EISIX vs. FIGSX

Last updated Aug 4, 2026

EISIX (Carillon ClariVest International Stock Fund) and FIGSX (Fidelity Series International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, EISIX returned 12.25%/yr vs 10.11%/yr for FIGSX. Their correlation of 0.90 means they have usually moved in the same direction. EISIX charges 0.96%/yr vs 0.01%/yr for FIGSX.

Performance

EISIX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon ClariVest International Stock Fund (EISIX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EISIX achieves a 19.76% return, which is significantly higher than FIGSX's 8.01% return. Over the past 10 years, EISIX has outperformed FIGSX with an annualized return of 12.25%, while FIGSX has yielded a comparatively lower 10.11% annualized 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%

FIGSX

• 1D: 0.00%
• 1M: -2.55%
• 6M: 1.52%
• YTD: 8.01%
• 1Y: 15.72%
• 3Y*: 12.79%
• 5Y*: 5.66%
• 10Y*: 10.11%
• ALL TIME*: 8.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EISIX Carillon ClariVest International Stock Fund	$0.00	$0.00	$0.00
FIGSX Fidelity Series International Growth Fund	$0.00	$0.00	$0.00

EISIX vs. FIGSX - 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%	27.57%
FIGSX Fidelity Series International Growth Fund	8.01%	19.12%	5.93%	21.74%	-22.87%	16.61%	18.52%	35.59%	-10.97%	30.21%

Correlation

The correlation between EISIX and FIGSX is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.88
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.89
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.90

The correlation between EISIX and FIGSX has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

Return for Risk

EISIX vs. FIGSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EISIX

EISIX Risk / Return Rank: 86
EISIX Sharpe Ratio Rank: 90
EISIX Sortino Ratio Rank: 83
EISIX Omega Ratio Rank: 84
EISIX Calmar Ratio Rank: 88
EISIX Martin Ratio Rank: 87

FIGSX

FIGSX Risk / Return Rank: 21
FIGSX Sharpe Ratio Rank: 18
FIGSX Sortino Ratio Rank: 19
FIGSX Omega Ratio Rank: 19
FIGSX Calmar Ratio Rank: 22
FIGSX Martin Ratio Rank: 25

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EISIX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) and Fidelity Series International Growth Fund (FIGSX). 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	FIGSX	Difference
Sharpe ratio: Return per unit of total volatility	2.27	0.74	+1.53
Sortino ratio: Return per unit of downside risk	2.95	1.19	+1.76
Omega ratio: Gain probability vs. loss probability	1.42	1.14	+0.27
Calmar ratio: Return relative to maximum drawdown	3.35	1.10	+2.24
Martin ratio: Return relative to average drawdown	11.81	3.77	+8.04

EISIX vs. FIGSX - Sharpe Ratio Comparison

The current EISIX Sharpe Ratio is 2.27, which is higher than the FIGSX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of EISIX and FIGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EISIX vs. FIGSX - Drawdown Comparison

The maximum EISIX drawdown since its inception was -39.30%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for EISIX and FIGSX.

Drawdown Indicators

	EISIX	FIGSX	Difference
Max Drawdown Largest peak-to-trough decline	-39.30%	-34.47%	-4.83%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-13.89%	+1.35%
Max Drawdown (3Y) Largest decline over 3 years	-13.38%	-16.29%	+2.91%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	-34.47%	+7.42%
Max Drawdown (10Y) Largest decline over 10 years	-39.30%	-34.47%	-4.83%
Current Drawdown Current decline from peak	-4.28%	-4.75%	+0.47%
Average Drawdown Average peak-to-trough decline	-7.42%	-6.43%	-0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.55%	4.05%	-0.50%

Volatility

EISIX vs. FIGSX - Volatility Comparison

Carillon ClariVest International Stock Fund (EISIX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 6.31% and 6.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EISIX	FIGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	6.63%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	16.66%	18.37%	-1.71%
Volatility (1Y) Calculated over the trailing 1-year period	18.46%	20.65%	-2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.61%	18.56%	-1.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.53%	17.91%	-1.38%

EISIX vs. FIGSX - Expense Ratio Comparison

EISIX has a 0.96% expense ratio, which is higher than FIGSX's 0.01% expense ratio.

Dividends

EISIX vs. FIGSX - Dividend Comparison

EISIX's dividend yield for the trailing twelve months is around 2.50%, less than FIGSX's 8.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FIGSX Fidelity Series International Growth Fund	8.03%	8.67%	4.29%	1.27%	3.53%	8.33%	16.24%	3.64%	7.47%	3.14%	2.54%	3.54%

Frequently Asked Questions

Can I hold both EISIX and FIGSX in my portfolio?

EISIX and FIGSX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EISIX or FIGSX?

FIGSX has higher volatility (6.63%) compared to EISIX (6.31%). In terms of maximum drawdown, EISIX dropped -39.30% vs FIGSX's -34.47%.

Which has better risk-adjusted returns?

EISIX currently has the higher Sharpe Ratio (2.27 vs 0.74), 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.