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EISIX vs. SUBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EISIX vs. SUBFX - Performance Comparison

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

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EISIX vs. SUBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EISIX
Carillon ClariVest International Stock Fund
3.37%39.31%14.86%20.02%-11.83%17.84%2.92%18.66%-17.86%27.57%
SUBFX
Carillon Reams Unconstrained Bond Fund
0.65%10.61%4.22%8.53%-4.74%-0.32%11.18%6.52%0.53%2.04%

Returns By Period

In the year-to-date period, EISIX achieves a 3.37% return, which is significantly higher than SUBFX's 0.65% return. Over the past 10 years, EISIX has outperformed SUBFX with an annualized return of 10.63%, while SUBFX has yielded a comparatively lower 4.06% annualized return.


EISIX

1D
3.14%
1M
-8.41%
YTD
3.37%
6M
10.01%
1Y
35.79%
3Y*
22.22%
5Y*
13.60%
10Y*
10.63%

SUBFX

1D
0.40%
1M
-1.02%
YTD
0.65%
6M
1.59%
1Y
7.17%
3Y*
6.40%
5Y*
3.58%
10Y*
4.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EISIX vs. SUBFX - Expense Ratio Comparison

EISIX has a 0.96% expense ratio, which is higher than SUBFX's 0.50% expense ratio.


Return for Risk

EISIX vs. SUBFX — Risk / Return Rank

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

EISIX
EISIX Risk / Return Rank: 9292
Overall Rank
EISIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EISIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EISIX Omega Ratio Rank: 9191
Omega Ratio Rank
EISIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EISIX Martin Ratio Rank: 9292
Martin Ratio Rank

SUBFX
SUBFX Risk / Return Rank: 9494
Overall Rank
SUBFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SUBFX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SUBFX Omega Ratio Rank: 9090
Omega Ratio Rank
SUBFX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SUBFX Martin Ratio Rank: 9595
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.

EISIX vs. SUBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) and Carillon Reams Unconstrained Bond Fund (SUBFX). 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.


EISIXSUBFXDifference

Sharpe ratio

Return per unit of total volatility

2.17

2.10

+0.06

Sortino ratio

Return per unit of downside risk

2.77

3.15

-0.38

Omega ratio

Gain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratio

Return relative to maximum drawdown

2.84

3.61

-0.77

Martin ratio

Return relative to average drawdown

11.42

13.88

-2.46

EISIX vs. SUBFX - Sharpe Ratio Comparison

The current EISIX Sharpe Ratio is 2.17, which is comparable to the SUBFX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of EISIX and SUBFX, 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


EISIXSUBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.10

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.66

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.77

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.96

-0.44

Correlation

The correlation between EISIX and SUBFX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EISIX vs. SUBFX - Dividend Comparison

EISIX's dividend yield for the trailing twelve months is around 2.90%, less than SUBFX's 5.88% yield.


TTM20252024202320222021202020192018201720162015
EISIX
Carillon ClariVest International Stock Fund
2.90%3.00%3.83%2.95%0.87%1.81%1.09%2.39%1.81%1.36%2.31%0.77%
SUBFX
Carillon Reams Unconstrained Bond Fund
5.88%6.44%4.92%4.52%2.16%1.96%3.01%2.83%2.06%1.17%1.01%0.52%

Drawdowns

EISIX vs. SUBFX - Drawdown Comparison

The maximum EISIX drawdown since its inception was -39.30%, which is greater than SUBFX's maximum drawdown of -11.22%. Use the drawdown chart below to compare losses from any high point for EISIX and SUBFX.


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Drawdown Indicators


EISIXSUBFXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-11.22%

-28.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-2.11%

-10.43%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-11.17%

-15.88%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-11.22%

-28.08%

Current Drawdown

Current decline from peak

-9.79%

-1.17%

-8.62%

Average Drawdown

Average peak-to-trough decline

-7.54%

-1.47%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

0.55%

+2.57%

Volatility

EISIX vs. SUBFX - Volatility Comparison

Carillon ClariVest International Stock Fund (EISIX) has a higher volatility of 8.77% compared to Carillon Reams Unconstrained Bond Fund (SUBFX) at 1.61%. This indicates that EISIX's price experiences larger fluctuations and is considered to be riskier than SUBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EISIXSUBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

1.61%

+7.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

2.20%

+10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

3.56%

+13.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

5.43%

+10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

5.26%

+11.31%