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SCPZX vs. BERCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCPZX vs. BERCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Reams Core Plus Bond Fund (SCPZX) and Chartwell Mid Cap Value Fund (BERCX). The values are adjusted to include any dividend payments, if applicable.

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SCPZX vs. BERCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCPZX
Carillon Reams Core Plus Bond Fund
0.14%8.68%1.34%6.27%-11.79%-1.96%16.56%8.30%0.76%3.51%
BERCX
Chartwell Mid Cap Value Fund
-1.38%11.77%11.35%6.93%-11.61%27.30%-3.83%23.31%-10.92%16.98%

Returns By Period

In the year-to-date period, SCPZX achieves a 0.14% return, which is significantly higher than BERCX's -1.38% return. Over the past 10 years, SCPZX has underperformed BERCX with an annualized return of 2.93%, while BERCX has yielded a comparatively higher 8.17% annualized return.


SCPZX

1D
0.63%
1M
-1.97%
YTD
0.14%
6M
1.14%
1Y
5.61%
3Y*
3.99%
5Y*
1.01%
10Y*
2.93%

BERCX

1D
-0.90%
1M
-11.09%
YTD
-1.38%
6M
4.15%
1Y
12.24%
3Y*
9.03%
5Y*
5.94%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCPZX vs. BERCX - Expense Ratio Comparison

SCPZX has a 0.40% expense ratio, which is lower than BERCX's 0.90% expense ratio.


Return for Risk

SCPZX vs. BERCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCPZX
SCPZX Risk / Return Rank: 7575
Overall Rank
SCPZX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SCPZX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SCPZX Omega Ratio Rank: 6060
Omega Ratio Rank
SCPZX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SCPZX Martin Ratio Rank: 8080
Martin Ratio Rank

BERCX
BERCX Risk / Return Rank: 2727
Overall Rank
BERCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BERCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BERCX Omega Ratio Rank: 2525
Omega Ratio Rank
BERCX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BERCX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCPZX vs. BERCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Plus Bond Fund (SCPZX) and Chartwell Mid Cap Value Fund (BERCX). 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.


SCPZXBERCXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.65

+0.64

Sortino ratio

Return per unit of downside risk

1.84

1.06

+0.78

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

2.43

0.84

+1.59

Martin ratio

Return relative to average drawdown

7.87

3.00

+4.87

SCPZX vs. BERCX - Sharpe Ratio Comparison

The current SCPZX Sharpe Ratio is 1.29, which is higher than the BERCX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SCPZX and BERCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCPZXBERCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.65

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.35

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.43

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.38

-0.03

Correlation

The correlation between SCPZX and BERCX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SCPZX vs. BERCX - Dividend Comparison

SCPZX's dividend yield for the trailing twelve months is around 4.12%, less than BERCX's 12.89% yield.


TTM20252024202320222021202020192018201720162015
SCPZX
Carillon Reams Core Plus Bond Fund
4.12%4.35%4.70%4.31%3.06%1.27%5.79%4.47%2.26%1.76%3.92%2.89%
BERCX
Chartwell Mid Cap Value Fund
12.89%12.71%13.39%3.20%1.12%0.60%1.12%2.08%8.03%23.00%3.32%0.92%

Drawdowns

SCPZX vs. BERCX - Drawdown Comparison

The maximum SCPZX drawdown since its inception was -28.85%, smaller than the maximum BERCX drawdown of -52.71%. Use the drawdown chart below to compare losses from any high point for SCPZX and BERCX.


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Drawdown Indicators


SCPZXBERCXDifference

Max Drawdown

Largest peak-to-trough decline

-28.85%

-52.71%

+23.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-13.20%

+10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.39%

-22.04%

+4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-18.38%

-42.41%

+24.03%

Current Drawdown

Current decline from peak

-1.97%

-11.23%

+9.26%

Average Drawdown

Average peak-to-trough decline

-3.76%

-7.56%

+3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

3.70%

-2.87%

Volatility

SCPZX vs. BERCX - Volatility Comparison

The current volatility for Carillon Reams Core Plus Bond Fund (SCPZX) is 1.75%, while Chartwell Mid Cap Value Fund (BERCX) has a volatility of 5.71%. This indicates that SCPZX experiences smaller price fluctuations and is considered to be less risky than BERCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCPZXBERCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

5.71%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

12.01%

-9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

20.25%

-15.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.52%

17.15%

-10.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.58%

19.18%

-13.60%