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

Correlation

The correlation between HAGAX and SWMCX 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.


-0.50.00.51.00.9

Performance

HAGAX vs. SWMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Eagle Mid Cap Growth Fund (HAGAX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
-2.77%
8.17%
HAGAX
SWMCX

Key characteristics

Sharpe Ratio

HAGAX:

-0.01

SWMCX:

0.87

Sortino Ratio

HAGAX:

0.12

SWMCX:

1.25

Omega Ratio

HAGAX:

1.02

SWMCX:

1.16

Calmar Ratio

HAGAX:

-0.00

SWMCX:

1.20

Martin Ratio

HAGAX:

-0.03

SWMCX:

4.16

Ulcer Index

HAGAX:

4.69%

SWMCX:

2.85%

Daily Std Dev

HAGAX:

20.79%

SWMCX:

13.66%

Max Drawdown

HAGAX:

-58.41%

SWMCX:

-40.34%

Current Drawdown

HAGAX:

-33.21%

SWMCX:

-9.33%

Returns By Period

In the year-to-date period, HAGAX achieves a 0.45% return, which is significantly lower than SWMCX's 12.56% return.


HAGAX

YTD

0.45%

1M

-17.05%

6M

-2.77%

1Y

0.45%

5Y*

1.46%

10Y*

5.48%

SWMCX

YTD

12.56%

1M

-9.25%

6M

8.17%

1Y

12.56%

5Y*

9.39%

10Y*

N/A

*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. SWMCX - Expense Ratio Comparison

HAGAX has a 1.03% expense ratio, which is higher than SWMCX's 0.04% 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 SWMCX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

HAGAX vs. SWMCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Mid Cap Growth Fund (HAGAX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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-1.000.001.002.003.00-0.010.87
The chart of Sortino ratio for HAGAX, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.000.121.25
The chart of Omega ratio for HAGAX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.16
The chart of Calmar ratio for HAGAX, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.0012.00-0.001.20
The chart of Martin ratio for HAGAX, currently valued at -0.03, compared to the broader market0.0010.0020.0030.0040.0050.00-0.034.16
HAGAX
SWMCX

The current HAGAX Sharpe Ratio is -0.01, which is lower than the SWMCX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of HAGAX and SWMCX, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
-0.01
0.87
HAGAX
SWMCX

Dividends

HAGAX vs. SWMCX - Dividend Comparison

Neither HAGAX nor SWMCX has paid dividends to shareholders.


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%
SWMCX
Schwab U.S. Mid-Cap Index Fund
0.00%1.49%1.50%1.00%1.45%1.40%1.17%0.00%0.00%0.00%0.00%

Drawdowns

HAGAX vs. SWMCX - Drawdown Comparison

The maximum HAGAX drawdown since its inception was -58.41%, which is greater than SWMCX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for HAGAX and SWMCX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-33.21%
-9.33%
HAGAX
SWMCX

Volatility

HAGAX vs. SWMCX - Volatility Comparison

Carillon Eagle Mid Cap Growth Fund (HAGAX) has a higher volatility of 14.00% compared to Schwab U.S. Mid-Cap Index Fund (SWMCX) at 5.18%. This indicates that HAGAX's price experiences larger fluctuations and is considered to be riskier than SWMCX 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%
5.18%
HAGAX
SWMCX
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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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