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HRCPX vs. EQTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRCPX vs. EQTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon ClariVest Capital Appreciation Fund (HRCPX) and Shelton Equity Income Fund (EQTIX). The values are adjusted to include any dividend payments, if applicable.

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HRCPX vs. EQTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EQTIX
Shelton Equity Income Fund
-5.55%8.84%17.18%17.17%-10.28%23.76%6.87%17.66%-10.00%13.57%

Returns By Period

In the year-to-date period, HRCPX achieves a -11.20% return, which is significantly lower than EQTIX's -5.55% return. Over the past 10 years, HRCPX has outperformed EQTIX with an annualized return of 15.16%, while EQTIX has yielded a comparatively lower 8.25% 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%

EQTIX

1D
-0.18%
1M
-5.87%
YTD
-5.55%
6M
-3.69%
1Y
7.87%
3Y*
10.58%
5Y*
7.62%
10Y*
8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRCPX vs. EQTIX - Expense Ratio Comparison

HRCPX has a 1.00% expense ratio, which is higher than EQTIX's 0.72% expense ratio.


Return for Risk

HRCPX vs. EQTIX — Risk / Return Rank

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

HRCPX
HRCPX Risk / Return Rank: 5353
Overall Rank
HRCPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HRCPX Sortino Ratio Rank: 5656
Sortino Ratio Rank
HRCPX Omega Ratio Rank: 5353
Omega Ratio Rank
HRCPX Calmar Ratio Rank: 5757
Calmar Ratio Rank
HRCPX Martin Ratio Rank: 4848
Martin Ratio Rank

EQTIX
EQTIX Risk / Return Rank: 1919
Overall Rank
EQTIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EQTIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
EQTIX Omega Ratio Rank: 2020
Omega Ratio Rank
EQTIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
EQTIX Martin Ratio Rank: 2323
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.

HRCPX vs. EQTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest Capital Appreciation Fund (HRCPX) and Shelton Equity Income Fund (EQTIX). 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.


HRCPXEQTIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.47

+0.47

Sortino ratio

Return per unit of downside risk

1.47

0.77

+0.70

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratio

Return relative to maximum drawdown

1.32

0.50

+0.83

Martin ratio

Return relative to average drawdown

4.75

2.43

+2.32

HRCPX vs. EQTIX - Sharpe Ratio Comparison

The current HRCPX Sharpe Ratio is 0.94, which is higher than the EQTIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of HRCPX and EQTIX, 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


HRCPXEQTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.47

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.58

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.58

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.44

+0.13

Correlation

The correlation between HRCPX and EQTIX is 0.84, 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

HRCPX vs. EQTIX - Dividend Comparison

HRCPX's dividend yield for the trailing twelve months is around 4.63%, less than EQTIX's 7.23% yield.


TTM20252024202320222021202020192018201720162015
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%
EQTIX
Shelton Equity Income Fund
7.23%7.62%9.51%9.25%9.83%11.98%24.62%4.89%23.96%14.65%16.02%3.33%

Drawdowns

HRCPX vs. EQTIX - Drawdown Comparison

The maximum HRCPX drawdown since its inception was -56.83%, which is greater than EQTIX's maximum drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for HRCPX and EQTIX.


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Drawdown Indicators


HRCPXEQTIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.83%

-53.77%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-10.43%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-31.75%

-19.03%

-12.72%

Max Drawdown (10Y)

Largest decline over 10 years

-31.85%

-29.85%

-2.00%

Current Drawdown

Current decline from peak

-13.43%

-7.10%

-6.33%

Average Drawdown

Average peak-to-trough decline

-9.19%

-7.21%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.14%

+1.61%

Volatility

HRCPX vs. EQTIX - Volatility Comparison

Carillon ClariVest Capital Appreciation Fund (HRCPX) has a higher volatility of 5.26% compared to Shelton Equity Income Fund (EQTIX) at 3.45%. This indicates that HRCPX's price experiences larger fluctuations and is considered to be riskier than EQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRCPXEQTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

3.45%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

7.52%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

14.74%

+7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

13.12%

+8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

14.31%

+6.81%