SCCIX vs. FTHRX
SCCIX (Carillon Reams Core Bond Fund) and FTHRX (Fidelity Intermediate Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, SCCIX returned 2.16%/yr vs 1.87%/yr for FTHRX. Their correlation of 0.84 means they have usually moved in the same direction. SCCIX charges 0.40%/yr vs 0.45%/yr for FTHRX.
Performance
SCCIX vs. FTHRX - Performance Comparison
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Returns By Period
In the year-to-date period, SCCIX achieves a -0.16% return, which is significantly higher than FTHRX's -0.23% return. Over the past 10 years, SCCIX has outperformed FTHRX with an annualized return of 2.16%, while FTHRX has yielded a comparatively lower 1.87% 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%
FTHRX
- 1D
- 0.10%
- 1M
- -0.59%
- 6M
- -0.34%
- YTD
- -0.23%
- 1Y
- 1.82%
- 3Y*
- 4.38%
- 5Y*
- 0.81%
- 10Y*
- 1.87%
- ALL TIME*
- 3.83%
Liquidity Comparison
| Position | Avg. 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. FTHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FTHRX Fidelity Intermediate Bond Fund | -0.23% | 6.89% | 3.25% | 5.55% | -9.17% | -1.60% | 7.06% | 7.20% | 0.52% | 2.31% |
Correlation
The correlation between SCCIX and FTHRX is 0.82, 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. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.84 |
The correlation between SCCIX and FTHRX has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
SCCIX vs. FTHRX — Risk / Return Rank
SCCIX
FTHRX
SCCIX vs. FTHRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Bond Fund (SCCIX) and Fidelity Intermediate Bond Fund (FTHRX). 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 | FTHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.35 | -0.24 |
| Martin ratioReturn relative to average drawdown | 2.91 | 3.34 | -0.42 |
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Drawdowns
SCCIX vs. FTHRX - Drawdown Comparison
The maximum SCCIX drawdown since its inception was -22.19%, which is greater than FTHRX's maximum drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for SCCIX and FTHRX.
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Drawdown Indicators
| SCCIX | FTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.19% | -19.01% | -3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -2.11% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -6.07% | -2.50% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -13.18% | -5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -19.25% | -13.25% | -6.00% |
Current DrawdownCurrent decline from peak | -2.24% | -1.46% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -3.06% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.85% | +0.31% |
Volatility
SCCIX vs. FTHRX - Volatility Comparison
Carillon Reams Core Bond Fund (SCCIX) has a higher volatility of 0.94% compared to Fidelity Intermediate Bond Fund (FTHRX) at 0.73%. This indicates that SCCIX's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCIX | FTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.73% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 2.18% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 2.74% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.38% | 4.04% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 3.40% | +1.80% |
SCCIX vs. FTHRX - Expense Ratio Comparison
SCCIX has a 0.40% expense ratio, which is lower than FTHRX's 0.45% expense ratio.
Dividends
SCCIX vs. FTHRX - Dividend Comparison
SCCIX's dividend yield for the trailing twelve months is around 4.34%, more than FTHRX's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHRX Fidelity Intermediate Bond Fund | 3.41% | 3.59% | 3.49% | 2.94% | 1.55% | 1.53% | 4.16% | 2.49% | 2.48% | 2.20% | 2.63% | 2.13% |
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
SCCIX and FTHRX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCCIX has higher volatility (0.94%) compared to FTHRX (0.73%). In terms of maximum drawdown, SCCIX dropped -22.19% vs FTHRX's -19.01%.
FTHRX currently has the higher Sharpe Ratio (1.04 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.
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