HRAUX vs. EEOFX
HRAUX (Carillon Eagle Mid Cap Growth Fund Class R6) and EEOFX (Essex Environmental Opportunities Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, HRAUX returned 2.29%/yr vs -1.26%/yr for EEOFX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. HRAUX charges 0.66%/yr vs 2.11%/yr for EEOFX.
Performance
HRAUX vs. EEOFX - Performance Comparison
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Returns By Period
In the year-to-date period, HRAUX achieves a 5.29% return, which is significantly lower than EEOFX's 9.60% return.
HRAUX
- 1D
- 1.38%
- 1M
- -3.35%
- 6M
- 4.81%
- YTD
- 5.29%
- 1Y
- 4.07%
- 3Y*
- 9.11%
- 5Y*
- 2.29%
- 10Y*
- 11.44%
- ALL TIME*
- 12.16%
EEOFX
- 1D
- 3.33%
- 1M
- -9.00%
- 6M
- 5.11%
- YTD
- 9.60%
- 1Y
- 18.15%
- 3Y*
- 5.98%
- 5Y*
- -1.26%
- 10Y*
- —
- ALL TIME*
- 7.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HRAUX vs. EEOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRAUX Carillon Eagle Mid Cap Growth Fund Class R6 | 5.29% | 4.92% | 13.09% | 20.25% | -25.56% | 11.64% | 40.35% | 35.04% | -6.07% | 9.38% |
EEOFX Essex Environmental Opportunities Fund | 9.60% | 23.55% | 1.32% | -1.53% | -27.88% | 10.83% | 62.80% | 25.43% | -15.79% | 3.20% |
Correlation
The correlation between HRAUX and EEOFX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2017 | 0.80 |
The correlation between HRAUX and EEOFX has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
HRAUX vs. EEOFX — Risk / Return Rank
HRAUX
EEOFX
HRAUX vs. EEOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Mid Cap Growth Fund Class R6 (HRAUX) and Essex Environmental Opportunities Fund (EEOFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HRAUX | EEOFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.13 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.91 | -0.79 |
| Martin ratioReturn relative to average drawdown | 0.39 | 2.93 | -2.55 |
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Drawdowns
HRAUX vs. EEOFX - Drawdown Comparison
The maximum HRAUX drawdown since its inception was -37.03%, smaller than the maximum EEOFX drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for HRAUX and EEOFX.
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Drawdown Indicators
| HRAUX | EEOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -50.17% | +13.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -19.43% | +7.04% |
Max Drawdown (3Y)Largest decline over 3 years | -26.67% | -27.36% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -34.20% | -50.17% | +15.97% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | — | — |
Current DrawdownCurrent decline from peak | -5.42% | -16.75% | +11.33% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -19.48% | +12.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 5.99% | -2.12% |
Volatility
HRAUX vs. EEOFX - Volatility Comparison
The current volatility for Carillon Eagle Mid Cap Growth Fund Class R6 (HRAUX) is 4.16%, while Essex Environmental Opportunities Fund (EEOFX) has a volatility of 8.18%. This indicates that HRAUX experiences smaller price fluctuations and is considered to be less risky than EEOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRAUX | EEOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 8.18% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 20.53% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 25.48% | -7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 25.49% | -3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.85% | 24.97% | -3.12% |
HRAUX vs. EEOFX - Expense Ratio Comparison
HRAUX has a 0.66% expense ratio, which is lower than EEOFX's 2.11% expense ratio.
Dividends
HRAUX vs. EEOFX - Dividend Comparison
HRAUX's dividend yield for the trailing twelve months is around 13.16%, more than EEOFX's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEOFX Essex Environmental Opportunities Fund | 0.06% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HRAUX Carillon Eagle Mid Cap Growth Fund Class R6 | 13.16% | 13.86% | 13.00% | 11.74% | 1.28% | 9.91% | 2.10% | 2.04% | 5.57% | 2.54% | 0.04% | 1.59% |
Frequently Asked Questions
HRAUX and EEOFX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEOFX has higher volatility (8.18%) compared to HRAUX (4.16%). In terms of maximum drawdown, HRAUX dropped -37.03% vs EEOFX's -50.17%.
EEOFX currently has the higher Sharpe Ratio (0.69 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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