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SCCIX vs. CRAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCCIX vs. CRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Reams Core Bond Fund (SCCIX) and CCM Community Impact Bond Fund (CRAIX). The values are adjusted to include any dividend payments, if applicable.

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SCCIX vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCCIX
Carillon Reams Core Bond Fund
-0.08%7.63%1.45%5.41%-13.22%-1.96%15.39%7.96%1.24%3.40%
CRAIX
CCM Community Impact Bond Fund
-0.01%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%

Returns By Period

In the year-to-date period, SCCIX achieves a -0.08% return, which is significantly lower than CRAIX's -0.01% return. Over the past 10 years, SCCIX has outperformed CRAIX with an annualized return of 2.39%, while CRAIX has yielded a comparatively lower 1.04% annualized return.


SCCIX

1D
0.65%
1M
-2.10%
YTD
-0.08%
6M
0.92%
1Y
4.62%
3Y*
3.60%
5Y*
0.32%
10Y*
2.39%

CRAIX

1D
0.42%
1M
-1.54%
YTD
-0.01%
6M
1.17%
1Y
4.02%
3Y*
3.34%
5Y*
0.19%
10Y*
1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCCIX vs. CRAIX - Expense Ratio Comparison

SCCIX has a 0.40% expense ratio, which is lower than CRAIX's 0.88% expense ratio.


Return for Risk

SCCIX vs. CRAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCCIX
SCCIX Risk / Return Rank: 6060
Overall Rank
SCCIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCCIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SCCIX Omega Ratio Rank: 4141
Omega Ratio Rank
SCCIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SCCIX Martin Ratio Rank: 6060
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 7373
Overall Rank
CRAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 6060
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCCIX vs. CRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Bond Fund (SCCIX) and CCM Community Impact Bond Fund (CRAIX). 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.


SCCIXCRAIXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.25

-0.19

Sortino ratio

Return per unit of downside risk

1.54

1.86

-0.32

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.99

2.28

-0.29

Martin ratio

Return relative to average drawdown

5.76

6.53

-0.77

SCCIX vs. CRAIX - Sharpe Ratio Comparison

The current SCCIX Sharpe Ratio is 1.06, which is comparable to the CRAIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SCCIX and CRAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCCIXCRAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.25

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.04

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.29

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.56

-0.11

Correlation

The correlation between SCCIX and CRAIX is 0.83, 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

SCCIX vs. CRAIX - Dividend Comparison

SCCIX's dividend yield for the trailing twelve months is around 4.35%, more than CRAIX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
SCCIX
Carillon Reams Core Bond Fund
4.00%4.34%4.39%3.82%2.36%1.13%3.13%4.39%2.26%1.75%3.86%1.66%
CRAIX
CCM Community Impact Bond Fund
2.79%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%

Drawdowns

SCCIX vs. CRAIX - Drawdown Comparison

The maximum SCCIX drawdown since its inception was -22.19%, which is greater than CRAIX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for SCCIX and CRAIX.


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Drawdown Indicators


SCCIXCRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-14.53%

-7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-1.98%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-14.28%

-3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-19.25%

-14.53%

-4.72%

Current Drawdown

Current decline from peak

-2.16%

-1.54%

-0.62%

Average Drawdown

Average peak-to-trough decline

-3.50%

-2.47%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.69%

+0.26%

Volatility

SCCIX vs. CRAIX - Volatility Comparison

Carillon Reams Core Bond Fund (SCCIX) has a higher volatility of 1.76% compared to CCM Community Impact Bond Fund (CRAIX) at 1.22%. This indicates that SCCIX's price experiences larger fluctuations and is considered to be riskier than CRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCIXCRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.22%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

1.98%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

3.27%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

4.56%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

3.63%

+1.54%