FTXSX vs. UMBHX

Last updated Jun 25, 2026

FTXSX (FullerThaler Behavioral Small-Cap Growth Fund) and UMBHX (Carillon Scout Small Cap Fund) are both Small Cap Growth Equities funds. With a 0.95 correlation, they move nearly in lockstep. FTXSX charges 1.00%/yr vs 0.90%/yr for UMBHX.

Performance

FTXSX vs. UMBHX - Performance Comparison

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

Returns By Period

FTXSX

• 1D: -3.65%
• 1M: 3.28%
• YTD: 34.81%
• 6M: 31.58%
• 1Y: 63.49%
• 3Y*: 31.03%
• 5Y*: 14.64%
• 10Y*: —

UMBHX

• 1D: -2.70%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTXSX vs. UMBHX - Yearly Performance Comparison

	2026 (YTD)
FTXSX FullerThaler Behavioral Small-Cap Growth Fund	1.81%
UMBHX Carillon Scout Small Cap Fund	3.57%

Correlation

The correlation between FTXSX and UMBHX is 0.95 - 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 28, 2026	0.95

Return for Risk

FTXSX vs. UMBHX — Risk / Return Rank

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

FTXSX

FTXSX Risk / Return Rank: 80
FTXSX Sharpe Ratio Rank: 82
FTXSX Sortino Ratio Rank: 64
FTXSX Omega Ratio Rank: 63
FTXSX Calmar Ratio Rank: 95
FTXSX Martin Ratio Rank: 96

UMBHX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FTXSX vs. UMBHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FullerThaler Behavioral Small-Cap Growth Fund (FTXSX) 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.

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.

	FTXSX	UMBHX	Difference
Sharpe ratio: Return per unit of total volatility	2.40	—	—
Sortino ratio: Return per unit of downside risk	2.92	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	5.37	—	—
Martin ratio: Return relative to average drawdown	21.10	—	—

Drawdowns

FTXSX vs. UMBHX - Drawdown Comparison

The maximum FTXSX drawdown since its inception was -45.03%, which is greater than UMBHX's maximum drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for FTXSX and UMBHX.

Drawdown Indicators

	FTXSX	UMBHX	Difference
Max Drawdown Largest peak-to-trough decline	-45.03%	-5.16%	-39.87%
Max Drawdown (1Y) Largest decline over 1 year	-12.37%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-32.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.58%	—	—
Current Drawdown Current decline from peak	-3.65%	-2.70%	-0.95%
Average Drawdown Average peak-to-trough decline	-12.40%	-1.38%	-11.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.14%	—	—

Volatility

Volatility by Period

	FTXSX	UMBHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.63%	34.33%	-6.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.03%	34.33%	-7.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.78%	34.33%	-6.55%

FTXSX vs. UMBHX - Expense Ratio Comparison

FTXSX has a 1.00% expense ratio, which is higher than UMBHX's 0.90% expense ratio.

Dividends

FTXSX vs. UMBHX - Dividend Comparison

Neither FTXSX nor UMBHX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
FTXSX FullerThaler Behavioral Small-Cap Growth Fund	0.00%	0.00%	0.00%	0.00%	0.00%	17.00%
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 FTXSX and UMBHX in my portfolio?

With a correlation of 0.95, FTXSX 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.