SCHM vs. UMBMX
Compare and contrast key facts about Schwab US Mid-Cap ETF (SCHM) and Carillon Scout Mid Cap Fund (UMBMX).
SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011. UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006.
Performance
SCHM vs. UMBMX - Performance Comparison
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SCHM vs. UMBMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHM Schwab US Mid-Cap ETF | 4.18% | 10.17% | 11.98% | 16.69% | -17.07% | 19.36% | 15.26% | 27.48% | -8.77% | 19.60% |
UMBMX Carillon Scout Mid Cap Fund | 4.28% | 15.46% | 22.93% | 12.73% | -17.31% | 15.69% | 27.28% | 20.76% | -9.83% | 24.04% |
Returns By Period
The year-to-date returns for both investments are quite close, with SCHM having a 4.18% return and UMBMX slightly higher at 4.28%. Over the past 10 years, SCHM has underperformed UMBMX with an annualized return of 10.30%, while UMBMX has yielded a comparatively higher 12.39% annualized return.
SCHM
- 1D
- 0.94%
- 1M
- -5.24%
- YTD
- 4.18%
- 6M
- 5.69%
- 1Y
- 20.54%
- 3Y*
- 13.06%
- 5Y*
- 6.01%
- 10Y*
- 10.30%
UMBMX
- 1D
- 3.05%
- 1M
- -6.25%
- YTD
- 4.28%
- 6M
- 6.36%
- 1Y
- 23.27%
- 3Y*
- 17.88%
- 5Y*
- 7.76%
- 10Y*
- 12.39%
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SCHM vs. UMBMX - Expense Ratio Comparison
SCHM has a 0.04% expense ratio, which is lower than UMBMX's 0.95% expense ratio.
Return for Risk
SCHM vs. UMBMX — Risk / Return Rank
SCHM
UMBMX
SCHM vs. UMBMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and Carillon Scout Mid Cap Fund (UMBMX). 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.
| SCHM | UMBMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.29 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.84 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.94 | -0.46 |
Martin ratioReturn relative to average drawdown | 6.50 | 8.46 | -1.96 |
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
| SCHM | UMBMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.29 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.44 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.65 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.56 | -0.02 |
Correlation
The correlation between SCHM and UMBMX is 0.96, 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
SCHM vs. UMBMX - Dividend Comparison
SCHM's dividend yield for the trailing twelve months is around 1.40%, less than UMBMX's 9.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHM Schwab US Mid-Cap ETF | 1.40% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
UMBMX Carillon Scout Mid Cap Fund | 9.87% | 10.29% | 15.75% | 0.17% | 4.21% | 11.54% | 2.40% | 0.74% | 8.09% | 8.38% | 2.39% | 8.74% |
Drawdowns
SCHM vs. UMBMX - Drawdown Comparison
The maximum SCHM drawdown since its inception was -42.43%, smaller than the maximum UMBMX drawdown of -49.91%. Use the drawdown chart below to compare losses from any high point for SCHM and UMBMX.
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Drawdown Indicators
| SCHM | UMBMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.43% | -49.91% | +7.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.16% | -12.62% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -26.46% | -26.30% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -42.43% | -36.91% | -5.52% |
Current DrawdownCurrent decline from peak | -5.44% | -6.43% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -7.15% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.90% | +0.34% |
Volatility
SCHM vs. UMBMX - Volatility Comparison
Schwab US Mid-Cap ETF (SCHM) and Carillon Scout Mid Cap Fund (UMBMX) have volatilities of 6.80% and 6.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHM | UMBMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 6.54% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 11.13% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 18.58% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 17.71% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 19.06% | +1.35% |