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CWSIX vs. EISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWSIX vs. EISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chartwell Small Cap Value Fund (CWSIX) and Carillon ClariVest International Stock Fund (EISIX). The values are adjusted to include any dividend payments, if applicable.

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CWSIX vs. EISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWSIX
Chartwell Small Cap Value Fund
3.65%-0.50%11.09%12.36%-9.72%24.32%-5.58%24.58%-12.73%8.68%
EISIX
Carillon ClariVest International Stock Fund
0.22%39.31%14.86%20.02%-11.83%17.84%2.92%18.66%-17.86%27.57%

Returns By Period

In the year-to-date period, CWSIX achieves a 3.65% return, which is significantly higher than EISIX's 0.22% return. Over the past 10 years, CWSIX has underperformed EISIX with an annualized return of 7.11%, while EISIX has yielded a comparatively higher 10.29% annualized 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%

EISIX

1D
-0.22%
1M
-12.37%
YTD
0.22%
6M
7.42%
1Y
32.61%
3Y*
20.96%
5Y*
13.11%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CWSIX vs. EISIX - Expense Ratio Comparison

CWSIX has a 1.05% expense ratio, which is higher than EISIX's 0.96% expense ratio.


Return for Risk

CWSIX vs. EISIX — Risk / Return Rank

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

CWSIX
CWSIX Risk / Return Rank: 2525
Overall Rank
CWSIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CWSIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
CWSIX Omega Ratio Rank: 2323
Omega Ratio Rank
CWSIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
CWSIX Martin Ratio Rank: 2424
Martin Ratio Rank

EISIX
EISIX Risk / Return Rank: 8989
Overall Rank
EISIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EISIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EISIX Omega Ratio Rank: 8888
Omega Ratio Rank
EISIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EISIX Martin Ratio Rank: 8989
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.

CWSIX vs. EISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chartwell Small Cap Value Fund (CWSIX) and Carillon ClariVest International Stock Fund (EISIX). 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.


CWSIXEISIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.88

-1.27

Sortino ratio

Return per unit of downside risk

1.02

2.43

-1.40

Omega ratio

Gain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratio

Return relative to maximum drawdown

0.78

2.39

-1.61

Martin ratio

Return relative to average drawdown

2.56

9.78

-7.22

CWSIX vs. EISIX - Sharpe Ratio Comparison

The current CWSIX Sharpe Ratio is 0.61, which is lower than the EISIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CWSIX and EISIX, 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


CWSIXEISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.88

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.83

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.62

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.50

-0.12

Correlation

The correlation between CWSIX and EISIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CWSIX vs. EISIX - Dividend Comparison

CWSIX's dividend yield for the trailing twelve months is around 21.54%, more than EISIX's 2.99% yield.


TTM20252024202320222021202020192018201720162015
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%
EISIX
Carillon ClariVest International Stock Fund
2.99%3.00%3.83%2.95%0.87%1.81%1.09%2.39%1.81%1.36%2.31%0.77%

Drawdowns

CWSIX vs. EISIX - Drawdown Comparison

The maximum CWSIX drawdown since its inception was -44.08%, which is greater than EISIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for CWSIX and EISIX.


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Drawdown Indicators


CWSIXEISIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.08%

-39.30%

-4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.74%

-12.54%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-29.09%

-27.05%

-2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-39.30%

-4.78%

Current Drawdown

Current decline from peak

-11.57%

-12.54%

+0.97%

Average Drawdown

Average peak-to-trough decline

-6.84%

-7.54%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

3.06%

+1.70%

Volatility

CWSIX vs. EISIX - Volatility Comparison

The current volatility for Chartwell Small Cap Value Fund (CWSIX) is 6.65%, while Carillon ClariVest International Stock Fund (EISIX) has a volatility of 7.99%. This indicates that CWSIX experiences smaller price fluctuations and is considered to be less risky than EISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWSIXEISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

7.99%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

11.93%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.32%

16.86%

+7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.46%

15.82%

+4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.64%

16.55%

+6.09%