SCPZX vs. UMBMX
Compare and contrast key facts about Carillon Reams Core Plus Bond Fund (SCPZX) and Carillon Scout Mid Cap Fund (UMBMX).
SCPZX is managed by Carillon Family of Funds. It was launched on Nov 25, 1996. UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006.
Performance
SCPZX vs. UMBMX - Performance Comparison
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SCPZX vs. UMBMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCPZX Carillon Reams Core Plus Bond Fund | 0.31% | 8.68% | 1.34% | 6.27% | -11.79% | -1.96% | 16.56% | 8.30% | 0.76% | 3.51% |
UMBMX Carillon Scout Mid Cap Fund | 5.43% | 15.46% | 22.93% | 12.73% | -17.31% | 15.69% | 27.28% | 20.76% | -9.83% | 24.04% |
Returns By Period
In the year-to-date period, SCPZX achieves a 0.31% return, which is significantly lower than UMBMX's 5.43% return. Over the past 10 years, SCPZX has underperformed UMBMX with an annualized return of 2.94%, while UMBMX has yielded a comparatively higher 12.60% annualized return.
SCPZX
- 1D
- 0.23%
- 1M
- -1.27%
- YTD
- 0.31%
- 6M
- 1.10%
- 1Y
- 4.90%
- 3Y*
- 3.92%
- 5Y*
- 0.97%
- 10Y*
- 2.94%
UMBMX
- 1D
- 0.31%
- 1M
- -3.68%
- YTD
- 5.43%
- 6M
- 7.17%
- 1Y
- 29.73%
- 3Y*
- 18.23%
- 5Y*
- 7.99%
- 10Y*
- 12.60%
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SCPZX vs. UMBMX - Expense Ratio Comparison
SCPZX has a 0.40% expense ratio, which is lower than UMBMX's 0.95% expense ratio.
Return for Risk
SCPZX vs. UMBMX — Risk / Return Rank
SCPZX
UMBMX
SCPZX vs. UMBMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Plus Bond Fund (SCPZX) and Carillon Scout Mid Cap Fund (UMBMX). 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 | UMBMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.26 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.79 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.95 | +0.08 |
Martin ratioReturn relative to average drawdown | 6.38 | 8.37 | -1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCPZX | UMBMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.26 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.45 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.66 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.57 | -0.22 |
Correlation
The correlation between SCPZX and UMBMX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SCPZX vs. UMBMX - Dividend Comparison
SCPZX's dividend yield for the trailing twelve months is around 3.82%, less than UMBMX's 9.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCPZX Carillon Reams Core Plus Bond Fund | 3.82% | 4.35% | 4.70% | 4.31% | 3.06% | 1.27% | 5.79% | 4.47% | 2.26% | 1.76% | 3.92% | 2.89% |
UMBMX Carillon Scout Mid Cap Fund | 9.76% | 10.29% | 15.75% | 0.17% | 4.21% | 11.54% | 2.40% | 0.74% | 8.09% | 8.38% | 2.39% | 8.74% |
Drawdowns
SCPZX vs. UMBMX - Drawdown Comparison
The maximum SCPZX drawdown since its inception was -28.85%, smaller than the maximum UMBMX drawdown of -49.91%. Use the drawdown chart below to compare losses from any high point for SCPZX and UMBMX.
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Drawdown Indicators
| SCPZX | UMBMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.85% | -49.91% | +21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -9.19% | +6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.39% | -26.30% | +8.91% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -36.91% | +18.53% |
Current DrawdownCurrent decline from peak | -1.81% | -5.39% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -7.15% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 2.94% | -2.09% |
Volatility
SCPZX vs. UMBMX - Volatility Comparison
The current volatility for Carillon Reams Core Plus Bond Fund (SCPZX) is 1.80%, while Carillon Scout Mid Cap Fund (UMBMX) has a volatility of 6.26%. This indicates that SCPZX experiences smaller price fluctuations and is considered to be less risky than UMBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCPZX | UMBMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 6.26% | -4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 11.16% | -8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 18.58% | -13.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.52% | 17.69% | -11.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.58% | 19.05% | -13.47% |