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SCCIX vs. EISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCCIX vs. EISIX - Performance Comparison

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

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SCCIX vs. EISIX - 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%
EISIX
Carillon ClariVest International Stock Fund
0.22%39.31%14.86%20.02%-11.83%17.84%2.92%18.66%-17.86%27.57%

Returns By Period

In the year-to-date period, SCCIX achieves a -0.08% return, which is significantly lower than EISIX's 0.22% return. Over the past 10 years, SCCIX has underperformed EISIX with an annualized return of 2.39%, while EISIX has yielded a comparatively higher 10.29% 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%

EISIX

1D
-0.22%
1M
-12.37%
YTD
0.22%
6M
7.42%
1Y
32.61%
3Y*
20.96%
5Y*
13.11%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCCIX vs. EISIX - Expense Ratio Comparison

SCCIX has a 0.40% expense ratio, which is lower than EISIX's 0.96% expense ratio.


Return for Risk

SCCIX vs. EISIX — 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

EISIX
EISIX Risk / Return Rank: 8989
Overall Rank
EISIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EISIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EISIX Omega Ratio Rank: 8888
Omega Ratio Rank
EISIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EISIX Martin Ratio Rank: 8989
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. EISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Bond Fund (SCCIX) and Carillon ClariVest International Stock Fund (EISIX). 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.


SCCIXEISIXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.88

-0.82

Sortino ratio

Return per unit of downside risk

1.54

2.43

-0.89

Omega ratio

Gain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratio

Return relative to maximum drawdown

1.99

2.39

-0.40

Martin ratio

Return relative to average drawdown

5.76

9.78

-4.03

SCCIX vs. EISIX - Sharpe Ratio Comparison

The current SCCIX Sharpe Ratio is 1.06, which is lower than the EISIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SCCIX and EISIX, 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


SCCIXEISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.88

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.83

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.62

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.50

-0.05

Correlation

The correlation between SCCIX and EISIX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SCCIX vs. EISIX - Dividend Comparison

SCCIX's dividend yield for the trailing twelve months is around 4.35%, more than EISIX's 2.99% yield.


TTM20252024202320222021202020192018201720162015
SCCIX
Carillon Reams Core Bond Fund
4.35%4.34%4.39%3.82%2.36%1.13%3.13%4.39%2.26%1.75%3.86%1.66%
EISIX
Carillon ClariVest International Stock Fund
2.99%3.00%3.83%2.95%0.87%1.81%1.09%2.39%1.81%1.36%2.31%0.77%

Drawdowns

SCCIX vs. EISIX - Drawdown Comparison

The maximum SCCIX drawdown since its inception was -22.19%, smaller than the maximum EISIX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for SCCIX and EISIX.


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Drawdown Indicators


SCCIXEISIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-39.30%

+17.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-12.54%

+9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-27.05%

+8.80%

Max Drawdown (10Y)

Largest decline over 10 years

-19.25%

-39.30%

+20.05%

Current Drawdown

Current decline from peak

-2.16%

-12.54%

+10.38%

Average Drawdown

Average peak-to-trough decline

-3.50%

-7.54%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.06%

-2.11%

Volatility

SCCIX vs. EISIX - Volatility Comparison

The current volatility for Carillon Reams Core Bond Fund (SCCIX) is 1.76%, while Carillon ClariVest International Stock Fund (EISIX) has a volatility of 7.99%. This indicates that SCCIX experiences smaller price fluctuations and is considered to be less risky than EISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCIXEISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

7.99%

-6.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

11.93%

-9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

16.86%

-12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

15.82%

-9.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

16.55%

-11.38%