SUBFX vs. AGOVX
Compare and contrast key facts about Carillon Reams Unconstrained Bond Fund (SUBFX) and Invesco Income Fund (AGOVX).
SUBFX is managed by Carillon Family of Funds. It was launched on Sep 28, 2011. AGOVX is managed by Invesco. It was launched on Apr 27, 1987.
Performance
SUBFX vs. AGOVX - Performance Comparison
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SUBFX vs. AGOVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUBFX Carillon Reams Unconstrained Bond Fund | 0.65% | 10.61% | 4.22% | 8.53% | -4.74% | -0.32% | 11.18% | 6.52% | 0.53% | 2.04% |
AGOVX Invesco Income Fund | -0.17% | 6.61% | 7.01% | 4.57% | -10.05% | 3.90% | -6.66% | 10.04% | -2.86% | 1.68% |
Returns By Period
In the year-to-date period, SUBFX achieves a 0.65% return, which is significantly higher than AGOVX's -0.17% return. Over the past 10 years, SUBFX has outperformed AGOVX with an annualized return of 4.06%, while AGOVX has yielded a comparatively lower 1.11% annualized return.
SUBFX
- 1D
- 0.40%
- 1M
- -1.02%
- YTD
- 0.65%
- 6M
- 1.59%
- 1Y
- 7.17%
- 3Y*
- 6.40%
- 5Y*
- 3.58%
- 10Y*
- 4.06%
AGOVX
- 1D
- 0.29%
- 1M
- -1.55%
- YTD
- -0.17%
- 6M
- 0.80%
- 1Y
- 4.02%
- 3Y*
- 5.04%
- 5Y*
- 1.64%
- 10Y*
- 1.11%
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SUBFX vs. AGOVX - Expense Ratio Comparison
SUBFX has a 0.50% expense ratio, which is lower than AGOVX's 0.96% expense ratio.
Return for Risk
SUBFX vs. AGOVX — Risk / Return Rank
SUBFX
AGOVX
SUBFX vs. AGOVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Unconstrained Bond Fund (SUBFX) and Invesco Income Fund (AGOVX). 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.
| SUBFX | AGOVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 1.46 | +0.64 |
Sortino ratioReturn per unit of downside risk | 3.15 | 2.32 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.61 | 1.79 | +1.82 |
Martin ratioReturn relative to average drawdown | 13.88 | 7.67 | +6.21 |
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
| SUBFX | AGOVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.46 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.49 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.21 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.78 | +0.18 |
Correlation
The correlation between SUBFX and AGOVX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SUBFX vs. AGOVX - Dividend Comparison
SUBFX's dividend yield for the trailing twelve months is around 5.88%, more than AGOVX's 4.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUBFX Carillon Reams Unconstrained Bond Fund | 5.88% | 6.44% | 4.92% | 4.52% | 2.16% | 1.96% | 3.01% | 2.83% | 2.06% | 1.17% | 1.01% | 0.52% |
AGOVX Invesco Income Fund | 4.69% | 5.09% | 5.12% | 4.61% | 3.45% | 2.96% | 4.14% | 4.69% | 2.76% | 1.89% | 1.72% | 1.55% |
Drawdowns
SUBFX vs. AGOVX - Drawdown Comparison
The maximum SUBFX drawdown since its inception was -11.22%, smaller than the maximum AGOVX drawdown of -33.41%. Use the drawdown chart below to compare losses from any high point for SUBFX and AGOVX.
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Drawdown Indicators
| SUBFX | AGOVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.22% | -33.41% | +22.19% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -2.67% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -11.17% | -11.79% | +0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -11.22% | -33.41% | +22.19% |
Current DrawdownCurrent decline from peak | -1.17% | -1.97% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -1.47% | -2.39% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.62% | -0.07% |
Volatility
SUBFX vs. AGOVX - Volatility Comparison
Carillon Reams Unconstrained Bond Fund (SUBFX) has a higher volatility of 1.61% compared to Invesco Income Fund (AGOVX) at 1.20%. This indicates that SUBFX's price experiences larger fluctuations and is considered to be riskier than AGOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUBFX | AGOVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.20% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 2.08% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.56% | 2.91% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.43% | 3.35% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.26% | 5.32% | -0.06% |