SCPZX vs. TIBDX
Compare and contrast key facts about Carillon Reams Core Plus Bond Fund (SCPZX) and TIAA-CREF Core Bond Fund (TIBDX).
SCPZX is managed by Carillon Family of Funds. It was launched on Nov 25, 1996. TIBDX is managed by TIAA Investments. It was launched on Jul 1, 1999.
Performance
SCPZX vs. TIBDX - Performance Comparison
Loading graphics...
SCPZX vs. TIBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TIBDX TIAA-CREF Core Bond Fund | -0.69% | 7.38% | 1.95% | 5.63% | -13.68% | -0.95% | 8.10% | 9.57% | -0.64% | 4.48% |
Returns By Period
In the year-to-date period, SCPZX achieves a 0.14% return, which is significantly higher than TIBDX's -0.69% return. Over the past 10 years, SCPZX has outperformed TIBDX with an annualized return of 2.93%, while TIBDX has yielded a comparatively lower 1.99% 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%
TIBDX
- 1D
- 0.44%
- 1M
- -2.56%
- YTD
- -0.69%
- 6M
- 0.40%
- 1Y
- 3.86%
- 3Y*
- 3.62%
- 5Y*
- 0.19%
- 10Y*
- 1.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCPZX vs. TIBDX - Expense Ratio Comparison
SCPZX has a 0.40% expense ratio, which is higher than TIBDX's 0.29% expense ratio.
Return for Risk
SCPZX vs. TIBDX — Risk / Return Rank
SCPZX
TIBDX
SCPZX vs. TIBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Plus Bond Fund (SCPZX) and TIAA-CREF Core Bond Fund (TIBDX). 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 | TIBDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.06 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.51 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.62 | +0.82 |
Martin ratioReturn relative to average drawdown | 7.87 | 5.07 | +2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SCPZX | TIBDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.06 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.03 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.42 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.95 | -0.60 |
Correlation
The correlation between SCPZX and TIBDX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SCPZX vs. TIBDX - Dividend Comparison
SCPZX's dividend yield for the trailing twelve months is around 4.12%, more than TIBDX's 4.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TIBDX TIAA-CREF Core Bond Fund | 4.04% | 4.34% | 3.60% | 3.22% | 2.44% | 2.39% | 4.45% | 3.09% | 2.88% | 2.93% | 3.80% | 4.68% |
Drawdowns
SCPZX vs. TIBDX - Drawdown Comparison
The maximum SCPZX drawdown since its inception was -28.85%, which is greater than TIBDX's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for SCPZX and TIBDX.
Loading graphics...
Drawdown Indicators
| SCPZX | TIBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.85% | -18.82% | -10.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -2.98% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -17.39% | -18.82% | +1.43% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -18.82% | +0.44% |
Current DrawdownCurrent decline from peak | -1.97% | -2.56% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -2.31% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 0.95% | -0.12% |
Volatility
SCPZX vs. TIBDX - Volatility Comparison
Carillon Reams Core Plus Bond Fund (SCPZX) has a higher volatility of 1.75% compared to TIAA-CREF Core Bond Fund (TIBDX) at 1.57%. This indicates that SCPZX's price experiences larger fluctuations and is considered to be riskier than TIBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCPZX | TIBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 1.57% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 2.55% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 4.26% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.52% | 5.59% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.58% | 4.71% | +0.87% |