HRSCX vs. VB
HRSCX (Carillon Eagle Small Cap Growth Fund) and VB (Vanguard Small-Cap ETF) are both funds - HRSCX is a Small Cap Growth Equities fund managed by Carillon Family of Funds, while VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, HRSCX returned 8.58%/yr vs 11.08%/yr for VB. Their correlation of 0.94 means they have usually moved in the same direction. HRSCX charges 1.06%/yr vs 0.03%/yr for VB.
Performance
HRSCX vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, HRSCX achieves a 16.43% return, which is significantly higher than VB's 15.19% return. Over the past 10 years, HRSCX has underperformed VB with an annualized return of 8.58%, while VB has yielded a comparatively higher 11.08% 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%
VB
- 1D
- -0.22%
- 1M
- -1.73%
- 6M
- 10.09%
- YTD
- 15.19%
- 1Y
- 25.91%
- 3Y*
- 14.02%
- 5Y*
- 7.45%
- 10Y*
- 11.08%
- ALL TIME*
- 9.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $121.48M | $119.40M | $165.11M |
HRSCX vs. VB - 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% |
VB Vanguard Small-Cap ETF | 15.19% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between HRSCX and VB is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.94 |
The correlation between HRSCX and VB has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
HRSCX vs. VB — Risk / Return Rank
HRSCX
VB
HRSCX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Eagle Small Cap Growth Fund (HRSCX) and Vanguard Small-Cap ETF (VB). 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 | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.67 | -0.56 |
| Martin ratioReturn relative to average drawdown | 7.46 | 9.73 | -2.27 |
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Drawdowns
HRSCX vs. VB - Drawdown Comparison
The maximum HRSCX drawdown since its inception was -55.68%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for HRSCX and VB.
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Drawdown Indicators
| HRSCX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.68% | -59.56% | +3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -8.98% | -3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -28.37% | -25.36% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -38.22% | -28.15% | -10.07% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -42.05% | +3.73% |
Current DrawdownCurrent decline from peak | -7.99% | -2.63% | -5.36% |
Average DrawdownAverage peak-to-trough decline | -11.46% | -8.39% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.46% | +0.96% |
Volatility
HRSCX vs. VB - Volatility Comparison
Carillon Eagle Small Cap Growth Fund (HRSCX) has a higher volatility of 6.33% compared to Vanguard Small-Cap ETF (VB) at 3.36%. This indicates that HRSCX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRSCX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 3.36% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 17.12% | 12.01% | +5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 16.47% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.82% | 20.69% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.05% | 21.37% | +2.68% |
HRSCX vs. VB - Expense Ratio Comparison
HRSCX has a 1.06% expense ratio, which is higher than VB's 0.03% expense ratio.
Dividends
HRSCX vs. VB - Dividend Comparison
HRSCX's dividend yield for the trailing twelve months is around 7.23%, more than VB's 1.22% 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% |
VB Vanguard Small-Cap ETF | 1.22% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
With a correlation of 0.92, HRSCX and VB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
HRSCX has higher volatility (6.33%) compared to VB (3.36%). In terms of maximum drawdown, HRSCX dropped -55.68% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.46 vs 1.20), 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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