SCPZX vs. VBTIX
Compare and contrast key facts about Carillon Reams Core Plus Bond Fund (SCPZX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
SCPZX is managed by Carillon Family of Funds. It was launched on Nov 25, 1996. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCPZX or VBTIX.
Key characteristics
| SCPZX | VBTIX | |
|---|---|---|
| YTD Return | -0.54% | -1.00% |
| 1Y Return | 1.78% | 1.73% |
| 3Y Return (Ann) | -2.06% | -2.74% |
| 5Y Return (Ann) | 2.21% | 0.26% |
| 10Y Return (Ann) | 2.32% | 1.33% |
| Sharpe Ratio | 0.20 | 0.19 |
| Daily Std Dev | 7.48% | 6.53% |
| Max Drawdown | -18.38% | -18.66% |
| Current Drawdown | -8.60% | -10.97% |
Correlation
The correlation between SCPZX and VBTIX is 0.86, 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.
Performance
SCPZX vs. VBTIX - Performance Comparison
In the year-to-date period, SCPZX achieves a -0.54% return, which is significantly higher than VBTIX's -1.00% return. Over the past 10 years, SCPZX has outperformed VBTIX with an annualized return of 2.32%, while VBTIX has yielded a comparatively lower 1.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCPZX vs. VBTIX - Expense Ratio Comparison
SCPZX has a 0.40% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Risk-Adjusted Performance
SCPZX vs. VBTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Plus Bond Fund (SCPZX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.
Dividends
SCPZX vs. VBTIX - Dividend Comparison
SCPZX's dividend yield for the trailing twelve months is around 4.50%, more than VBTIX's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCPZX Carillon Reams Core Plus Bond Fund | 4.50% | 4.31% | 3.06% | 1.27% | 5.79% | 4.47% | 2.26% | 1.76% | 3.92% | 2.89% | 1.49% | 1.95% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.36% | 3.10% | 2.61% | 2.12% | 2.41% | 2.75% | 2.58% | 2.57% | 2.53% | 2.39% | 2.61% | 2.59% |
Drawdowns
SCPZX vs. VBTIX - Drawdown Comparison
The maximum SCPZX drawdown since its inception was -18.38%, roughly equal to the maximum VBTIX drawdown of -18.66%. Use the drawdown chart below to compare losses from any high point for SCPZX and VBTIX. For additional features, visit the drawdowns tool.
Volatility
SCPZX vs. VBTIX - Volatility Comparison
Carillon Reams Core Plus Bond Fund (SCPZX) has a higher volatility of 1.64% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.29%. This indicates that SCPZX's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.