EISIX vs. LIAGX

Last updated Jun 4, 2026

EISIX (Carillon ClariVest International Stock Fund) and LIAGX (Lord Abbett International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, EISIX returned 29.39%/yr vs 21.75%/yr for LIAGX. Their correlation of 0.92 suggests significant overlap in exposure. EISIX charges 0.96%/yr vs 0.81%/yr for LIAGX.

Performance

EISIX vs. LIAGX - Performance Comparison

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

Returns By Period

In the year-to-date period, EISIX achieves a 23.83% return, which is significantly lower than LIAGX's 27.78% return.

EISIX

• 1D: 1.24%
• 1M: 10.86%
• YTD: 23.83%
• 6M: 27.70%
• 1Y: 50.10%
• 3Y*: 29.39%
• 5Y*: 16.38%
• 10Y*: 12.26%

LIAGX

• 1D: 0.64%
• 1M: 10.09%
• YTD: 27.78%
• 6M: 28.66%
• 1Y: 41.65%
• 3Y*: 21.75%
• 5Y*: —
• 10Y*: —

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

EISIX vs. LIAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EISIX Carillon ClariVest International Stock Fund	23.83%	39.31%	14.86%	20.02%	-11.83%	2.70%
LIAGX Lord Abbett International Growth Fund	27.78%	25.09%	9.43%	15.73%	-26.63%	0.07%

Correlation

The correlation between EISIX and LIAGX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 25, 2021	0.92

The correlation between EISIX and LIAGX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

EISIX vs. LIAGX — Risk / Return Rank

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

EISIX

EISIX Risk / Return Rank: 86
EISIX Sharpe Ratio Rank: 92
EISIX Sortino Ratio Rank: 86
EISIX Omega Ratio Rank: 85
EISIX Calmar Ratio Rank: 84
EISIX Martin Ratio Rank: 83

LIAGX

LIAGX Risk / Return Rank: 48
LIAGX Sharpe Ratio Rank: 46
LIAGX Sortino Ratio Rank: 42
LIAGX Omega Ratio Rank: 43
LIAGX Calmar Ratio Rank: 54
LIAGX Martin Ratio Rank: 56

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.

EISIX vs. LIAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) and Lord Abbett International Growth Fund (LIAGX). 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.

	EISIX	LIAGX	Difference
Sharpe ratio: Return per unit of total volatility	3.13	1.99	+1.14
Sortino ratio: Return per unit of downside risk	4.05	2.71	+1.34
Omega ratio: Gain probability vs. loss probability	1.58	1.36	+0.22
Calmar ratio: Return relative to maximum drawdown	3.97	2.82	+1.15
Martin ratio: Return relative to average drawdown	15.76	11.32	+4.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EISIX vs. LIAGX - Sharpe Ratio Comparison

The current EISIX Sharpe Ratio is 3.13, which is higher than the LIAGX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of EISIX and LIAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EISIX	LIAGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.13	1.99	+1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.45	+0.16

Drawdowns

EISIX vs. LIAGX - Drawdown Comparison

The maximum EISIX drawdown since its inception was -39.30%, roughly equal to the maximum LIAGX drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for EISIX and LIAGX.

Drawdown Indicators

	EISIX	LIAGX	Difference
Max Drawdown Largest peak-to-trough decline	-39.30%	-37.87%	-1.43%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-14.56%	+2.02%
Max Drawdown (3Y) Largest decline over 3 years	-13.38%	-17.11%	+3.73%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.30%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.47%	-13.24%	+5.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	3.62%	-0.47%

Volatility

EISIX vs. LIAGX - Volatility Comparison

The current volatility for Carillon ClariVest International Stock Fund (EISIX) is 5.80%, while Lord Abbett International Growth Fund (LIAGX) has a volatility of 8.29%. This indicates that EISIX experiences smaller price fluctuations and is considered to be less risky than LIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EISIX	LIAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	8.29%	-2.49%
Volatility (6M) Calculated over the trailing 6-month period	13.67%	18.01%	-4.34%
Volatility (1Y) Calculated over the trailing 1-year period	15.94%	20.68%	-4.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	18.79%	-2.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.70%	18.79%	-2.09%

EISIX vs. LIAGX - Expense Ratio Comparison

EISIX has a 0.96% expense ratio, which is higher than LIAGX's 0.81% expense ratio.

Dividends

EISIX vs. LIAGX - Dividend Comparison

EISIX's dividend yield for the trailing twelve months is around 2.42%, more than LIAGX's 0.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EISIX Carillon ClariVest International Stock Fund	2.42%	3.00%	3.83%	2.95%	0.87%	1.81%	1.09%	2.39%	1.81%	1.36%	2.31%	0.77%
LIAGX Lord Abbett International Growth Fund	0.30%	0.38%	0.48%	0.71%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EISIX and LIAGX in my portfolio?

With a correlation of 0.93, EISIX and LIAGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EISIX or LIAGX?

LIAGX has higher volatility (8.29%) compared to EISIX (5.80%). In terms of maximum drawdown, EISIX dropped -39.30% vs LIAGX's -37.87%.

Which has better risk-adjusted returns?

EISIX currently has the higher Sharpe Ratio (3.13 vs 1.99), 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.