SCPZX vs. PTRIX

Last updated Aug 1, 2026

SCPZX (Carillon Reams Core Plus Bond Fund) and PTRIX (PIMCO Mortgage-Backed Securities Fund) are both Intermediate Core-Plus Bond funds. Their 0.72 correlation means they have sometimes moved together and sometimes differently. SCPZX charges 0.40%/yr vs 0.50%/yr for PTRIX.

Performance

SCPZX vs. PTRIX - Performance Comparison

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

Returns By Period

SCPZX

• 1D: 0.03%
• 1M: -0.90%
• 6M: -0.10%
• YTD: 0.23%
• 1Y: 3.04%
• 3Y*: 4.31%
• 5Y*: 0.56%
• 10Y*: 2.67%
• ALL TIME*: 1.96%

PTRIX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCPZX Carillon Reams Core Plus Bond Fund	$0.00	$0.00	$0.00

SCPZX vs. PTRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCPZX Carillon Reams Core Plus Bond Fund	0.23%	8.68%	1.34%	6.27%	-11.79%	-1.96%	16.56%	8.30%	0.76%	3.51%
PTRIX PIMCO Mortgage-Backed Securities Fund	0.00%	0.00%	5.87%	5.25%	-14.13%	1.04%	5.30%	6.44%	1.35%	4.38%

Correlation

The correlation between SCPZX and PTRIX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (3Y) Balances recent behavior with more history.	0.63
Correlation (5Y) Shows whether the relationship held over a longer period.	0.78
Correlation (10Y) Provides a long-term view across more market conditions.	0.74
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998	0.72

The correlation between SCPZX and PTRIX shifts across timeframes, from 0.63 (3 years) to 0.78 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SCPZX vs. PTRIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCPZX

SCPZX Risk / Return Rank: 27
SCPZX Sharpe Ratio Rank: 28
SCPZX Sortino Ratio Rank: 28
SCPZX Omega Ratio Rank: 25
SCPZX Calmar Ratio Rank: 29
SCPZX Martin Ratio Rank: 26

PTRIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCPZX vs. PTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Plus Bond Fund (SCPZX) and PIMCO Mortgage-Backed Securities Fund (PTRIX). 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	PTRIX	Difference
Sharpe ratio: Return per unit of total volatility	0.94	—	—
Sortino ratio: Return per unit of downside risk	1.39	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	1.32	—	—
Martin ratio: Return relative to average drawdown	3.72	—	—

Drawdowns

Drawdown Indicators

	SCPZX	PTRIX	Difference
Max Drawdown Largest peak-to-trough decline	-28.85%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-2.91%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-6.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.37%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-18.38%	—	—
Current Drawdown Current decline from peak	-1.89%	—	—
Average Drawdown Average peak-to-trough decline	-3.73%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	—	—

Volatility

Volatility by Period

	SCPZX	PTRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.07%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.60%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.62%	—	—

SCPZX vs. PTRIX - Expense Ratio Comparison

SCPZX has a 0.40% expense ratio, which is lower than PTRIX's 0.50% expense ratio.

Dividends

SCPZX vs. PTRIX - Dividend Comparison

SCPZX's dividend yield for the trailing twelve months is around 4.36%, while PTRIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTRIX PIMCO Mortgage-Backed Securities Fund	0.00%	0.00%	4.07%	5.32%	3.82%	3.02%	2.89%	3.73%	3.54%	3.04%	3.18%	2.43%
SCPZX Carillon Reams Core Plus Bond Fund	4.01%	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 PTRIX in my portfolio?

SCPZX and PTRIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.