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SCPZX vs. PGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCPZX vs. PGSIX - Performance Comparison

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

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SCPZX vs. PGSIX - 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%
PGSIX
Putnam Mortgage Securities Fund
0.88%9.36%3.52%3.66%-10.79%-4.31%-0.73%12.39%-0.79%0.82%

Returns By Period

In the year-to-date period, SCPZX achieves a 0.14% return, which is significantly lower than PGSIX's 0.88% return. Over the past 10 years, SCPZX has outperformed PGSIX with an annualized return of 2.93%, while PGSIX has yielded a comparatively lower 1.35% 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%

PGSIX

1D
0.51%
1M
-1.86%
YTD
0.88%
6M
2.97%
1Y
6.54%
3Y*
5.81%
5Y*
-0.13%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCPZX vs. PGSIX - Expense Ratio Comparison

SCPZX has a 0.40% expense ratio, which is lower than PGSIX's 0.89% expense ratio.


Return for Risk

SCPZX vs. PGSIX — 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

PGSIX
PGSIX Risk / Return Rank: 6464
Overall Rank
PGSIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PGSIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
PGSIX Omega Ratio Rank: 5151
Omega Ratio Rank
PGSIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PGSIX Martin Ratio Rank: 6262
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. PGSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Plus Bond Fund (SCPZX) and Putnam Mortgage Securities Fund (PGSIX). 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.


SCPZXPGSIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.13

+0.16

Sortino ratio

Return per unit of downside risk

1.84

1.58

+0.26

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

2.43

1.91

+0.52

Martin ratio

Return relative to average drawdown

7.87

5.87

+1.99

SCPZX vs. PGSIX - Sharpe Ratio Comparison

The current SCPZX Sharpe Ratio is 1.29, which is comparable to the PGSIX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SCPZX and PGSIX, 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


SCPZXPGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.13

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.02

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.23

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.83

-0.49

Correlation

The correlation between SCPZX and PGSIX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCPZX vs. PGSIX - Dividend Comparison

SCPZX's dividend yield for the trailing twelve months is around 4.12%, less than PGSIX's 5.16% yield.


TTM20252024202320222021202020192018201720162015
SCPZX
Carillon Reams Core Plus Bond Fund
3.83%4.35%4.70%4.31%3.06%1.27%5.79%4.47%2.26%1.76%3.92%2.89%
PGSIX
Putnam Mortgage Securities Fund
5.16%5.67%16.88%8.38%12.83%4.30%4.21%4.50%3.94%3.10%2.92%2.51%

Drawdowns

SCPZX vs. PGSIX - Drawdown Comparison

The maximum SCPZX drawdown since its inception was -28.85%, which is greater than PGSIX's maximum drawdown of -22.28%. Use the drawdown chart below to compare losses from any high point for SCPZX and PGSIX.


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Drawdown Indicators


SCPZXPGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.85%

-22.28%

-6.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.85%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.39%

-21.57%

+4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-18.38%

-22.28%

+3.90%

Current Drawdown

Current decline from peak

-1.97%

-1.86%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.76%

-2.62%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

1.25%

-0.42%

Volatility

SCPZX vs. PGSIX - Volatility Comparison

The current volatility for Carillon Reams Core Plus Bond Fund (SCPZX) is 1.75%, while Putnam Mortgage Securities Fund (PGSIX) has a volatility of 1.91%. This indicates that SCPZX experiences smaller price fluctuations and is considered to be less risky than PGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCPZXPGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

1.91%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

3.44%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

5.95%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.52%

6.96%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.58%

5.91%

-0.33%