HRSCX vs. SCPZX
HRSCX (Carillon Eagle Small Cap Growth Fund) and SCPZX (Carillon Reams Core Plus Bond Fund) are both mutual funds - HRSCX is a Small Cap Growth 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, HRSCX returned 8.58%/yr vs 2.67%/yr for SCPZX. Their -0.04 correlation means they have often moved in opposite directions in the past. HRSCX charges 1.06%/yr vs 0.40%/yr for SCPZX.
Performance
HRSCX vs. SCPZX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HRSCX achieves a 16.43% return, which is significantly higher than SCPZX's 0.23% return. Over the past 10 years, HRSCX has outperformed SCPZX with an annualized return of 8.58%, while SCPZX has yielded a comparatively lower 2.67% annualized return.
HRSCX
- 1D
- 2.94%
- 1M
- -5.55%
- 6M
- 11.71%
- YTD
- 16.43%
- 1Y
- 28.16%
- 3Y*
- 14.24%
- 5Y*
- 3.24%
- 10Y*
- 8.58%
- ALL TIME*
- 8.94%
SCPZX
- 1D
- 0.03%
- 1M
- -0.90%
- 6M
- -0.10%
- YTD
- 0.23%
- 1Y
- 3.04%
- 3Y*
- 4.31%
- 5Y*
- 0.56%
- 10Y*
- 2.67%
- ALL TIME*
- 1.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HRSCX vs. SCPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRSCX Carillon Eagle Small Cap Growth Fund | 16.43% | 11.26% | 12.85% | 14.06% | -27.67% | 0.80% | 37.26% | 25.40% | -10.92% | 22.88% |
SCPZX Carillon Reams Core Plus Bond Fund | 0.23% | 8.68% | 1.34% | 6.27% | -11.79% | -1.96% | 16.56% | 8.30% | 0.76% | 3.51% |
Correlation
The correlation between HRSCX and SCPZX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | -0.04 |
The correlation between HRSCX and SCPZX shifts across timeframes, from -0.04 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HRSCX vs. SCPZX — Risk / Return Rank
HRSCX
SCPZX
HRSCX vs. SCPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Small Cap Growth Fund (HRSCX) 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.
| HRSCX | SCPZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.16 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.32 | +0.78 |
| Martin ratioReturn relative to average drawdown | 7.46 | 3.72 | +3.74 |
Loading charts...
Drawdowns
HRSCX vs. SCPZX - Drawdown Comparison
The maximum HRSCX drawdown since its inception was -55.68%, which is greater than SCPZX's maximum drawdown of -28.85%. Use the drawdown chart below to compare losses from any high point for HRSCX and SCPZX.
Loading charts...
Drawdown Indicators
| HRSCX | SCPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.68% | -28.85% | -26.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -2.91% | -9.24% |
Max Drawdown (3Y)Largest decline over 3 years | -28.37% | -6.41% | -21.96% |
Max Drawdown (5Y)Largest decline over 5 years | -38.22% | -17.37% | -20.85% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -18.38% | -19.94% |
Current DrawdownCurrent decline from peak | -7.99% | -1.89% | -6.10% |
Average DrawdownAverage peak-to-trough decline | -11.46% | -3.73% | -7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 1.03% | +2.39% |
Volatility
HRSCX vs. SCPZX - Volatility Comparison
Carillon Eagle Small Cap Growth Fund (HRSCX) has a higher volatility of 6.33% compared to Carillon Reams Core Plus Bond Fund (SCPZX) at 1.07%. This indicates that HRSCX'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.
Loading charts...
Volatility by Period
| HRSCX | SCPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 1.07% | +5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 17.12% | 3.25% | +13.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 4.07% | +17.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.82% | 6.60% | +17.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.05% | 5.62% | +18.43% |
HRSCX vs. SCPZX - Expense Ratio Comparison
HRSCX has a 1.06% expense ratio, which is higher than SCPZX's 0.40% expense ratio.
Dividends
HRSCX vs. SCPZX - Dividend Comparison
HRSCX's dividend yield for the trailing twelve months is around 7.23%, more than SCPZX's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRSCX Carillon Eagle Small Cap Growth Fund | 7.23% | 8.42% | 22.56% | 9.37% | 38.95% | 40.00% | 18.51% | 6.62% | 26.17% | 8.10% | 0.06% | 7.03% |
SCPZX Carillon Reams Core Plus Bond Fund | 4.01% | 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
HRSCX 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.
HRSCX has higher volatility (6.33%) compared to SCPZX (1.07%). In terms of maximum drawdown, HRSCX dropped -55.68% vs SCPZX's -28.85%.
HRSCX currently has the higher Sharpe Ratio (1.20 vs 0.94), 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.
Find the right allocation for HRSCX and SCPZX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer