HAGAX vs. WSMDX
Compare and contrast key facts about Carillon Eagle Mid Cap Growth Fund (HAGAX) and William Blair Small-Mid Cap Growth Fund (WSMDX).
HAGAX is managed by Carillon Family of Funds. It was launched on Aug 20, 1998. WSMDX is managed by William Blair. It was launched on Dec 29, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HAGAX or WSMDX.
Key characteristics
| HAGAX | WSMDX | |
|---|---|---|
| YTD Return | 15.60% | 15.45% |
| 1Y Return | 17.60% | 25.57% |
| 3Y Return (Ann) | -8.19% | -7.43% |
| 5Y Return (Ann) | 5.06% | 2.91% |
| 10Y Return (Ann) | 7.03% | 4.81% |
| Sharpe Ratio | 0.93 | 1.36 |
| Sortino Ratio | 1.26 | 1.91 |
| Omega Ratio | 1.19 | 1.24 |
| Calmar Ratio | 0.49 | 0.65 |
| Martin Ratio | 3.02 | 5.54 |
| Ulcer Index | 5.85% | 4.43% |
| Daily Std Dev | 18.93% | 18.04% |
| Max Drawdown | -58.41% | -57.39% |
| Current Drawdown | -23.14% | -20.77% |
Correlation
The correlation between HAGAX and WSMDX is 0.92, 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.
Performance
HAGAX vs. WSMDX - Performance Comparison
The year-to-date returns for both stocks are quite close, with HAGAX having a 15.60% return and WSMDX slightly lower at 15.45%. Over the past 10 years, HAGAX has outperformed WSMDX with an annualized return of 7.03%, while WSMDX has yielded a comparatively lower 4.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HAGAX vs. WSMDX - Expense Ratio Comparison
HAGAX has a 1.03% expense ratio, which is lower than WSMDX's 1.10% expense ratio.
Risk-Adjusted Performance
HAGAX vs. WSMDX - Risk-Adjusted Performance Comparison
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.
Dividends
HAGAX vs. WSMDX - Dividend Comparison
Neither HAGAX nor WSMDX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WSMDX William Blair Small-Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HAGAX vs. WSMDX - Drawdown Comparison
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.
Volatility
HAGAX vs. WSMDX - Volatility Comparison
Carillon Eagle Mid Cap Growth Fund (HAGAX) has a higher volatility of 5.25% compared to William Blair Small-Mid Cap Growth Fund (WSMDX) at 4.94%. 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.