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STBNX vs. SUBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STBNX vs. SUBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sierra Tactical Bond Fund (STBNX) and Carillon Reams Unconstrained Bond Fund (SUBFX). The values are adjusted to include any dividend payments, if applicable.

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STBNX vs. SUBFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
STBNX
Sierra Tactical Bond Fund
-1.57%-0.37%6.36%6.76%-4.47%1.11%15.56%2.41%
SUBFX
Carillon Reams Unconstrained Bond Fund
0.26%10.61%4.22%8.53%-4.74%-0.32%11.18%0.63%

Returns By Period

In the year-to-date period, STBNX achieves a -1.57% return, which is significantly lower than SUBFX's 0.26% return.


STBNX

1D
0.17%
1M
-1.92%
YTD
-1.57%
6M
-0.70%
1Y
-2.37%
3Y*
3.21%
5Y*
1.36%
10Y*

SUBFX

1D
0.56%
1M
-1.49%
YTD
0.26%
6M
1.38%
1Y
7.02%
3Y*
6.26%
5Y*
3.54%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STBNX vs. SUBFX - Expense Ratio Comparison

STBNX has a 1.63% expense ratio, which is higher than SUBFX's 0.50% expense ratio.


Return for Risk

STBNX vs. SUBFX — Risk / Return Rank

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

STBNX
STBNX Risk / Return Rank: 22
Overall Rank
STBNX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
STBNX Sortino Ratio Rank: 11
Sortino Ratio Rank
STBNX Omega Ratio Rank: 11
Omega Ratio Rank
STBNX Calmar Ratio Rank: 22
Calmar Ratio Rank
STBNX Martin Ratio Rank: 33
Martin Ratio Rank

SUBFX
SUBFX Risk / Return Rank: 9494
Overall Rank
SUBFX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SUBFX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SUBFX Omega Ratio Rank: 9090
Omega Ratio Rank
SUBFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SUBFX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

STBNX vs. SUBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sierra Tactical Bond Fund (STBNX) and Carillon Reams Unconstrained Bond Fund (SUBFX). 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.


STBNXSUBFXDifference

Sharpe ratio

Return per unit of total volatility

-0.58

2.04

-2.62

Sortino ratio

Return per unit of downside risk

-0.66

3.05

-3.70

Omega ratio

Gain probability vs. loss probability

0.89

1.41

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.41

3.74

-4.15

Martin ratio

Return relative to average drawdown

-0.80

14.49

-15.29

STBNX vs. SUBFX - Sharpe Ratio Comparison

The current STBNX Sharpe Ratio is -0.58, which is lower than the SUBFX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of STBNX and SUBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


STBNXSUBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

2.04

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.66

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.95

-0.19

Correlation

The correlation between STBNX and SUBFX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

STBNX vs. SUBFX - Dividend Comparison

STBNX's dividend yield for the trailing twelve months is around 5.16%, less than SUBFX's 6.17% yield.


TTM20252024202320222021202020192018201720162015
STBNX
Sierra Tactical Bond Fund
5.16%4.98%5.17%4.53%1.41%2.74%6.55%0.87%0.00%0.00%0.00%0.00%
SUBFX
Carillon Reams Unconstrained Bond Fund
6.17%6.44%4.92%4.52%2.16%1.96%3.01%2.83%2.06%1.17%1.01%0.52%

Drawdowns

STBNX vs. SUBFX - Drawdown Comparison

The maximum STBNX drawdown since its inception was -8.04%, smaller than the maximum SUBFX drawdown of -11.22%. Use the drawdown chart below to compare losses from any high point for STBNX and SUBFX.


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Drawdown Indicators


STBNXSUBFXDifference

Max Drawdown

Largest peak-to-trough decline

-8.04%

-11.22%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-2.11%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-8.04%

-11.17%

+3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-11.22%

Current Drawdown

Current decline from peak

-3.53%

-1.56%

-1.97%

Average Drawdown

Average peak-to-trough decline

-2.67%

-1.47%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

0.54%

+2.65%

Volatility

STBNX vs. SUBFX - Volatility Comparison

Sierra Tactical Bond Fund (STBNX) and Carillon Reams Unconstrained Bond Fund (SUBFX) have volatilities of 1.51% and 1.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STBNXSUBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.54%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

2.17%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

3.55%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.92%

5.42%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

5.26%

-0.28%