CWSIX vs. CWSGX
Compare and contrast key facts about Chartwell Small Cap Value Fund (CWSIX) and Chartwell Small Cap Growth Fund (CWSGX).
CWSIX is managed by Carillon Family of Funds. It was launched on Mar 16, 2012. CWSGX is managed by Carillon Family of Funds. It was launched on Jun 16, 2017.
Performance
CWSIX vs. CWSGX - Performance Comparison
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CWSIX vs. CWSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWSIX Chartwell Small Cap Value Fund | 3.65% | -0.50% | 11.09% | 12.36% | -9.72% | 24.32% | -5.58% | 24.58% | -12.73% | 11.16% |
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% |
Returns By Period
In the year-to-date period, CWSIX achieves a 3.65% return, which is significantly higher than CWSGX's -1.30% return.
CWSIX
- 1D
- -1.08%
- 1M
- -9.37%
- YTD
- 3.65%
- 6M
- 6.15%
- 1Y
- 14.42%
- 3Y*
- 8.56%
- 5Y*
- 4.29%
- 10Y*
- 7.11%
CWSGX
- 1D
- -2.62%
- 1M
- -10.14%
- YTD
- -1.30%
- 6M
- 4.55%
- 1Y
- 28.23%
- 3Y*
- 21.14%
- 5Y*
- 6.43%
- 10Y*
- —
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CWSIX vs. CWSGX - Expense Ratio Comparison
Both CWSIX and CWSGX have an expense ratio of 1.05%.
Return for Risk
CWSIX vs. CWSGX — Risk / Return Rank
CWSIX
CWSGX
CWSIX vs. CWSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Small Cap Value Fund (CWSIX) and Chartwell Small Cap Growth Fund (CWSGX). 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.
| CWSIX | CWSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.08 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.59 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.99 | -1.22 |
Martin ratioReturn relative to average drawdown | 2.56 | 7.56 | -5.00 |
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
| CWSIX | CWSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.08 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.27 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.52 | -0.14 |
Correlation
The correlation between CWSIX and CWSGX is 0.77, 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
CWSIX vs. CWSGX - Dividend Comparison
CWSIX's dividend yield for the trailing twelve months is around 21.54%, more than CWSGX's 0.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWSIX Chartwell Small Cap Value Fund | 21.54% | 22.32% | 41.77% | 3.44% | 1.20% | 10.61% | 0.74% | 4.17% | 8.19% | 4.28% | 0.47% | 0.80% |
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% |
Drawdowns
CWSIX vs. CWSGX - Drawdown Comparison
The maximum CWSIX drawdown since its inception was -44.08%, which is greater than CWSGX's maximum drawdown of -37.29%. Use the drawdown chart below to compare losses from any high point for CWSIX and CWSGX.
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Drawdown Indicators
| CWSIX | CWSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.08% | -37.29% | -6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -15.74% | -12.60% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -37.29% | +8.20% |
Max Drawdown (10Y)Largest decline over 10 years | -44.08% | — | — |
Current DrawdownCurrent decline from peak | -11.57% | -11.97% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -11.40% | +4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 3.32% | +1.44% |
Volatility
CWSIX vs. CWSGX - Volatility Comparison
The current volatility for Chartwell Small Cap Value Fund (CWSIX) is 6.65%, while Chartwell Small Cap Growth Fund (CWSGX) has a volatility of 9.43%. This indicates that CWSIX experiences smaller price fluctuations and is considered to be less risky than CWSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWSIX | CWSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 9.43% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 17.23% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.32% | 25.64% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 23.85% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.64% | 24.05% | -1.41% |