SCPZX vs. CWSIX

Last updated Jun 23, 2026

SCPZX (Carillon Reams Core Plus Bond Fund) and CWSIX (Chartwell Small Cap Value Fund) are both mutual funds - SCPZX is a Intermediate Core-Plus Bond fund managed by Carillon Family of Funds, while CWSIX is a Small Cap Value Equities fund managed by Carillon Family of Funds. Over the past 10 years, SCPZX returned 2.87%/yr vs 8.59%/yr for CWSIX. At a correlation of -0.02, they often move in opposite directions. SCPZX charges 0.40%/yr vs 1.05%/yr for CWSIX.

Performance

SCPZX vs. CWSIX - Performance Comparison

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

Returns By Period

In the year-to-date period, SCPZX achieves a 1.08% return, which is significantly lower than CWSIX's 21.35% return. Over the past 10 years, SCPZX has underperformed CWSIX with an annualized return of 2.87%, while CWSIX has yielded a comparatively higher 8.59% annualized return.

SCPZX

• 1D: 0.27%
• 1M: 0.99%
• YTD: 1.08%
• 6M: 1.22%
• 1Y: 5.77%
• 3Y*: 4.56%
• 5Y*: 0.87%
• 10Y*: 2.87%

CWSIX

• 1D: 1.70%
• 1M: 4.91%
• YTD: 21.35%
• 6M: 19.00%
• 1Y: 35.55%
• 3Y*: 13.45%
• 5Y*: 7.55%
• 10Y*: 8.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCPZX vs. CWSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCPZX Carillon Reams Core Plus Bond Fund	1.08%	8.68%	1.34%	6.27%	-11.79%	-1.96%	16.56%	8.30%	0.76%	3.51%
CWSIX Chartwell Small Cap Value Fund	21.35%	-0.50%	11.09%	12.36%	-9.72%	24.32%	-5.58%	24.58%	-12.73%	8.68%

Correlation

The correlation between SCPZX and CWSIX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.01
Correlation (All Time) Calculated using the full available price history since Mar 16, 2012	-0.02

The correlation between SCPZX and CWSIX shifts across timeframes, from -0.02 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SCPZX vs. CWSIX — Risk / Return Rank

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

SCPZX

SCPZX Risk / Return Rank: 29
SCPZX Sharpe Ratio Rank: 29
SCPZX Sortino Ratio Rank: 31
SCPZX Omega Ratio Rank: 27
SCPZX Calmar Ratio Rank: 32
SCPZX Martin Ratio Rank: 29

CWSIX

CWSIX Risk / Return Rank: 48
CWSIX Sharpe Ratio Rank: 45
CWSIX Sortino Ratio Rank: 48
CWSIX Omega Ratio Rank: 40
CWSIX Calmar Ratio Rank: 61
CWSIX Martin Ratio Rank: 46

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. CWSIX - Risk-Adjusted Trends Comparison

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

	SCPZX	CWSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.44	1.81	-0.37
Sortino ratio: Return per unit of downside risk	2.14	2.69	-0.55
Omega ratio: Gain probability vs. loss probability	1.25	1.31	-0.06
Calmar ratio: Return relative to maximum drawdown	2.01	2.86	-0.86
Martin ratio: Return relative to average drawdown	6.32	9.10	-2.78

SCPZX vs. CWSIX - Sharpe Ratio Comparison

The current SCPZX Sharpe Ratio is 1.44, which is comparable to the CWSIX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SCPZX and CWSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCPZX vs. CWSIX - Drawdown Comparison

The maximum SCPZX drawdown since its inception was -28.85%, smaller than the maximum CWSIX drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for SCPZX and CWSIX.

Drawdown Indicators

	SCPZX	CWSIX	Difference
Max Drawdown Largest peak-to-trough decline	-28.85%	-44.08%	+15.23%
Max Drawdown (1Y) Largest decline over 1 year	-2.91%	-12.47%	+9.56%
Max Drawdown (3Y) Largest decline over 3 years	-7.72%	-29.09%	+21.37%
Max Drawdown (5Y) Largest decline over 5 years	-17.39%	-29.09%	+11.70%
Max Drawdown (10Y) Largest decline over 10 years	-18.38%	-44.08%	+25.70%
Current Drawdown Current decline from peak	-1.05%	-0.07%	-0.98%
Average Drawdown Average peak-to-trough decline	-3.74%	-6.77%	+3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	3.92%	-3.00%

Volatility

SCPZX vs. CWSIX - Volatility Comparison

The current volatility for Carillon Reams Core Plus Bond Fund (SCPZX) is 1.35%, while Chartwell Small Cap Value Fund (CWSIX) has a volatility of 5.45%. This indicates that SCPZX experiences smaller price fluctuations and is considered to be less risky than CWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCPZX	CWSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.35%	5.45%	-4.10%
Volatility (6M) Calculated over the trailing 6-month period	3.13%	13.69%	-10.56%
Volatility (1Y) Calculated over the trailing 1-year period	4.04%	19.69%	-15.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.57%	20.54%	-13.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.61%	22.74%	-17.13%

SCPZX vs. CWSIX - Expense Ratio Comparison

SCPZX has a 0.40% expense ratio, which is lower than CWSIX's 1.05% expense ratio.

Dividends

SCPZX vs. CWSIX - Dividend Comparison

SCPZX's dividend yield for the trailing twelve months is around 4.23%, less than CWSIX's 18.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CWSIX Chartwell Small Cap Value Fund	18.40%	22.32%	41.77%	3.44%	1.20%	10.61%	0.74%	4.17%	8.19%	4.28%	0.47%	0.80%
SCPZX Carillon Reams Core Plus Bond Fund	4.23%	4.35%	4.70%	4.31%	3.06%	1.27%	5.79%	4.47%	2.26%	1.76%	3.92%	2.89%

Frequently Asked Questions

Can I hold both SCPZX and CWSIX in my portfolio?

SCPZX and CWSIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCPZX or CWSIX?

CWSIX has higher volatility (5.45%) compared to SCPZX (1.35%). In terms of maximum drawdown, SCPZX dropped -28.85% vs CWSIX's -44.08%.

Which has better risk-adjusted returns?

CWSIX currently has the higher Sharpe Ratio (1.81 vs 1.44), 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.