HRCPX vs. VOO
Compare and contrast key facts about Carillon ClariVest Capital Appreciation Fund (HRCPX) and Vanguard S&P 500 ETF (VOO).
HRCPX is managed by Carillon Family of Funds. It was launched on Dec 12, 1985. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
HRCPX vs. VOO - Performance Comparison
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HRCPX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, HRCPX achieves a -7.83% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, HRCPX has outperformed VOO with an annualized return of 15.59%, while VOO has yielded a comparatively lower 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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HRCPX vs. VOO - Expense Ratio Comparison
HRCPX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
HRCPX vs. VOO — Risk / Return Rank
HRCPX
VOO
HRCPX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest Capital Appreciation Fund (HRCPX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.01 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.53 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.55 | +0.33 |
Martin ratioReturn relative to average drawdown | 6.66 | 7.31 | -0.64 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.01 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.71 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.79 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.83 | -0.25 |
Correlation
The correlation between HRCPX and VOO is 0.93, 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. VOO - Dividend Comparison
HRCPX's dividend yield for the trailing twelve months is around 4.46%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
HRCPX vs. VOO - Drawdown Comparison
The maximum HRCPX drawdown since its inception was -56.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HRCPX and VOO.
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Drawdown Indicators
| HRCPX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -33.99% | -22.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -11.98% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -24.52% | -7.23% |
Max Drawdown (10Y)Largest decline over 10 years | -31.85% | -33.99% | +2.14% |
Current DrawdownCurrent decline from peak | -10.14% | -5.55% | -4.59% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -3.72% | -5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 2.55% | +1.25% |
Volatility
HRCPX vs. VOO - Volatility Comparison
Carillon ClariVest Capital Appreciation Fund (HRCPX) has a higher volatility of 6.67% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that HRCPX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRCPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 5.34% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 9.47% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 18.11% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.45% | 16.82% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 17.99% | +3.16% |