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HRAUX vs. FMDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRAUX vs. FMDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Eagle Mid Cap Growth Fund Class R6 (HRAUX) and Fidelity Mid Cap Growth Index Fund (FMDGX). The values are adjusted to include any dividend payments, if applicable.

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HRAUX vs. FMDGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HRAUX
Carillon Eagle Mid Cap Growth Fund Class R6
-7.65%4.92%13.09%20.25%-25.56%11.64%40.35%4.06%
FMDGX
Fidelity Mid Cap Growth Index Fund
-9.61%8.60%22.03%25.79%-26.67%12.67%34.84%4.63%

Returns By Period

In the year-to-date period, HRAUX achieves a -7.65% return, which is significantly higher than FMDGX's -9.61% return.


HRAUX

1D
-1.10%
1M
-9.24%
YTD
-7.65%
6M
-10.42%
1Y
6.77%
3Y*
7.27%
5Y*
2.06%
10Y*
10.80%

FMDGX

1D
-1.09%
1M
-9.53%
YTD
-9.61%
6M
-12.95%
1Y
5.72%
3Y*
11.35%
5Y*
4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRAUX vs. FMDGX - Expense Ratio Comparison

HRAUX has a 0.66% expense ratio, which is higher than FMDGX's 0.05% expense ratio.


Return for Risk

HRAUX vs. FMDGX — Risk / Return Rank

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

HRAUX
HRAUX Risk / Return Rank: 1111
Overall Rank
HRAUX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HRAUX Sortino Ratio Rank: 1111
Sortino Ratio Rank
HRAUX Omega Ratio Rank: 1111
Omega Ratio Rank
HRAUX Calmar Ratio Rank: 1212
Calmar Ratio Rank
HRAUX Martin Ratio Rank: 1212
Martin Ratio Rank

FMDGX
FMDGX Risk / Return Rank: 1111
Overall Rank
FMDGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FMDGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FMDGX Omega Ratio Rank: 1111
Omega Ratio Rank
FMDGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FMDGX Martin Ratio Rank: 1010
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.

HRAUX vs. FMDGX - 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 Fidelity Mid Cap Growth Index Fund (FMDGX). 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.


HRAUXFMDGXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.24

+0.04

Sortino ratio

Return per unit of downside risk

0.57

0.51

+0.05

Omega ratio

Gain probability vs. loss probability

1.08

1.07

+0.01

Calmar ratio

Return relative to maximum drawdown

0.30

0.22

+0.09

Martin ratio

Return relative to average drawdown

1.09

0.69

+0.40

HRAUX vs. FMDGX - Sharpe Ratio Comparison

The current HRAUX Sharpe Ratio is 0.28, which is comparable to the FMDGX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of HRAUX and FMDGX, 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


HRAUXFMDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.24

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.21

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.36

+0.19

Correlation

The correlation between HRAUX and FMDGX is 0.98, 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

HRAUX vs. FMDGX - Dividend Comparison

HRAUX's dividend yield for the trailing twelve months is around 15.00%, more than FMDGX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
HRAUX
Carillon Eagle Mid Cap Growth Fund Class R6
15.00%13.86%13.00%11.74%1.28%9.91%2.10%2.04%5.57%2.54%0.04%1.59%
FMDGX
Fidelity Mid Cap Growth Index Fund
2.05%1.85%0.47%0.63%0.81%6.43%0.36%0.29%0.00%0.00%0.00%0.00%

Drawdowns

HRAUX vs. FMDGX - Drawdown Comparison

The maximum HRAUX drawdown since its inception was -37.03%, roughly equal to the maximum FMDGX drawdown of -38.59%. Use the drawdown chart below to compare losses from any high point for HRAUX and FMDGX.


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Drawdown Indicators


HRAUXFMDGXDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-38.59%

+1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-14.75%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-34.20%

-38.59%

+4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

Current Drawdown

Current decline from peak

-12.39%

-14.75%

+2.36%

Average Drawdown

Average peak-to-trough decline

-7.31%

-11.34%

+4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

4.65%

-0.72%

Volatility

HRAUX vs. FMDGX - Volatility Comparison

Carillon Eagle Mid Cap Growth Fund Class R6 (HRAUX) has a higher volatility of 6.12% compared to Fidelity Mid Cap Growth Index Fund (FMDGX) at 5.67%. This indicates that HRAUX's price experiences larger fluctuations and is considered to be riskier than FMDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRAUXFMDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

5.67%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

12.66%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

22.94%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.85%

22.37%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

24.47%

-2.71%