HAGAX vs. WSMDX

In the year-to-date period, HAGAX achieves a -0.74% return, which is significantly higher than WSMDX's -3.18% return. Over the past 10 years, HAGAX has outperformed WSMDX with an annualized return of 4.66%, while WSMDX has yielded a comparatively lower 2.89% annualized return.

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HAGAX has a 1.03% expense ratio, which is lower than WSMDX's 1.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Mid Cap Growth Fund (HAGAX) and William Blair Small-Mid Cap Growth Fund (WSMDX). 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.

The current HAGAX Sharpe Ratio is -0.26, which is higher than the WSMDX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of HAGAX and WSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither HAGAX nor WSMDX has paid dividends to shareholders.

The maximum HAGAX drawdown since its inception was -58.41%, roughly equal to the maximum WSMDX drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for HAGAX and WSMDX. For additional features, visit the drawdowns tool.

Carillon Eagle Mid Cap Growth Fund (HAGAX) has a higher volatility of 6.44% compared to William Blair Small-Mid Cap Growth Fund (WSMDX) at 4.84%. This indicates that HAGAX's price experiences larger fluctuations and is considered to be riskier than WSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.