EISIX vs. CWSGX
EISIX (Carillon ClariVest International Stock Fund) and CWSGX (Chartwell Small Cap Growth Fund) are both mutual funds - EISIX is a Foreign Large Cap Equities fund managed by Carillon Family of Funds, while CWSGX is a Small Cap Growth Equities fund managed by Carillon Family of Funds. Over the past 5 years, EISIX returned 15.86%/yr vs 10.36%/yr for CWSGX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. EISIX charges 0.96%/yr vs 1.05%/yr for CWSGX.
Performance
EISIX vs. CWSGX - Performance Comparison
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Returns By Period
In the year-to-date period, EISIX achieves a 19.76% return, which is significantly lower than CWSGX's 22.74% return.
EISIX
- 1D
- 0.16%
- 1M
- 0.00%
- 6M
- 11.14%
- YTD
- 19.76%
- 1Y
- 42.32%
- 3Y*
- 25.67%
- 5Y*
- 15.86%
- 10Y*
- 12.25%
- ALL TIME*
- 9.37%
CWSGX
- 1D
- -0.59%
- 1M
- -5.75%
- 6M
- 15.58%
- YTD
- 22.74%
- 1Y
- 41.79%
- 3Y*
- 26.48%
- 5Y*
- 10.36%
- 10Y*
- —
- ALL TIME*
- 14.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EISIX vs. CWSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EISIX Carillon ClariVest International Stock Fund | 19.76% | 39.31% | 14.86% | 20.02% | -11.83% | 17.84% | 2.92% | 18.66% | -17.86% | 11.91% |
CWSGX Chartwell Small Cap Growth Fund | 22.74% | 14.77% | 35.94% | 22.41% | -30.85% | 15.83% | 42.56% | 27.38% | -8.37% | 11.08% |
Correlation
The correlation between EISIX and CWSGX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2017 | 0.69 |
The correlation between EISIX and CWSGX has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.
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Return for Risk
EISIX vs. CWSGX — Risk / Return Rank
EISIX
CWSGX
EISIX vs. CWSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EISIX | CWSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.27 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.14 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.81 | 10.78 | +1.03 |
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Drawdowns
EISIX vs. CWSGX - Drawdown Comparison
The maximum EISIX drawdown since its inception was -39.30%, which is greater than CWSGX's maximum drawdown of -37.29%. Use the drawdown chart below to compare losses from any high point for EISIX and CWSGX.
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Drawdown Indicators
| EISIX | CWSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -37.29% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -12.67% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -13.38% | -27.80% | +14.42% |
Max Drawdown (5Y)Largest decline over 5 years | -27.05% | -37.29% | +10.24% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | — | — |
Current DrawdownCurrent decline from peak | -4.28% | -10.00% | +5.72% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -11.08% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.69% | -0.14% |
Volatility
EISIX vs. CWSGX - Volatility Comparison
The current volatility for Carillon ClariVest International Stock Fund (EISIX) is 6.31%, while Chartwell Small Cap Growth Fund (CWSGX) has a volatility of 7.91%. This indicates that EISIX 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
| EISIX | CWSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 7.91% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 20.55% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 25.35% | -6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 24.55% | -7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 24.27% | -7.74% |
EISIX vs. CWSGX - Expense Ratio Comparison
EISIX has a 0.96% expense ratio, which is lower than CWSGX's 1.05% expense ratio.
Dividends
EISIX vs. CWSGX - Dividend Comparison
EISIX's dividend yield for the trailing twelve months is around 2.50%, more than CWSGX's 0.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWSGX Chartwell Small Cap Growth Fund | 0.71% | 0.87% | 6.44% | 0.00% | 4.78% | 21.74% | 6.70% | 0.03% | 0.45% | 0.02% | 0.00% | 0.00% |
EISIX Carillon ClariVest International Stock Fund | 2.50% | 3.00% | 3.83% | 2.95% | 0.87% | 1.81% | 1.09% | 2.39% | 1.81% | 1.36% | 2.31% | 0.77% |
Frequently Asked Questions
EISIX and CWSGX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CWSGX has higher volatility (7.91%) compared to EISIX (6.31%). In terms of maximum drawdown, EISIX dropped -39.30% vs CWSGX's -37.29%.
EISIX currently has the higher Sharpe Ratio (2.27 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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