FTXNX vs. UMBHX

Last updated Jun 4, 2026

FTXNX (Fuller & Thaler Behavioral Small-Cap Growth Fund) and UMBHX (Carillon Scout Small Cap Fund) are both Small Cap Growth Equities funds. With a 1.00 correlation, they move nearly in lockstep. FTXNX charges 1.44%/yr vs 0.90%/yr for UMBHX.

Performance

FTXNX vs. UMBHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Carillon Scout Small Cap Fund (UMBHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FTXNX

• 1D: 2.74%
• 1M: 8.02%
• YTD: 35.42%
• 6M: 33.13%
• 1Y: 65.74%
• 3Y*: 30.95%
• 5Y*: 15.95%
• 10Y*: —

UMBHX

• 1D: 2.34%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTXNX vs. UMBHX - Yearly Performance Comparison

	2026 (YTD)
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund	2.18%
UMBHX Carillon Scout Small Cap Fund	0.44%

Correlation

The correlation between FTXNX and UMBHX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	1.00

Return for Risk

FTXNX vs. UMBHX — Risk / Return Rank

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

FTXNX

FTXNX Risk / Return Rank: 77
FTXNX Sharpe Ratio Rank: 81
FTXNX Sortino Ratio Rank: 57
FTXNX Omega Ratio Rank: 56
FTXNX Calmar Ratio Rank: 94
FTXNX Martin Ratio Rank: 95

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.

FTXNX vs. UMBHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Carillon Scout Small Cap Fund (UMBHX). 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.

	FTXNX	UMBHX	Difference
Sharpe ratio Return per unit of total volatility	2.62	—	—
Sortino ratio Return per unit of downside risk	3.18	—	—
Omega ratio Gain probability vs. loss probability	1.42	—	—
Calmar ratio Return relative to maximum drawdown	5.50	—	—
Martin ratio Return relative to average drawdown	22.34	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FTXNX	UMBHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	1.79	-1.13

Drawdowns

FTXNX vs. UMBHX - Drawdown Comparison

The maximum FTXNX drawdown since its inception was -45.22%, which is greater than UMBHX's maximum drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for FTXNX and UMBHX.

Drawdown Indicators

	FTXNX	UMBHX	Difference
Max Drawdown Largest peak-to-trough decline	-45.22%	-1.86%	-43.36%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-32.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.68%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-12.59%	-0.84%	-11.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	—	—

Volatility

Volatility by Period

	FTXNX	UMBHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.53%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.09%	30.30%	-4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.75%	30.30%	-3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.70%	30.30%	-2.60%

FTXNX vs. UMBHX - Expense Ratio Comparison

FTXNX has a 1.44% expense ratio, which is higher than UMBHX's 0.90% expense ratio.

Dividends

FTXNX vs. UMBHX - Dividend Comparison

Neither FTXNX nor UMBHX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund	0.00%	0.00%	0.00%	0.00%	0.00%	17.21%
UMBHX Carillon Scout Small Cap Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTXNX and UMBHX in my portfolio?

With a correlation of 1.00, FTXNX and UMBHX 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.