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HAGAX vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAGAX vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Eagle Mid Cap Growth Fund (HAGAX) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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HAGAX vs. XMMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XMMO
Invesco S&P MidCap Momentum ETF
6.86%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

In the year-to-date period, HAGAX achieves a -4.23% return, which is significantly lower than XMMO's 6.86% return. Over the past 10 years, HAGAX has underperformed XMMO with an annualized return of 10.76%, while XMMO has yielded a comparatively higher 18.41% annualized return.


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%

XMMO

1D
1.85%
1M
-2.62%
YTD
6.86%
6M
9.51%
1Y
29.37%
3Y*
25.85%
5Y*
12.62%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAGAX vs. XMMO - Expense Ratio Comparison

HAGAX has a 1.03% expense ratio, which is higher than XMMO's 0.33% expense ratio.


Return for Risk

HAGAX vs. XMMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAGAX
HAGAX Risk / Return Rank: 1818
Overall Rank
HAGAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
HAGAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
HAGAX Omega Ratio Rank: 1515
Omega Ratio Rank
HAGAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
HAGAX Martin Ratio Rank: 2121
Martin Ratio Rank

XMMO
XMMO Risk / Return Rank: 7777
Overall Rank
XMMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7474
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7070
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAGAX vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Mid Cap Growth Fund (HAGAX) and Invesco S&P MidCap Momentum ETF (XMMO). 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.


HAGAXXMMODifference

Sharpe ratio

Return per unit of total volatility

0.44

1.34

-0.90

Sortino ratio

Return per unit of downside risk

0.79

1.91

-1.12

Omega ratio

Gain probability vs. loss probability

1.11

1.27

-0.16

Calmar ratio

Return relative to maximum drawdown

0.72

2.41

-1.69

Martin ratio

Return relative to average drawdown

2.52

11.42

-8.91

HAGAX vs. XMMO - Sharpe Ratio Comparison

The current HAGAX Sharpe Ratio is 0.44, which is lower than the XMMO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of HAGAX and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HAGAXXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.34

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.60

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.83

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.55

-0.11

Correlation

The correlation between HAGAX and XMMO is 0.89, 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. XMMO - Dividend Comparison

HAGAX's dividend yield for the trailing twelve months is around 14.47%, more than XMMO's 0.70% yield.


TTM20252024202320222021202020192018201720162015
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%
XMMO
Invesco S&P MidCap Momentum ETF
0.70%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

HAGAX vs. XMMO - Drawdown Comparison

The maximum HAGAX drawdown since its inception was -52.32%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for HAGAX and XMMO.


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Drawdown Indicators


HAGAXXMMODifference

Max Drawdown

Largest peak-to-trough decline

-52.32%

-55.37%

+3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-12.81%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-34.36%

-27.91%

-6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

-36.74%

-0.31%

Current Drawdown

Current decline from peak

-9.21%

-2.62%

-6.59%

Average Drawdown

Average peak-to-trough decline

-12.70%

-9.52%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

2.70%

+1.32%

Volatility

HAGAX vs. XMMO - Volatility Comparison

The current volatility for Carillon Eagle Mid Cap Growth Fund (HAGAX) is 7.43%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. This indicates that HAGAX experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAGAXXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

9.04%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

14.39%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

23.62%

22.03%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

21.27%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

22.11%

-0.32%