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

Correlation

The correlation between HAGAX and FATIX is 0.84, 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. FATIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Eagle Mid Cap Growth Fund (HAGAX) and Fidelity Advisor Technology Fund Class I (FATIX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
-2.77%
1.19%
HAGAX
FATIX

Key characteristics

Sharpe Ratio

HAGAX:

-0.01

FATIX:

1.11

Sortino Ratio

HAGAX:

0.12

FATIX:

1.54

Omega Ratio

HAGAX:

1.02

FATIX:

1.21

Calmar Ratio

HAGAX:

-0.00

FATIX:

1.41

Martin Ratio

HAGAX:

-0.03

FATIX:

5.55

Ulcer Index

HAGAX:

4.69%

FATIX:

4.91%

Daily Std Dev

HAGAX:

20.79%

FATIX:

24.65%

Max Drawdown

HAGAX:

-58.41%

FATIX:

-82.31%

Current Drawdown

HAGAX:

-33.21%

FATIX:

-9.66%

Returns By Period

In the year-to-date period, HAGAX achieves a 0.45% return, which is significantly lower than FATIX's 27.92% return. Over the past 10 years, HAGAX has underperformed FATIX with an annualized return of 5.48%, while FATIX has yielded a comparatively higher 14.76% annualized return.


HAGAX

YTD

0.45%

1M

-17.05%

6M

-2.77%

1Y

0.45%

5Y*

1.46%

10Y*

5.48%

FATIX

YTD

27.92%

1M

-5.58%

6M

1.19%

1Y

27.92%

5Y*

16.41%

10Y*

14.76%

*Annualized

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


HAGAX vs. FATIX - Expense Ratio Comparison

HAGAX has a 1.03% expense ratio, which is higher than FATIX's 0.71% 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 FATIX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Risk-Adjusted Performance

HAGAX vs. FATIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Mid Cap Growth Fund (HAGAX) and Fidelity Advisor Technology Fund Class I (FATIX). 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-1.000.001.002.003.00-0.011.11
The chart of Sortino ratio for HAGAX, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.000.121.54
The chart of Omega ratio for HAGAX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.21
The chart of Calmar ratio for HAGAX, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.0012.00-0.001.41
The chart of Martin ratio for HAGAX, currently valued at -0.03, compared to the broader market0.0010.0020.0030.0040.0050.00-0.035.55
HAGAX
FATIX

The current HAGAX Sharpe Ratio is -0.01, which is lower than the FATIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of HAGAX and FATIX, 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 Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
-0.01
1.11
HAGAX
FATIX

Dividends

HAGAX vs. FATIX - Dividend Comparison

Neither HAGAX nor FATIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%0.00%
FATIX
Fidelity Advisor Technology Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.00%4.46%8.68%1.26%

Drawdowns

HAGAX vs. FATIX - Drawdown Comparison

The maximum HAGAX drawdown since its inception was -58.41%, smaller than the maximum FATIX drawdown of -82.31%. Use the drawdown chart below to compare losses from any high point for HAGAX and FATIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-33.21%
-9.66%
HAGAX
FATIX

Volatility

HAGAX vs. FATIX - Volatility Comparison

Carillon Eagle Mid Cap Growth Fund (HAGAX) has a higher volatility of 14.00% compared to Fidelity Advisor Technology Fund Class I (FATIX) at 9.26%. This indicates that HAGAX's price experiences larger fluctuations and is considered to be riskier than FATIX 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
14.00%
9.26%
HAGAX
FATIX
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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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