SCPZX vs. PTRIX

Last updated Jun 3, 2026

SCPZX (Carillon Reams Core Plus Bond Fund) and PTRIX (PIMCO Mortgage-Backed Securities Fund) are both Intermediate Core-Plus Bond funds. A 0.72 correlation means they provide meaningful diversification when combined. 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: -0.11%
• 1M: -0.01%
• YTD: 0.81%
• 6M: 0.68%
• 1Y: 6.45%
• 3Y*: 4.51%
• 5Y*: 0.88%
• 10Y*: 2.87%

PTRIX

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

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

SCPZX vs. PTRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCPZX Carillon Reams Core Plus Bond Fund	0.81%	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 share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 5, 1998	0.72

The correlation between SCPZX and PTRIX shifts across timeframes, from 0.67 (3 years) to 0.79 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SCPZX vs. PTRIX — Risk / Return Rank

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

SCPZX

SCPZX Risk / Return Rank: 28
SCPZX Sharpe Ratio Rank: 26
SCPZX Sortino Ratio Rank: 27
SCPZX Omega Ratio Rank: 24
SCPZX Calmar Ratio Rank: 33
SCPZX Martin Ratio Rank: 31

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. 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.

	SCPZX	PTRIX	Difference
Sharpe ratio Return per unit of total volatility	1.49	—	—
Sortino ratio Return per unit of downside risk	2.21	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	2.19	—	—
Martin ratio Return relative to average drawdown	7.37	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SCPZX	PTRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	—	—

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	-7.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-18.38%	—	—
Current Drawdown Current decline from peak	-1.32%	—	—
Average Drawdown Average peak-to-trough decline	-3.75%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.86%	—	—

Volatility

Volatility by Period

	SCPZX	PTRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.12%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.56%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.60%	—	—

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 4.24%, 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	4.24%	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.