HRCPX vs. CHAIX
HRCPX (Carillon ClariVest Capital Appreciation Fund) and CHAIX (Chase Growth Fund Institutional Class) are both Large Cap Growth Equities funds. Over the past 10 years, HRCPX returned 17.21%/yr vs 17.99%/yr for CHAIX. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 1.00% expense ratio.
Performance
HRCPX vs. CHAIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HRCPX achieves a 7.93% return, which is significantly lower than CHAIX's 26.75% return. Both investments have delivered pretty close results over the past 10 years, with HRCPX having a 17.21% annualized return and CHAIX not far ahead at 17.99%.
HRCPX
- 1D
- 0.37%
- 1M
- 1.75%
- 6M
- 6.83%
- YTD
- 7.93%
- 1Y
- 23.21%
- 3Y*
- 25.65%
- 5Y*
- 14.46%
- 10Y*
- 17.21%
CHAIX
- 1D
- -0.36%
- 1M
- 2.25%
- 6M
- 23.04%
- YTD
- 26.75%
- 1Y
- 45.91%
- 3Y*
- 32.52%
- 5Y*
- 17.77%
- 10Y*
- 17.99%
HRCPX vs. CHAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRCPX Carillon ClariVest Capital Appreciation Fund | 7.93% | 23.00% | 35.17% | 39.55% | -29.18% | 30.55% | 28.89% | 31.50% | -7.37% | 31.43% |
CHAIX Chase Growth Fund Institutional Class | 26.75% | 20.67% | 38.77% | 26.00% | -20.32% | 22.36% | 18.41% | 41.69% | -3.87% | 24.73% |
Correlation
The correlation between HRCPX and CHAIX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2007 | 0.92 |
The correlation between HRCPX and CHAIX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HRCPX vs. CHAIX — Risk / Return Rank
HRCPX
CHAIX
HRCPX vs. CHAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest Capital Appreciation Fund (HRCPX) and Chase Growth Fund Institutional Class (CHAIX). 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.
| HRCPX | CHAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 4.62 | -2.91 |
| Martin ratioReturn relative to average drawdown | 5.81 | 18.75 | -12.94 |
Loading charts...
Drawdowns
HRCPX vs. CHAIX - Drawdown Comparison
The maximum HRCPX drawdown since its inception was -56.83%, which is greater than CHAIX's maximum drawdown of -50.61%. Use the drawdown chart below to compare losses from any high point for HRCPX and CHAIX.
Loading charts...
Drawdown Indicators
| HRCPX | CHAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -50.61% | -6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -9.86% | -3.57% |
Max Drawdown (3Y)Largest decline over 3 years | -23.28% | -23.40% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -24.58% | -7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -31.85% | -30.36% | -1.49% |
Current DrawdownCurrent decline from peak | -3.41% | -0.36% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -10.35% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.43% | +1.53% |
Volatility
HRCPX vs. CHAIX - Volatility Comparison
The current volatility for Carillon ClariVest Capital Appreciation Fund (HRCPX) is 5.67%, while Chase Growth Fund Institutional Class (CHAIX) has a volatility of 6.58%. This indicates that HRCPX experiences smaller price fluctuations and is considered to be less risky than CHAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HRCPX | CHAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 6.58% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 14.64% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 18.60% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 18.78% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 19.10% | +2.14% |
HRCPX vs. CHAIX - Expense Ratio Comparison
Both HRCPX and CHAIX have an expense ratio of 1.00%.
Dividends
HRCPX vs. CHAIX - Dividend Comparison
HRCPX's dividend yield for the trailing twelve months is around 3.81%, less than CHAIX's 6.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHAIX Chase Growth Fund Institutional Class | 6.47% | 8.20% | 18.32% | 5.36% | 5.09% | 18.78% | 7.39% | 21.65% | 12.33% | 11.44% | 8.83% | 9.93% |
HRCPX Carillon ClariVest Capital Appreciation Fund | 3.81% | 4.11% | 12.74% | 11.75% | 21.31% | 6.96% | 15.23% | 1.57% | 10.41% | 6.44% | 6.36% | 15.16% |
Frequently Asked Questions
HRCPX and CHAIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHAIX has higher volatility (6.58%) compared to HRCPX (5.67%). In terms of maximum drawdown, HRCPX dropped -56.83% vs CHAIX's -50.61%.
CHAIX currently has the higher Sharpe Ratio (2.45 vs 1.40), 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.
Find the right allocation for HRCPX and CHAIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer