HRSCX vs. VB
Compare and contrast key facts about Carillon Eagle Small Cap Growth Fund (HRSCX) and Vanguard Small-Cap ETF (VB).
HRSCX is managed by Carillon Family of Funds. It was launched on May 7, 1993. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004.
Performance
HRSCX vs. VB - Performance Comparison
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HRSCX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRSCX Carillon Eagle Small Cap Growth Fund | -5.22% | 11.26% | 12.85% | 14.06% | -27.67% | 0.80% | 37.26% | 25.40% | -10.92% | 22.88% |
VB Vanguard Small-Cap ETF | 1.92% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Returns By Period
In the year-to-date period, HRSCX achieves a -5.22% return, which is significantly lower than VB's 1.92% return. Over the past 10 years, HRSCX has underperformed VB with an annualized return of 7.44%, while VB has yielded a comparatively higher 10.51% annualized return.
HRSCX
- 1D
- -2.35%
- 1M
- -10.41%
- YTD
- -5.22%
- 6M
- -2.99%
- 1Y
- 17.05%
- 3Y*
- 9.56%
- 5Y*
- -0.17%
- 10Y*
- 7.44%
VB
- 1D
- 3.18%
- 1M
- -5.13%
- YTD
- 1.92%
- 6M
- 3.76%
- 1Y
- 19.75%
- 3Y*
- 13.04%
- 5Y*
- 5.35%
- 10Y*
- 10.51%
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HRSCX vs. VB - Expense Ratio Comparison
HRSCX has a 1.06% expense ratio, which is higher than VB's 0.05% expense ratio.
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.
| HRSCX | VB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.91 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.41 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.39 | -0.51 |
Martin ratioReturn relative to average drawdown | 3.63 | 5.97 | -2.34 |
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
| HRSCX | VB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.91 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.26 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.49 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.42 | -0.03 |
Correlation
The correlation between HRSCX and VB is 0.94, 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
HRSCX vs. VB - Dividend Comparison
HRSCX's dividend yield for the trailing twelve months is around 8.89%, more than VB's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRSCX Carillon Eagle Small Cap Growth Fund | 8.89% | 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 | 1.34% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
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 | -15.21% | -14.29% | -0.92% |
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 | -12.15% | -6.08% | -6.07% |
Average DrawdownAverage peak-to-trough decline | -11.55% | -8.49% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.32% | +0.37% |
Volatility
HRSCX vs. VB - Volatility Comparison
Carillon Eagle Small Cap Growth Fund (HRSCX) has a higher volatility of 8.26% compared to Vanguard Small-Cap ETF (VB) at 6.84%. 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 | 8.26% | 6.84% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.61% | 12.60% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 21.86% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.59% | 20.78% | +2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.88% | 21.40% | +2.48% |