SCCIX vs. HRSCX
SCCIX (Carillon Reams Core Bond Fund) and HRSCX (Carillon Eagle Small Cap Growth Fund) are both mutual funds - SCCIX is a Intermediate Core Bond fund managed by Carillon Family of Funds, while HRSCX is a Small Cap Growth Equities fund managed by Carillon Family of Funds. Over the past 10 years, SCCIX returned 2.16%/yr vs 8.58%/yr for HRSCX. Their -0.09 correlation means they have often moved in opposite directions in the past. SCCIX charges 0.40%/yr vs 1.06%/yr for HRSCX.
Performance
SCCIX vs. HRSCX - Performance Comparison
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Returns By Period
In the year-to-date period, SCCIX achieves a -0.16% return, which is significantly lower than HRSCX's 16.43% return. Over the past 10 years, SCCIX has underperformed HRSCX with an annualized return of 2.16%, while HRSCX has yielded a comparatively higher 8.58% 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%
HRSCX
- 1D
- 2.94%
- 1M
- -5.55%
- 6M
- 11.71%
- YTD
- 16.43%
- 1Y
- 28.16%
- 3Y*
- 14.24%
- 5Y*
- 3.24%
- 10Y*
- 8.58%
- ALL TIME*
- 8.94%
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. HRSCX - 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% |
HRSCX Carillon Eagle Small Cap Growth Fund | 16.43% | 11.26% | 12.85% | 14.06% | -27.67% | 0.80% | 37.26% | 25.40% | -10.92% | 22.88% |
Correlation
The correlation between SCCIX and HRSCX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | -0.09 |
The correlation between SCCIX and HRSCX shifts across timeframes, from -0.09 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCCIX vs. HRSCX — Risk / Return Rank
SCCIX
HRSCX
SCCIX vs. HRSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Bond Fund (SCCIX) and Carillon Eagle Small Cap Growth Fund (HRSCX). 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 | HRSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.10 | -0.99 |
| Martin ratioReturn relative to average drawdown | 2.91 | 7.46 | -4.55 |
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Drawdowns
SCCIX vs. HRSCX - Drawdown Comparison
The maximum SCCIX drawdown since its inception was -22.19%, smaller than the maximum HRSCX drawdown of -55.68%. Use the drawdown chart below to compare losses from any high point for SCCIX and HRSCX.
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Drawdown Indicators
| SCCIX | HRSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.19% | -55.68% | +33.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -12.15% | +9.11% |
Max Drawdown (3Y)Largest decline over 3 years | -6.07% | -28.37% | +22.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -38.22% | +19.97% |
Max Drawdown (10Y)Largest decline over 10 years | -19.25% | -38.32% | +19.07% |
Current DrawdownCurrent decline from peak | -2.24% | -7.99% | +5.75% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -11.46% | +7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 3.42% | -2.26% |
Volatility
SCCIX vs. HRSCX - Volatility Comparison
The current volatility for Carillon Reams Core Bond Fund (SCCIX) is 0.94%, while Carillon Eagle Small Cap Growth Fund (HRSCX) has a volatility of 6.33%. This indicates that SCCIX experiences smaller price fluctuations and is considered to be less risky than HRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCIX | HRSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 6.33% | -5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 17.12% | -14.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 21.34% | -17.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.38% | 23.82% | -17.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 24.05% | -18.85% |
SCCIX vs. HRSCX - Expense Ratio Comparison
SCCIX has a 0.40% expense ratio, which is lower than HRSCX's 1.06% expense ratio.
Dividends
SCCIX vs. HRSCX - Dividend Comparison
SCCIX's dividend yield for the trailing twelve months is around 4.34%, less than HRSCX's 7.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRSCX Carillon Eagle Small Cap Growth Fund | 7.23% | 8.42% | 22.56% | 9.37% | 38.95% | 40.00% | 18.51% | 6.62% | 26.17% | 8.10% | 0.06% | 7.03% |
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 HRSCX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HRSCX has higher volatility (6.33%) compared to SCCIX (0.94%). In terms of maximum drawdown, SCCIX dropped -22.19% vs HRSCX's -55.68%.
HRSCX currently has the higher Sharpe Ratio (1.20 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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