Correlation
The correlation between SCPZX and VSBSX is -0.15. 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.
SCPZX vs. VSBSX
Compare and contrast key facts about Carillon Reams Core Plus Bond Fund (SCPZX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
SCPZX is managed by Carillon Family of Funds. It was launched on Nov 25, 1996. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCPZX or VSBSX.
Performance
SCPZX vs. VSBSX - Performance Comparison
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Key characteristics
SCPZX:
1.17
VSBSX:
3.25
SCPZX:
1.69
VSBSX:
5.19
SCPZX:
1.20
VSBSX:
1.74
SCPZX:
0.65
VSBSX:
5.93
SCPZX:
2.86
VSBSX:
15.46
SCPZX:
2.31%
VSBSX:
0.36%
SCPZX:
5.72%
VSBSX:
1.69%
SCPZX:
-18.38%
VSBSX:
-5.77%
SCPZX:
-3.84%
VSBSX:
-0.56%
Returns By Period
In the year-to-date period, SCPZX achieves a 3.25% return, which is significantly higher than VSBSX's 1.84% return. Over the past 10 years, SCPZX has outperformed VSBSX with an annualized return of 2.67%, while VSBSX has yielded a comparatively lower 1.45% annualized return.
SCPZX
3.25%
-0.20%
1.11%
6.22%
2.29%
0.28%
2.67%
VSBSX
1.84%
-0.41%
2.08%
5.28%
2.84%
1.09%
1.45%
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SCPZX vs. VSBSX - Expense Ratio Comparison
SCPZX has a 0.40% expense ratio, which is higher than VSBSX's 0.07% expense ratio.
Risk-Adjusted Performance
SCPZX vs. VSBSX — Risk-Adjusted Performance Rank
SCPZX
VSBSX
SCPZX vs. VSBSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Core Plus Bond Fund (SCPZX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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.
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Dividends
SCPZX vs. VSBSX - Dividend Comparison
SCPZX's dividend yield for the trailing twelve months is around 4.55%, more than VSBSX's 3.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCPZX Carillon Reams Core Plus Bond Fund | 4.55% | 4.70% | 4.32% | 3.06% | 1.28% | 5.79% | 4.47% | 2.26% | 1.76% | 3.92% | 2.88% | 1.49% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 3.81% | 4.15% | 3.29% | 1.12% | 0.64% | 1.72% | 2.27% | 1.80% | 1.09% | 0.83% | 0.71% | 0.45% |
Drawdowns
SCPZX vs. VSBSX - Drawdown Comparison
The maximum SCPZX drawdown since its inception was -18.38%, which is greater than VSBSX's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for SCPZX and VSBSX.
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Volatility
SCPZX vs. VSBSX - Volatility Comparison
Carillon Reams Core Plus Bond Fund (SCPZX) has a higher volatility of 1.59% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.50%. This indicates that SCPZX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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