.72% | 4.38% | +6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.87% | 7.96% | +9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.04% | 15.01% | +11.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 14.05% | +9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.10% | 15.85% | +8.25% |