EISIX vs. FMIJX
EISIX (Carillon ClariVest International Stock Fund) and FMIJX (FMI International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, EISIX returned 12.17%/yr vs 6.24%/yr for FMIJX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. EISIX charges 0.96%/yr vs 0.94%/yr for FMIJX.
Performance
EISIX vs. FMIJX - Performance Comparison
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Returns By Period
In the year-to-date period, EISIX achieves a 19.57% return, which is significantly higher than FMIJX's 11.34% return. Over the past 10 years, EISIX has outperformed FMIJX with an annualized return of 12.17%, while FMIJX has yielded a comparatively lower 6.24% annualized return.
EISIX
- 1D
- 3.18%
- 1M
- -0.16%
- 6M
- 11.33%
- YTD
- 19.57%
- 1Y
- 42.10%
- 3Y*
- 25.17%
- 5Y*
- 15.82%
- 10Y*
- 12.17%
- ALL TIME*
- 9.36%
FMIJX
- 1D
- 0.86%
- 1M
- 4.25%
- 6M
- 7.72%
- YTD
- 11.34%
- 1Y
- 16.08%
- 3Y*
- 10.18%
- 5Y*
- 5.83%
- 10Y*
- 6.24%
- ALL TIME*
- 7.37%
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. FMIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EISIX Carillon ClariVest International Stock Fund | 19.57% | 39.31% | 14.86% | 20.02% | -11.83% | 17.84% | 2.92% | 18.66% | -17.86% | 27.57% |
FMIJX FMI International Fund | 11.34% | 8.57% | 6.99% | 21.81% | -18.67% | 13.82% | 0.06% | 17.11% | -9.54% | 13.90% |
Correlation
The correlation between EISIX and FMIJX is 0.62, 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. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.80 |
The correlation between EISIX and FMIJX shifts across timeframes, from 0.62 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EISIX vs. FMIJX — Risk / Return Rank
EISIX
FMIJX
EISIX vs. FMIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) and FMI International Fund (FMIJX). 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 | FMIJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.17 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.03 | +2.24 |
| Martin ratioReturn relative to average drawdown | 11.56 | 3.36 | +8.20 |
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Drawdowns
EISIX vs. FMIJX - Drawdown Comparison
The maximum EISIX drawdown since its inception was -39.30%, roughly equal to the maximum FMIJX drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for EISIX and FMIJX.
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Drawdown Indicators
| EISIX | FMIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -37.45% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -13.46% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -13.38% | -15.88% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.05% | -21.77% | -5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -37.45% | -1.85% |
Current DrawdownCurrent decline from peak | -4.43% | 0.00% | -4.43% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -4.64% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 4.12% | -0.58% |
Volatility
EISIX vs. FMIJX - Volatility Comparison
Carillon ClariVest International Stock Fund (EISIX) has a higher volatility of 6.74% compared to FMI International Fund (FMIJX) at 4.13%. This indicates that EISIX's price experiences larger fluctuations and is considered to be riskier than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EISIX | FMIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 4.13% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 11.95% | +4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 14.63% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 14.51% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 15.16% | +1.38% |
EISIX vs. FMIJX - Expense Ratio Comparison
EISIX has a 0.96% expense ratio, which is higher than FMIJX's 0.94% expense ratio.
Dividends
EISIX vs. FMIJX - Dividend Comparison
EISIX's dividend yield for the trailing twelve months is around 2.51%, less than FMIJX's 11.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EISIX Carillon ClariVest International Stock Fund | 2.51% | 3.00% | 3.83% | 2.95% | 0.87% | 1.81% | 1.09% | 2.39% | 1.81% | 1.36% | 2.31% | 0.77% |
FMIJX FMI International Fund | 11.75% | 13.09% | 0.00% | 0.00% | 4.43% | 3.46% | 0.00% | 3.55% | 7.43% | 0.28% | 3.76% | 1.84% |
Frequently Asked Questions
EISIX and FMIJX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EISIX has higher volatility (6.74%) compared to FMIJX (4.13%). In terms of maximum drawdown, EISIX dropped -39.30% vs FMIJX's -37.45%.
EISIX currently has the higher Sharpe Ratio (2.22 vs 0.95), 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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