SCCIX vs. JIGMX
SCCIX (Carillon Reams Core Bond Fund) and JIGMX (John Hancock Investment Grade Bond Fund Class R4) are both Intermediate Core Bond funds. Over the past 10 years, SCCIX returned 2.22%/yr vs 1.47%/yr for JIGMX. Their correlation of 0.93 suggests significant overlap in exposure. SCCIX charges 0.40%/yr vs 0.64%/yr for JIGMX.
Performance
SCCIX vs. JIGMX - Performance Comparison
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Returns By Period
In the year-to-date period, SCCIX achieves a 0.30% return, which is significantly higher than JIGMX's -0.18% return. Over the past 10 years, SCCIX has outperformed JIGMX with an annualized return of 2.22%, while JIGMX has yielded a comparatively lower 1.47% annualized return.
SCCIX
- 1D
- -0.09%
- 1M
- -0.19%
- 6M
- 0.03%
- YTD
- 0.30%
- 1Y
- 4.54%
- 3Y*
- 4.30%
- 5Y*
- -0.01%
- 10Y*
- 2.22%
JIGMX
- 1D
- -0.11%
- 1M
- -0.32%
- 6M
- -0.40%
- YTD
- -0.18%
- 1Y
- 3.99%
- 3Y*
- 3.94%
- 5Y*
- -0.71%
- 10Y*
- 1.47%
SCCIX vs. JIGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCCIX Carillon Reams Core Bond Fund | 0.30% | 7.63% | 1.45% | 5.41% | -13.22% | -1.96% | 15.39% | 7.96% | 1.24% | 3.40% |
JIGMX John Hancock Investment Grade Bond Fund Class R4 | -0.18% | 7.50% | 1.36% | 4.55% | -14.64% | -1.49% | 9.76% | 8.71% | -0.19% | 3.91% |
Correlation
The correlation between SCCIX and JIGMX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.93 |
The correlation between SCCIX and JIGMX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
SCCIX vs. JIGMX — Risk / Return Rank
SCCIX
JIGMX
SCCIX vs. JIGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Bond Fund (SCCIX) and John Hancock Investment Grade Bond Fund Class R4 (JIGMX). 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 | JIGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.10 | +0.23 |
| Martin ratioReturn relative to average drawdown | 3.81 | 2.99 | +0.83 |
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Drawdowns
SCCIX vs. JIGMX - Drawdown Comparison
The maximum SCCIX drawdown since its inception was -22.19%, which is greater than JIGMX's maximum drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for SCCIX and JIGMX.
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Drawdown Indicators
| SCCIX | JIGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.19% | -19.82% | -2.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -3.31% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -7.40% | -7.17% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -19.82% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -19.25% | -19.82% | +0.57% |
Current DrawdownCurrent decline from peak | -1.78% | -4.46% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -5.17% | +1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.22% | -0.15% |
Volatility
SCCIX vs. JIGMX - Volatility Comparison
Carillon Reams Core Bond Fund (SCCIX) has a higher volatility of 1.30% compared to John Hancock Investment Grade Bond Fund Class R4 (JIGMX) at 1.12%. This indicates that SCCIX's price experiences larger fluctuations and is considered to be riskier than JIGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCIX | JIGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.12% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.09% | 3.01% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.06% | 3.96% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 6.04% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 4.98% | +0.22% |
SCCIX vs. JIGMX - Expense Ratio Comparison
SCCIX has a 0.40% expense ratio, which is lower than JIGMX's 0.64% expense ratio.
Dividends
SCCIX vs. JIGMX - Dividend Comparison
SCCIX's dividend yield for the trailing twelve months is around 4.32%, more than JIGMX's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIGMX John Hancock Investment Grade Bond Fund Class R4 | 4.20% | 4.10% | 3.82% | 2.43% | 2.57% | 2.34% | 4.61% | 2.92% | 2.92% | 2.77% | 2.83% | 0.00% |
SCCIX Carillon Reams Core Bond Fund | 4.32% | 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 JIGMX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCCIX has higher volatility (1.30%) compared to JIGMX (1.12%). In terms of maximum drawdown, SCCIX dropped -22.19% vs JIGMX's -19.82%.
SCCIX currently has the higher Sharpe Ratio (1.00 vs 0.92), 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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