PortfoliosLab logoPortfoliosLab logo
SCCIX vs. CRAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, SCCIX achieves a -0.16% return, which is significantly lower than CRAIX's -0.12% return. Over the past 10 years, SCCIX has outperformed CRAIX with an annualized return of 2.16%, while CRAIX has yielded a comparatively lower 0.90% annualized return.


SCCIX

1D
0.00%
1M
-1.02%
6M
-0.44%
YTD
-0.16%
1Y
2.53%
3Y*
3.85%
5Y*
-0.18%
10Y*
2.16%
ALL TIME*
2.28%

CRAIX

1D
0.11%
1M
-0.52%
6M
-0.37%
YTD
-0.12%
1Y
2.32%
3Y*
3.68%
5Y*
-0.03%
10Y*
0.90%
ALL TIME*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SCCIX vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCCIX
Carillon Reams Core Bond Fund
-0.16%7.63%1.45%5.41%-13.22%-1.96%15.39%7.96%1.24%3.40%
CRAIX
CCM Community Impact Bond Fund
-0.12%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%

Correlation

The correlation between SCCIX and CRAIX 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.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2002

0.84

The correlation between SCCIX and CRAIX shifts across timeframes, from 0.84 (all time) to 0.94 (5 years), 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

SCCIX vs. CRAIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCCIX
SCCIX Risk / Return Rank: 2222
Overall Rank
SCCIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SCCIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SCCIX Omega Ratio Rank: 2121
Omega Ratio Rank
SCCIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SCCIX Martin Ratio Rank: 2020
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 3030
Overall Rank
CRAIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 3030
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


SCCIXCRAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.15

1.18

-0.04

Calmar ratioReturn relative to maximum drawdown

1.11

1.41

-0.30

Martin ratioReturn relative to average drawdown

2.91

3.55

-0.64

SCCIX vs. CRAIX - Sharpe Ratio Comparison

The current SCCIX Sharpe Ratio is 0.85, which is comparable to the CRAIX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SCCIX and CRAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


SCCIXCRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-14.53%

-7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-2.15%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-4.02%

-2.05%

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

-2.24%

-1.64%

-0.60%

Average Drawdown

Average peak-to-trough decline

-3.48%

-2.45%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.85%

+0.31%

Volatility

SCCIX vs. CRAIX - Volatility Comparison

Carillon Reams Core Bond Fund (SCCIX) has a higher volatility of 0.94% compared to CCM Community Impact Bond Fund (CRAIX) at 0.84%. 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.


Loading charts...

Volatility by Period


SCCIXCRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.84%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

2.36%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

2.98%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

4.62%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

3.65%

+1.55%

SCCIX vs. CRAIX - Expense Ratio Comparison

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


Dividends

SCCIX vs. CRAIX - Dividend Comparison

SCCIX's dividend yield for the trailing twelve months is around 4.34%, more than CRAIX's 2.86% yield.


PositionTTM20252024202320222021202020192018201720162015
CRAIX
CCM Community Impact Bond Fund
2.86%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%
SCCIX
Carillon Reams Core Bond Fund
3.98%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


With a correlation of 0.92, SCCIX and CRAIX 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.

SCCIX has higher volatility (0.94%) compared to CRAIX (0.84%). In terms of maximum drawdown, SCCIX dropped -22.19% vs CRAIX's -14.53%.

CRAIX currently has the higher Sharpe Ratio (1.02 vs 0.85), 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.

Portfolio Optimizer

Find the right allocation for SCCIX and CRAIX

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