HRCVX vs. SCPZX
HRCVX (Carillon Eagle Growth & Income Fund) and SCPZX (Carillon Reams Core Plus Bond Fund) are both mutual funds - HRCVX is a Large Cap Value Equities fund managed by Carillon Family of Funds, while SCPZX is a Intermediate Core-Plus Bond fund managed by Carillon Family of Funds. Over the past 10 years, HRCVX returned 11.16%/yr vs 2.87%/yr for SCPZX. At a correlation of -0.01, they often move in opposite directions. HRCVX charges 0.96%/yr vs 0.40%/yr for SCPZX.
Performance
HRCVX vs. SCPZX - Performance Comparison
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Returns By Period
In the year-to-date period, HRCVX achieves a 9.22% return, which is significantly higher than SCPZX's 1.08% return. Over the past 10 years, HRCVX has outperformed SCPZX with an annualized return of 11.16%, while SCPZX has yielded a comparatively lower 2.87% annualized return.
HRCVX
- 1D
- 0.39%
- 1M
- 0.39%
- YTD
- 9.22%
- 6M
- 8.46%
- 1Y
- 21.46%
- 3Y*
- 14.52%
- 5Y*
- 10.03%
- 10Y*
- 11.16%
SCPZX
- 1D
- 0.27%
- 1M
- 0.99%
- YTD
- 1.08%
- 6M
- 1.22%
- 1Y
- 5.77%
- 3Y*
- 4.56%
- 5Y*
- 0.87%
- 10Y*
- 2.87%
HRCVX vs. SCPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRCVX Carillon Eagle Growth & Income Fund | 9.22% | 12.69% | 15.43% | 9.32% | -9.97% | 27.28% | 6.30% | 22.16% | -1.95% | 20.13% |
SCPZX Carillon Reams Core Plus Bond Fund | 1.08% | 8.68% | 1.34% | 6.27% | -11.79% | -1.96% | 16.56% | 8.30% | 0.76% | 3.51% |
Correlation
The correlation between HRCVX and SCPZX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | -0.01 |
The correlation between HRCVX and SCPZX shifts across timeframes, from -0.01 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HRCVX vs. SCPZX — Risk / Return Rank
HRCVX
SCPZX
HRCVX vs. SCPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Growth & Income Fund (HRCVX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HRCVX | SCPZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.01 | +1.01 |
| Martin ratioReturn relative to average drawdown | 11.94 | 6.32 | +5.62 |
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Drawdowns
HRCVX vs. SCPZX - Drawdown Comparison
The maximum HRCVX drawdown since its inception was -52.16%, which is greater than SCPZX's maximum drawdown of -28.85%. Use the drawdown chart below to compare losses from any high point for HRCVX and SCPZX.
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Drawdown Indicators
| HRCVX | SCPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.16% | -28.85% | -23.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -2.91% | -4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -7.72% | -8.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.00% | -17.39% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -33.93% | -18.38% | -15.55% |
Current DrawdownCurrent decline from peak | -0.81% | -1.05% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -3.74% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 0.92% | +0.87% |
Volatility
HRCVX vs. SCPZX - Volatility Comparison
Carillon Eagle Growth & Income Fund (HRCVX) has a higher volatility of 3.10% compared to Carillon Reams Core Plus Bond Fund (SCPZX) at 1.35%. This indicates that HRCVX'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
| HRCVX | SCPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 1.35% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.00% | 3.13% | +4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 4.04% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 6.57% | +7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 5.61% | +10.27% |
HRCVX vs. SCPZX - Expense Ratio Comparison
HRCVX has a 0.96% expense ratio, which is higher than SCPZX's 0.40% expense ratio.
Dividends
HRCVX vs. SCPZX - Dividend Comparison
HRCVX's dividend yield for the trailing twelve months is around 18.14%, more than SCPZX's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRCVX Carillon Eagle Growth & Income Fund | 18.14% | 19.67% | 17.03% | 13.29% | 7.37% | 9.36% | 4.99% | 4.81% | 10.18% | 4.01% | 6.56% | 1.67% |
SCPZX Carillon Reams Core Plus Bond Fund | 4.23% | 4.35% | 4.70% | 4.31% | 3.06% | 1.27% | 5.79% | 4.47% | 2.26% | 1.76% | 3.92% | 2.89% |
Frequently Asked Questions
HRCVX and SCPZX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HRCVX has higher volatility (3.10%) compared to SCPZX (1.35%). In terms of maximum drawdown, HRCVX dropped -52.16% vs SCPZX's -28.85%.
HRCVX currently has the higher Sharpe Ratio (2.03 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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