SCCIX vs. BERIX
SCCIX (Carillon Reams Core Bond Fund) and BERIX (Chartwell Income Fund) are both mutual funds - SCCIX is a Intermediate Core Bond fund managed by Carillon Family of Funds, while BERIX is a Diversified Portfolio fund managed by Carillon Family of Funds. Over the past 10 years, SCCIX returned 2.30%/yr vs 4.82%/yr for BERIX. At a 0.24 correlation, their price movements are largely independent. SCCIX charges 0.40%/yr vs 0.64%/yr for BERIX.
Performance
SCCIX vs. BERIX - Performance Comparison
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Returns By Period
In the year-to-date period, SCCIX achieves a 0.50% return, which is significantly lower than BERIX's 2.36% return. Over the past 10 years, SCCIX has underperformed BERIX with an annualized return of 2.30%, while BERIX has yielded a comparatively higher 4.82% annualized return.
SCCIX
- 1D
- -0.28%
- 1M
- 0.71%
- YTD
- 0.50%
- 6M
- 0.58%
- 1Y
- 4.74%
- 3Y*
- 3.93%
- 5Y*
- 0.11%
- 10Y*
- 2.30%
BERIX
- 1D
- 0.00%
- 1M
- -1.92%
- YTD
- 2.36%
- 6M
- 2.34%
- 1Y
- 10.06%
- 3Y*
- 9.00%
- 5Y*
- 4.21%
- 10Y*
- 4.82%
SCCIX vs. BERIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCCIX Carillon Reams Core Bond Fund | 0.50% | 7.63% | 1.45% | 5.41% | -13.22% | -1.96% | 15.39% | 7.96% | 1.24% | 3.40% |
BERIX Chartwell Income Fund | 2.36% | 13.23% | 7.20% | 7.77% | -10.14% | 7.35% | 4.49% | 9.69% | -0.81% | 3.92% |
Correlation
The correlation between SCCIX and BERIX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.25 |
The correlation between SCCIX and BERIX shifts across timeframes, from 0.24 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SCCIX vs. BERIX — Risk / Return Rank
SCCIX
BERIX
SCCIX vs. BERIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Bond Fund (SCCIX) and Chartwell Income Fund (BERIX). 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.
| SCCIX | BERIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 3.03 | -1.37 |
| Martin ratioReturn relative to average drawdown | 4.86 | 11.37 | -6.51 |
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Drawdowns
SCCIX vs. BERIX - Drawdown Comparison
The maximum SCCIX drawdown since its inception was -22.19%, which is greater than BERIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for SCCIX and BERIX.
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Drawdown Indicators
| SCCIX | BERIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.19% | -20.34% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -3.36% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -7.40% | -5.82% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -15.73% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -19.25% | -20.34% | +1.09% |
Current DrawdownCurrent decline from peak | -1.59% | -3.36% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -2.59% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.89% | +0.15% |
Volatility
SCCIX vs. BERIX - Volatility Comparison
The current volatility for Carillon Reams Core Bond Fund (SCCIX) is 1.17%, while Chartwell Income Fund (BERIX) has a volatility of 1.58%. This indicates that SCCIX experiences smaller price fluctuations and is considered to be less risky than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCIX | BERIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.58% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 3.04% | 4.44% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.07% | 5.12% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.36% | 5.98% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 6.03% | -0.83% |
SCCIX vs. BERIX - Expense Ratio Comparison
SCCIX has a 0.40% expense ratio, which is lower than BERIX's 0.64% expense ratio.
Dividends
SCCIX vs. BERIX - Dividend Comparison
SCCIX's dividend yield for the trailing twelve months is around 4.30%, more than BERIX's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BERIX Chartwell Income Fund | 4.15% | 3.97% | 3.90% | 3.36% | 3.54% | 2.58% | 3.07% | 3.03% | 5.83% | 5.22% | 2.76% | 2.45% |
SCCIX Carillon Reams Core Bond Fund | 4.30% | 4.34% | 4.39% | 3.82% | 2.36% | 1.13% | 3.13% | 4.39% | 2.26% | 1.75% | 3.86% | 1.66% |
Frequently Asked Questions
SCCIX and BERIX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BERIX has higher volatility (1.58%) compared to SCCIX (1.17%). In terms of maximum drawdown, SCCIX dropped -22.19% vs BERIX's -20.34%.
BERIX currently has the higher Sharpe Ratio (1.99 vs 1.25), 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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