HRCPX vs. CWFIX
Compare and contrast key facts about Carillon ClariVest Capital Appreciation Fund (HRCPX) and Chartwell Short Duration High Yield Fund (CWFIX).
HRCPX is managed by Carillon Family of Funds. It was launched on Dec 12, 1985. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
HRCPX vs. CWFIX - Performance Comparison
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HRCPX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRCPX Carillon ClariVest Capital Appreciation Fund | -11.20% | 23.00% | 35.17% | 39.55% | -29.18% | 30.55% | 28.89% | 31.50% | -7.37% | 31.43% |
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
Returns By Period
In the year-to-date period, HRCPX achieves a -11.20% return, which is significantly lower than CWFIX's -0.40% return. Over the past 10 years, HRCPX has outperformed CWFIX with an annualized return of 15.16%, while CWFIX has yielded a comparatively lower 4.00% annualized return.
HRCPX
- 1D
- -0.68%
- 1M
- -8.04%
- YTD
- -11.20%
- 6M
- -8.42%
- 1Y
- 20.54%
- 3Y*
- 22.12%
- 5Y*
- 12.91%
- 10Y*
- 15.16%
CWFIX
- 1D
- 0.11%
- 1M
- -1.03%
- YTD
- -0.40%
- 6M
- 1.21%
- 1Y
- 5.08%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
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HRCPX vs. CWFIX - Expense Ratio Comparison
HRCPX has a 1.00% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
HRCPX vs. CWFIX — Risk / Return Rank
HRCPX
CWFIX
HRCPX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest Capital Appreciation Fund (HRCPX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| HRCPX | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.99 | -2.05 |
Sortino ratioReturn per unit of downside risk | 1.47 | 4.25 | -2.78 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.80 | -0.59 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 3.72 | -2.40 |
Martin ratioReturn relative to average drawdown | 4.75 | 17.45 | -12.71 |
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
| HRCPX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.99 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.35 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 1.30 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.08 | -0.50 |
Correlation
The correlation between HRCPX and CWFIX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HRCPX vs. CWFIX - Dividend Comparison
HRCPX's dividend yield for the trailing twelve months is around 4.63%, less than CWFIX's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRCPX Carillon ClariVest Capital Appreciation Fund | 4.63% | 4.11% | 12.74% | 11.75% | 21.31% | 6.96% | 15.23% | 1.57% | 10.41% | 6.44% | 6.36% | 15.16% |
CWFIX Chartwell Short Duration High Yield Fund | 5.22% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
HRCPX vs. CWFIX - Drawdown Comparison
The maximum HRCPX drawdown since its inception was -56.83%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for HRCPX and CWFIX.
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Drawdown Indicators
| HRCPX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -12.41% | -44.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -1.37% | -12.06% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -6.36% | -25.39% |
Max Drawdown (10Y)Largest decline over 10 years | -31.85% | -12.41% | -19.44% |
Current DrawdownCurrent decline from peak | -13.43% | -1.03% | -12.40% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -0.87% | -8.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 0.29% | +3.46% |
Volatility
HRCPX vs. CWFIX - Volatility Comparison
Carillon ClariVest Capital Appreciation Fund (HRCPX) has a higher volatility of 5.26% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.70%. This indicates that HRCPX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRCPX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 0.70% | +4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 1.03% | +10.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 1.71% | +20.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 2.75% | +18.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 3.09% | +18.03% |