HAGAX vs. SCHM
Compare and contrast key facts about Carillon Eagle Mid Cap Growth Fund (HAGAX) and Schwab US Mid-Cap ETF (SCHM).
HAGAX is managed by Carillon Family of Funds. It was launched on Aug 20, 1998. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011.
Performance
HAGAX vs. SCHM - Performance Comparison
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HAGAX vs. SCHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAGAX Carillon Eagle Mid Cap Growth Fund | -4.23% | 4.50% | 12.64% | 19.76% | -25.85% | 11.19% | 39.79% | 34.50% | -6.45% | 29.90% |
SCHM Schwab US Mid-Cap ETF | 4.18% | 10.17% | 11.98% | 16.69% | -17.07% | 19.36% | 15.26% | 27.48% | -8.77% | 19.60% |
Returns By Period
In the year-to-date period, HAGAX achieves a -4.23% return, which is significantly lower than SCHM's 4.18% return. Both investments have delivered pretty close results over the past 10 years, with HAGAX having a 10.76% annualized return and SCHM not far behind at 10.30%.
HAGAX
- 1D
- 3.80%
- 1M
- -5.50%
- YTD
- -4.23%
- 6M
- -6.81%
- 1Y
- 9.26%
- 3Y*
- 8.18%
- 5Y*
- 2.05%
- 10Y*
- 10.76%
SCHM
- 1D
- 0.94%
- 1M
- -5.24%
- YTD
- 4.18%
- 6M
- 5.69%
- 1Y
- 20.54%
- 3Y*
- 13.06%
- 5Y*
- 6.01%
- 10Y*
- 10.30%
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HAGAX vs. SCHM - Expense Ratio Comparison
HAGAX has a 1.03% expense ratio, which is higher than SCHM's 0.04% expense ratio.
Return for Risk
HAGAX vs. SCHM — Risk / Return Rank
HAGAX
SCHM
HAGAX vs. SCHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Mid Cap Growth Fund (HAGAX) and Schwab US Mid-Cap ETF (SCHM). 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.
| HAGAX | SCHM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.98 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.49 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.49 | -0.77 |
Martin ratioReturn relative to average drawdown | 2.52 | 6.50 | -3.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HAGAX | SCHM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.98 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.31 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.51 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.55 | -0.11 |
Correlation
The correlation between HAGAX and SCHM is 0.90, 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.
Dividends
HAGAX vs. SCHM - Dividend Comparison
HAGAX's dividend yield for the trailing twelve months is around 14.47%, more than SCHM's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAGAX Carillon Eagle Mid Cap Growth Fund | 14.47% | 13.86% | 13.00% | 11.74% | 1.41% | 10.82% | 2.26% | 2.19% | 5.95% | 2.69% | 0.00% | 1.67% |
SCHM Schwab US Mid-Cap ETF | 1.40% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
Drawdowns
HAGAX vs. SCHM - Drawdown Comparison
The maximum HAGAX drawdown since its inception was -52.32%, which is greater than SCHM's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for HAGAX and SCHM.
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Drawdown Indicators
| HAGAX | SCHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.32% | -42.43% | -9.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -14.16% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -26.46% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -37.05% | -42.43% | +5.38% |
Current DrawdownCurrent decline from peak | -9.21% | -5.44% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -12.70% | -5.71% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 3.24% | +0.78% |
Volatility
HAGAX vs. SCHM - Volatility Comparison
Carillon Eagle Mid Cap Growth Fund (HAGAX) has a higher volatility of 7.43% compared to Schwab US Mid-Cap ETF (SCHM) at 6.80%. This indicates that HAGAX's price experiences larger fluctuations and is considered to be riskier than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAGAX | SCHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 6.80% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 12.07% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.62% | 21.15% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.90% | 19.51% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 20.41% | +1.38% |