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HAGAX vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAGAX and DGRO is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

HAGAX vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Eagle Mid Cap Growth Fund (HAGAX) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
-3.72%
7.68%
HAGAX
DGRO

Key characteristics

Sharpe Ratio

HAGAX:

-0.01

DGRO:

1.69

Sortino Ratio

HAGAX:

0.12

DGRO:

2.39

Omega Ratio

HAGAX:

1.02

DGRO:

1.31

Calmar Ratio

HAGAX:

-0.00

DGRO:

2.81

Martin Ratio

HAGAX:

-0.03

DGRO:

9.41

Ulcer Index

HAGAX:

4.83%

DGRO:

1.77%

Daily Std Dev

HAGAX:

20.76%

DGRO:

9.83%

Max Drawdown

HAGAX:

-58.41%

DGRO:

-35.10%

Current Drawdown

HAGAX:

-33.61%

DGRO:

-4.98%

Returns By Period

Over the past 10 years, HAGAX has underperformed DGRO with an annualized return of 5.42%, while DGRO has yielded a comparatively higher 11.40% annualized return.


HAGAX

YTD

0.00%

1M

-17.54%

6M

-3.72%

1Y

-0.14%

5Y*

1.10%

10Y*

5.42%

DGRO

YTD

0.00%

1M

-4.98%

6M

7.68%

1Y

16.62%

5Y*

10.34%

10Y*

11.40%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HAGAX vs. DGRO - Expense Ratio Comparison

HAGAX has a 1.03% expense ratio, which is higher than DGRO's 0.08% expense ratio.


HAGAX
Carillon Eagle Mid Cap Growth Fund
Expense ratio chart for HAGAX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

HAGAX vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Mid Cap Growth Fund (HAGAX) and iShares Core Dividend Growth ETF (DGRO). 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.


Sharpe ratio
The chart of Sharpe ratio for HAGAX, currently valued at -0.01, compared to the broader market-1.000.001.002.003.00-0.011.69
The chart of Sortino ratio for HAGAX, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.000.122.39
The chart of Omega ratio for HAGAX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.31
The chart of Calmar ratio for HAGAX, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.00-0.002.81
The chart of Martin ratio for HAGAX, currently valued at -0.03, compared to the broader market0.0010.0020.0030.0040.0050.00-0.039.41
HAGAX
DGRO

The current HAGAX Sharpe Ratio is -0.01, which is lower than the DGRO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of HAGAX and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
-0.01
1.69
HAGAX
DGRO

Dividends

HAGAX vs. DGRO - Dividend Comparison

HAGAX has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 2.26%.


TTM2023202220212020201920182017201620152014
HAGAX
Carillon Eagle Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%10.30%
DGRO
iShares Core Dividend Growth ETF
2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

HAGAX vs. DGRO - Drawdown Comparison

The maximum HAGAX drawdown since its inception was -58.41%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for HAGAX and DGRO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-33.61%
-4.98%
HAGAX
DGRO

Volatility

HAGAX vs. DGRO - Volatility Comparison

Carillon Eagle Mid Cap Growth Fund (HAGAX) has a higher volatility of 13.94% compared to iShares Core Dividend Growth ETF (DGRO) at 3.37%. This indicates that HAGAX's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember
13.94%
3.37%
HAGAX
DGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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