HRCVX vs. SMVLX
HRCVX (Carillon Eagle Growth & Income Fund) and SMVLX (Smead Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, HRCVX returned 11.16%/yr vs 12.33%/yr for SMVLX. Their correlation of 0.83 suggests significant overlap in exposure. HRCVX charges 0.96%/yr vs 1.26%/yr for SMVLX.
Performance
HRCVX vs. SMVLX - Performance Comparison
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Returns By Period
In the year-to-date period, HRCVX achieves a 9.22% return, which is significantly lower than SMVLX's 13.71% return. Over the past 10 years, HRCVX has underperformed SMVLX with an annualized return of 11.16%, while SMVLX has yielded a comparatively higher 12.33% 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%
SMVLX
- 1D
- 0.25%
- 1M
- -0.57%
- YTD
- 13.71%
- 6M
- 12.91%
- 1Y
- 26.11%
- 3Y*
- 12.77%
- 5Y*
- 10.10%
- 10Y*
- 12.33%
HRCVX vs. SMVLX - 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% |
SMVLX Smead Value Fund | 13.71% | 5.05% | 4.78% | 16.87% | -2.79% | 42.46% | 1.71% | 26.29% | -4.79% | 19.73% |
Correlation
The correlation between HRCVX and SMVLX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.84 |
Over the past year, the correlation between HRCVX and SMVLX has dropped to 0.59 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
HRCVX vs. SMVLX — Risk / Return Rank
HRCVX
SMVLX
HRCVX vs. SMVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Growth & Income Fund (HRCVX) and Smead Value Fund (SMVLX). 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 | SMVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 4.54 | -1.53 |
| Martin ratioReturn relative to average drawdown | 11.94 | 13.10 | -1.16 |
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Drawdowns
HRCVX vs. SMVLX - Drawdown Comparison
The maximum HRCVX drawdown since its inception was -52.16%, which is greater than SMVLX's maximum drawdown of -39.56%. Use the drawdown chart below to compare losses from any high point for HRCVX and SMVLX.
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Drawdown Indicators
| HRCVX | SMVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.16% | -39.56% | -12.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -5.90% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -24.62% | +8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -20.00% | -24.62% | +4.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.93% | -39.56% | +5.63% |
Current DrawdownCurrent decline from peak | -0.81% | -3.23% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -4.58% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.04% | -0.25% |
Volatility
HRCVX vs. SMVLX - Volatility Comparison
The current volatility for Carillon Eagle Growth & Income Fund (HRCVX) is 3.10%, while Smead Value Fund (SMVLX) has a volatility of 3.53%. This indicates that HRCVX experiences smaller price fluctuations and is considered to be less risky than SMVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRCVX | SMVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.53% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.00% | 8.76% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 14.25% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 18.39% | -4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 19.48% | -3.60% |
HRCVX vs. SMVLX - Expense Ratio Comparison
HRCVX has a 0.96% expense ratio, which is lower than SMVLX's 1.26% expense ratio.
Dividends
HRCVX vs. SMVLX - Dividend Comparison
HRCVX's dividend yield for the trailing twelve months is around 18.14%, more than SMVLX's 1.47% 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% |
SMVLX Smead Value Fund | 1.47% | 1.67% | 1.08% | 1.34% | 1.78% | 3.91% | 1.40% | 3.83% | 7.47% | 0.22% | 3.14% | 3.10% |
Frequently Asked Questions
HRCVX and SMVLX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMVLX has higher volatility (3.53%) compared to HRCVX (3.10%). In terms of maximum drawdown, HRCVX dropped -52.16% vs SMVLX's -39.56%.
HRCVX currently has the higher Sharpe Ratio (2.03 vs 1.88), 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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