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HAGAX vs. EISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAGAX vs. EISIX - Performance Comparison

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

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HAGAX vs. EISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAGAX
Carillon Eagle Mid Cap Growth Fund
-7.73%4.50%12.64%19.76%-25.85%11.19%39.79%34.50%-6.45%29.90%
EISIX
Carillon ClariVest International Stock Fund
0.22%39.31%14.86%20.02%-11.83%17.84%2.92%18.66%-17.86%27.57%

Returns By Period

In the year-to-date period, HAGAX achieves a -7.73% return, which is significantly lower than EISIX's 0.22% return. Both investments have delivered pretty close results over the past 10 years, with HAGAX having a 10.35% annualized return and EISIX not far behind at 10.29%.


HAGAX

1D
-1.09%
1M
-9.27%
YTD
-7.73%
6M
-10.60%
1Y
6.34%
3Y*
6.85%
5Y*
1.65%
10Y*
10.35%

EISIX

1D
-0.22%
1M
-12.37%
YTD
0.22%
6M
7.42%
1Y
32.61%
3Y*
20.96%
5Y*
13.11%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAGAX vs. EISIX - Expense Ratio Comparison

HAGAX has a 1.03% expense ratio, which is higher than EISIX's 0.96% expense ratio.


Return for Risk

HAGAX vs. EISIX — Risk / Return Rank

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

HAGAX
HAGAX Risk / Return Rank: 1212
Overall Rank
HAGAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
HAGAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
HAGAX Omega Ratio Rank: 1212
Omega Ratio Rank
HAGAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
HAGAX Martin Ratio Rank: 1212
Martin Ratio Rank

EISIX
EISIX Risk / Return Rank: 8989
Overall Rank
EISIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EISIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EISIX Omega Ratio Rank: 8888
Omega Ratio Rank
EISIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EISIX Martin Ratio Rank: 8989
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.

HAGAX vs. EISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Mid Cap Growth Fund (HAGAX) and Carillon ClariVest International Stock Fund (EISIX). 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.


HAGAXEISIXDifference

Sharpe ratio

Return per unit of total volatility

0.26

1.88

-1.62

Sortino ratio

Return per unit of downside risk

0.54

2.43

-1.89

Omega ratio

Gain probability vs. loss probability

1.07

1.37

-0.30

Calmar ratio

Return relative to maximum drawdown

0.27

2.39

-2.11

Martin ratio

Return relative to average drawdown

0.97

9.78

-8.81

HAGAX vs. EISIX - Sharpe Ratio Comparison

The current HAGAX Sharpe Ratio is 0.26, which is lower than the EISIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of HAGAX and EISIX, 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


HAGAXEISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.88

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.83

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.62

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.50

-0.07

Correlation

The correlation between HAGAX and EISIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HAGAX vs. EISIX - Dividend Comparison

HAGAX's dividend yield for the trailing twelve months is around 15.02%, more than EISIX's 2.99% yield.


TTM20252024202320222021202020192018201720162015
HAGAX
Carillon Eagle Mid Cap Growth Fund
15.02%13.86%13.00%11.74%1.41%10.82%2.26%2.19%5.95%2.69%0.00%1.67%
EISIX
Carillon ClariVest International Stock Fund
2.99%3.00%3.83%2.95%0.87%1.81%1.09%2.39%1.81%1.36%2.31%0.77%

Drawdowns

HAGAX vs. EISIX - Drawdown Comparison

The maximum HAGAX drawdown since its inception was -52.32%, which is greater than EISIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for HAGAX and EISIX.


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Drawdown Indicators


HAGAXEISIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.32%

-39.30%

-13.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-12.54%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-34.36%

-27.05%

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

-39.30%

+2.25%

Current Drawdown

Current decline from peak

-12.53%

-12.54%

+0.01%

Average Drawdown

Average peak-to-trough decline

-12.70%

-7.54%

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

3.06%

+0.91%

Volatility

HAGAX vs. EISIX - Volatility Comparison

The current volatility for Carillon Eagle Mid Cap Growth Fund (HAGAX) is 6.13%, while Carillon ClariVest International Stock Fund (EISIX) has a volatility of 7.99%. This indicates that HAGAX experiences smaller price fluctuations and is considered to be less risky than EISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAGAXEISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

7.99%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

11.93%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

23.36%

16.86%

+6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.85%

15.82%

+6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

16.55%

+5.21%