CWSGX vs. SCPZX
Compare and contrast key facts about Chartwell Small Cap Growth Fund (CWSGX) and Carillon Reams Core Plus Bond Fund (SCPZX).
CWSGX is managed by Carillon Family of Funds. It was launched on Jun 16, 2017. SCPZX is managed by Carillon Family of Funds. It was launched on Nov 25, 1996.
Performance
CWSGX vs. SCPZX - Performance Comparison
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CWSGX vs. SCPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCPZX Carillon Reams Core Plus Bond Fund | 0.14% | 8.68% | 1.34% | 6.27% | -11.79% | -1.96% | 16.56% | 8.30% | 0.76% | 0.91% |
Returns By Period
In the year-to-date period, CWSGX achieves a -1.30% return, which is significantly lower than SCPZX's 0.14% return.
CWSGX
- 1D
- -2.62%
- 1M
- -10.14%
- YTD
- -1.30%
- 6M
- 4.55%
- 1Y
- 28.23%
- 3Y*
- 21.14%
- 5Y*
- 6.43%
- 10Y*
- —
SCPZX
- 1D
- 0.63%
- 1M
- -1.97%
- YTD
- 0.14%
- 6M
- 1.14%
- 1Y
- 5.61%
- 3Y*
- 3.99%
- 5Y*
- 1.01%
- 10Y*
- 2.93%
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CWSGX vs. SCPZX - Expense Ratio Comparison
CWSGX has a 1.05% expense ratio, which is higher than SCPZX's 0.40% expense ratio.
Return for Risk
CWSGX vs. SCPZX — Risk / Return Rank
CWSGX
SCPZX
CWSGX vs. SCPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Small Cap Growth Fund (CWSGX) and Carillon Reams Core Plus Bond Fund (SCPZX). 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 | SCPZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.29 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.84 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.43 | -0.44 |
Martin ratioReturn relative to average drawdown | 7.56 | 7.87 | -0.30 |
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 | SCPZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.29 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.16 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.34 | +0.18 |
Correlation
The correlation between CWSGX and SCPZX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CWSGX vs. SCPZX - Dividend Comparison
CWSGX's dividend yield for the trailing twelve months is around 0.88%, less than SCPZX's 4.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCPZX Carillon Reams Core Plus Bond Fund | 4.12% | 4.35% | 4.70% | 4.31% | 3.06% | 1.27% | 5.79% | 4.47% | 2.26% | 1.76% | 3.92% | 2.89% |
Drawdowns
CWSGX vs. SCPZX - Drawdown Comparison
The maximum CWSGX drawdown since its inception was -37.29%, which is greater than SCPZX's maximum drawdown of -28.85%. Use the drawdown chart below to compare losses from any high point for CWSGX and SCPZX.
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Drawdown Indicators
| CWSGX | SCPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.29% | -28.85% | -8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -2.67% | -9.93% |
Max Drawdown (5Y)Largest decline over 5 years | -37.29% | -17.39% | -19.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.38% | — |
Current DrawdownCurrent decline from peak | -11.97% | -1.97% | -10.00% |
Average DrawdownAverage peak-to-trough decline | -11.40% | -3.76% | -7.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 0.83% | +2.49% |
Volatility
CWSGX vs. SCPZX - Volatility Comparison
Chartwell Small Cap Growth Fund (CWSGX) has a higher volatility of 9.43% compared to Carillon Reams Core Plus Bond Fund (SCPZX) at 1.75%. This indicates that CWSGX's price experiences larger fluctuations and is considered to be riskier than SCPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWSGX | SCPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.43% | 1.75% | +7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 2.74% | +14.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.64% | 4.60% | +21.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.85% | 6.52% | +17.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.05% | 5.58% | +18.47% |