HRCPX vs. SCPZX
Compare and contrast key facts about Carillon ClariVest Capital Appreciation Fund (HRCPX) and Carillon Reams Core Plus Bond Fund (SCPZX).
HRCPX is managed by Carillon Family of Funds. It was launched on Dec 12, 1985. SCPZX is managed by Carillon Family of Funds. It was launched on Nov 25, 1996.
Performance
HRCPX vs. SCPZX - Performance Comparison
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HRCPX vs. SCPZX - 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% |
SCPZX Carillon Reams Core Plus Bond Fund | 0.14% | 8.68% | 1.34% | 6.27% | -11.79% | -1.96% | 16.56% | 8.30% | 0.76% | 3.51% |
Returns By Period
In the year-to-date period, HRCPX achieves a -11.20% return, which is significantly lower than SCPZX's 0.14% return. Over the past 10 years, HRCPX has outperformed SCPZX with an annualized return of 15.16%, while SCPZX has yielded a comparatively lower 2.93% 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%
SCPZX
- 1D
- 0.63%
- 1M
- -1.97%
- YTD
- 0.14%
- 6M
- 1.14%
- 1Y
- 5.61%
- 3Y*
- 3.99%
- 5Y*
- 1.01%
- 10Y*
- 2.93%
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HRCPX vs. SCPZX - Expense Ratio Comparison
HRCPX has a 1.00% expense ratio, which is higher than SCPZX's 0.40% expense ratio.
Return for Risk
HRCPX vs. SCPZX — Risk / Return Rank
HRCPX
SCPZX
HRCPX vs. SCPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest Capital Appreciation Fund (HRCPX) and Carillon Reams Core Plus Bond Fund (SCPZX). 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 | SCPZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.29 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.84 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.43 | -1.11 |
Martin ratioReturn relative to average drawdown | 4.75 | 7.87 | -3.12 |
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 | SCPZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.29 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.16 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.53 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.34 | +0.23 |
Correlation
The correlation between HRCPX and SCPZX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
HRCPX vs. SCPZX - Dividend Comparison
HRCPX's dividend yield for the trailing twelve months is around 4.63%, more than SCPZX's 4.12% 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% |
SCPZX Carillon Reams Core Plus Bond Fund | 4.12% | 4.35% | 4.70% | 4.31% | 3.06% | 1.27% | 5.79% | 4.47% | 2.26% | 1.76% | 3.92% | 2.89% |
Drawdowns
HRCPX vs. SCPZX - Drawdown Comparison
The maximum HRCPX drawdown since its inception was -56.83%, which is greater than SCPZX's maximum drawdown of -28.85%. Use the drawdown chart below to compare losses from any high point for HRCPX and SCPZX.
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Drawdown Indicators
| HRCPX | SCPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -28.85% | -27.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -2.67% | -10.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -17.39% | -14.36% |
Max Drawdown (10Y)Largest decline over 10 years | -31.85% | -18.38% | -13.47% |
Current DrawdownCurrent decline from peak | -13.43% | -1.97% | -11.46% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -3.76% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 0.83% | +2.92% |
Volatility
HRCPX vs. SCPZX - Volatility Comparison
Carillon ClariVest Capital Appreciation Fund (HRCPX) has a higher volatility of 5.26% compared to Carillon Reams Core Plus Bond Fund (SCPZX) at 1.75%. This indicates that HRCPX's price experiences larger fluctuations and is considered to be riskier than SCPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRCPX | SCPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 1.75% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 2.74% | +9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 4.60% | +17.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 6.52% | +14.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 5.58% | +15.54% |