HRCPX vs. SPMO
Compare and contrast key facts about Carillon ClariVest Capital Appreciation Fund (HRCPX) and Invesco S&P 500 Momentum ETF (SPMO).
HRCPX is managed by Carillon Family of Funds. It was launched on Dec 12, 1985. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
HRCPX vs. SPMO - Performance Comparison
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HRCPX vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRCPX Carillon ClariVest Capital Appreciation Fund | -7.83% | 23.00% | 35.17% | 39.55% | -29.18% | 30.55% | 28.89% | 31.50% | -7.37% | 31.43% |
SPMO Invesco S&P 500 Momentum ETF | -3.77% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 25.93% | -0.92% | 27.76% |
Returns By Period
In the year-to-date period, HRCPX achieves a -7.83% return, which is significantly lower than SPMO's -3.77% return. Over the past 10 years, HRCPX has underperformed SPMO with an annualized return of 15.59%, while SPMO has yielded a comparatively higher 17.41% annualized return.
HRCPX
- 1D
- 3.80%
- 1M
- -4.91%
- YTD
- -7.83%
- 6M
- -5.41%
- 1Y
- 24.05%
- 3Y*
- 23.65%
- 5Y*
- 13.38%
- 10Y*
- 15.59%
SPMO
- 1D
- 2.13%
- 1M
- -4.40%
- YTD
- -3.77%
- 6M
- -4.53%
- 1Y
- 23.97%
- 3Y*
- 29.27%
- 5Y*
- 17.66%
- 10Y*
- 17.41%
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HRCPX vs. SPMO - Expense Ratio Comparison
HRCPX has a 1.00% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Return for Risk
HRCPX vs. SPMO — Risk / Return Rank
HRCPX
SPMO
HRCPX vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest Capital Appreciation Fund (HRCPX) and Invesco S&P 500 Momentum ETF (SPMO). 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 | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.06 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.60 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.96 | -0.07 |
Martin ratioReturn relative to average drawdown | 6.66 | 6.90 | -0.24 |
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 | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.06 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.93 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.87 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.86 | -0.28 |
Correlation
The correlation between HRCPX and SPMO is 0.80, 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. SPMO - Dividend Comparison
HRCPX's dividend yield for the trailing twelve months is around 4.46%, more than SPMO's 0.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRCPX Carillon ClariVest Capital Appreciation Fund | 4.46% | 4.11% | 12.74% | 11.75% | 21.31% | 6.96% | 15.23% | 1.57% | 10.41% | 6.44% | 6.36% | 15.16% |
SPMO Invesco S&P 500 Momentum ETF | 0.89% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
HRCPX vs. SPMO - Drawdown Comparison
The maximum HRCPX drawdown since its inception was -56.83%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for HRCPX and SPMO.
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Drawdown Indicators
| HRCPX | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -30.95% | -25.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -12.70% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -22.74% | -9.01% |
Max Drawdown (10Y)Largest decline over 10 years | -31.85% | -30.95% | -0.90% |
Current DrawdownCurrent decline from peak | -10.14% | -7.31% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -4.66% | -4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 3.60% | +0.20% |
Volatility
HRCPX vs. SPMO - Volatility Comparison
The current volatility for Carillon ClariVest Capital Appreciation Fund (HRCPX) is 6.67%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 7.22%. This indicates that HRCPX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRCPX | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 7.22% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 12.80% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 22.77% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.45% | 19.08% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 20.09% | +1.06% |