SCFIX vs. CWFIX
Compare and contrast key facts about Shenkman Capital Short Duration High Income Fund (SCFIX) and Chartwell Short Duration High Yield Fund (CWFIX).
SCFIX is managed by Shenkman Funds. It was launched on Oct 31, 2012. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
SCFIX vs. CWFIX - Performance Comparison
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SCFIX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCFIX Shenkman Capital Short Duration High Income Fund | -0.61% | 7.02% | 6.11% | 9.24% | -2.52% | 5.08% | 3.36% | 7.61% | 0.85% | 3.54% |
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
Returns By Period
In the year-to-date period, SCFIX achieves a -0.61% return, which is significantly lower than CWFIX's -0.40% return. Over the past 10 years, SCFIX has outperformed CWFIX with an annualized return of 4.30%, while CWFIX has yielded a comparatively lower 4.00% annualized return.
SCFIX
- 1D
- 0.10%
- 1M
- -0.81%
- YTD
- -0.61%
- 6M
- 0.92%
- 1Y
- 5.06%
- 3Y*
- 6.27%
- 5Y*
- 4.65%
- 10Y*
- 4.30%
CWFIX
- 1D
- 0.11%
- 1M
- -1.03%
- YTD
- -0.40%
- 6M
- 1.21%
- 1Y
- 5.08%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
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SCFIX vs. CWFIX - Expense Ratio Comparison
SCFIX has a 0.67% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
SCFIX vs. CWFIX — Risk / Return Rank
SCFIX
CWFIX
SCFIX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shenkman Capital Short Duration High Income Fund (SCFIX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| SCFIX | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.61 | 2.99 | -0.38 |
Sortino ratioReturn per unit of downside risk | 3.70 | 4.25 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.65 | 1.80 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.72 | -0.68 |
Martin ratioReturn relative to average drawdown | 15.96 | 17.45 | -1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCFIX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 2.99 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.60 | 1.35 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.32 | 1.30 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 1.08 | +0.22 |
Correlation
The correlation between SCFIX and CWFIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SCFIX vs. CWFIX - Dividend Comparison
SCFIX's dividend yield for the trailing twelve months is around 5.00%, less than CWFIX's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCFIX Shenkman Capital Short Duration High Income Fund | 5.00% | 5.54% | 5.85% | 5.21% | 3.86% | 4.93% | 3.24% | 3.78% | 3.87% | 3.09% | 3.07% | 3.38% |
CWFIX Chartwell Short Duration High Yield Fund | 5.22% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
SCFIX vs. CWFIX - Drawdown Comparison
The maximum SCFIX drawdown since its inception was -13.08%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for SCFIX and CWFIX.
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Drawdown Indicators
| SCFIX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.08% | -12.41% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -1.37% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -6.30% | -6.36% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -13.08% | -12.41% | -0.67% |
Current DrawdownCurrent decline from peak | -1.01% | -1.03% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -0.87% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 0.29% | +0.02% |
Volatility
SCFIX vs. CWFIX - Volatility Comparison
Shenkman Capital Short Duration High Income Fund (SCFIX) has a higher volatility of 0.79% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.70%. This indicates that SCFIX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCFIX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 0.70% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 1.19% | 1.03% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 1.71% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.92% | 2.75% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.27% | 3.09% | +0.18% |