HRAUX vs. SSMHX
Compare and contrast key facts about Carillon Eagle Mid Cap Growth Fund Class R6 (HRAUX) and State Street Small/Mid Cap Equity Index Portfolio (SSMHX).
SSMHX is managed by State Street. It was launched on Aug 11, 2015.
Performance
HRAUX vs. SSMHX - Performance Comparison
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HRAUX vs. SSMHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRAUX Carillon Eagle Mid Cap Growth Fund Class R6 | -4.14% | 4.92% | 13.09% | 20.25% | -25.56% | 11.64% | 40.35% | 35.04% | -6.07% | 30.44% |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | -1.18% | 12.90% | 10.73% | 25.21% | -25.43% | 13.08% | 32.46% | 28.00% | -9.21% | 18.26% |
Returns By Period
In the year-to-date period, HRAUX achieves a -4.14% return, which is significantly lower than SSMHX's -1.18% return. Both investments have delivered pretty close results over the past 10 years, with HRAUX having a 11.22% annualized return and SSMHX not far behind at 10.75%.
HRAUX
- 1D
- 3.80%
- 1M
- -5.46%
- YTD
- -4.14%
- 6M
- -6.63%
- 1Y
- 9.71%
- 3Y*
- 8.62%
- 5Y*
- 2.46%
- 10Y*
- 11.22%
SSMHX
- 1D
- 3.42%
- 1M
- -5.59%
- YTD
- -1.18%
- 6M
- -0.87%
- 1Y
- 21.11%
- 3Y*
- 13.45%
- 5Y*
- 3.62%
- 10Y*
- 10.75%
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HRAUX vs. SSMHX - Expense Ratio Comparison
HRAUX has a 0.66% expense ratio, which is higher than SSMHX's 0.02% expense ratio.
Return for Risk
HRAUX vs. SSMHX — Risk / Return Rank
HRAUX
SSMHX
HRAUX vs. SSMHX - 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 State Street Small/Mid Cap Equity Index Portfolio (SSMHX). 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.
| HRAUX | SSMHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.97 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.48 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.47 | -0.73 |
Martin ratioReturn relative to average drawdown | 2.66 | 6.20 | -3.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HRAUX | SSMHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.97 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.16 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.48 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.42 | +0.15 |
Correlation
The correlation between HRAUX and SSMHX is 0.91, 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. SSMHX - Dividend Comparison
HRAUX's dividend yield for the trailing twelve months is around 14.45%, more than SSMHX's 7.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRAUX Carillon Eagle Mid Cap Growth Fund Class R6 | 14.45% | 13.86% | 13.00% | 11.74% | 1.28% | 9.91% | 2.10% | 2.04% | 5.57% | 2.54% | 0.04% | 1.59% |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 7.21% | 7.12% | 0.00% | 1.56% | 2.31% | 16.30% | 2.91% | 3.65% | 6.43% | 4.01% | 1.71% | 0.73% |
Drawdowns
HRAUX vs. SSMHX - Drawdown Comparison
The maximum HRAUX drawdown since its inception was -37.03%, smaller than the maximum SSMHX drawdown of -41.61%. Use the drawdown chart below to compare losses from any high point for HRAUX and SSMHX.
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Drawdown Indicators
| HRAUX | SSMHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -41.61% | +4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -14.48% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -34.20% | -34.84% | +0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -41.61% | +4.58% |
Current DrawdownCurrent decline from peak | -9.06% | -6.95% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -9.27% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.44% | +0.53% |
Volatility
HRAUX vs. SSMHX - Volatility Comparison
Carillon Eagle Mid Cap Growth Fund Class R6 (HRAUX) has a higher volatility of 7.42% compared to State Street Small/Mid Cap Equity Index Portfolio (SSMHX) at 6.97%. This indicates that HRAUX's price experiences larger fluctuations and is considered to be riskier than SSMHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRAUX | SSMHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 6.97% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 13.22% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.62% | 22.65% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.90% | 22.43% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 22.35% | -0.56% |