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SUBFX vs. RPIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUBFX vs. RPIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Reams Unconstrained Bond Fund (SUBFX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX). The values are adjusted to include any dividend payments, if applicable.

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SUBFX vs. RPIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUBFX
Carillon Reams Unconstrained Bond Fund
0.26%10.61%4.22%8.53%-4.74%-0.32%11.18%6.52%0.53%2.04%
RPIEX
T. Rowe Price Dynamic Global Bond Fund
-1.77%7.23%5.38%-4.51%3.08%0.08%9.42%-0.39%0.89%-1.89%

Returns By Period

In the year-to-date period, SUBFX achieves a 0.26% return, which is significantly higher than RPIEX's -1.77% return. Over the past 10 years, SUBFX has outperformed RPIEX with an annualized return of 4.02%, while RPIEX has yielded a comparatively lower 1.98% annualized return.


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%

RPIEX

1D
-0.27%
1M
-2.66%
YTD
-1.77%
6M
-0.33%
1Y
3.67%
3Y*
1.71%
5Y*
1.24%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUBFX vs. RPIEX - Expense Ratio Comparison

SUBFX has a 0.50% expense ratio, which is lower than RPIEX's 0.71% expense ratio.


Return for Risk

SUBFX vs. RPIEX — Risk / Return Rank

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

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

RPIEX
RPIEX Risk / Return Rank: 5353
Overall Rank
RPIEX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RPIEX Sortino Ratio Rank: 6363
Sortino Ratio Rank
RPIEX Omega Ratio Rank: 5555
Omega Ratio Rank
RPIEX Calmar Ratio Rank: 4747
Calmar Ratio Rank
RPIEX Martin Ratio Rank: 4242
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.

SUBFX vs. RPIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Reams Unconstrained Bond Fund (SUBFX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX). 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.


SUBFXRPIEXDifference

Sharpe ratio

Return per unit of total volatility

2.04

1.06

+0.98

Sortino ratio

Return per unit of downside risk

3.05

1.62

+1.43

Omega ratio

Gain probability vs. loss probability

1.41

1.22

+0.19

Calmar ratio

Return relative to maximum drawdown

3.74

1.17

+2.56

Martin ratio

Return relative to average drawdown

14.49

4.32

+10.17

SUBFX vs. RPIEX - Sharpe Ratio Comparison

The current SUBFX Sharpe Ratio is 2.04, which is higher than the RPIEX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SUBFX and RPIEX, 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


SUBFXRPIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.06

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.26

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.48

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.50

+0.45

Correlation

The correlation between SUBFX and RPIEX 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.


Dividends

SUBFX vs. RPIEX - Dividend Comparison

SUBFX's dividend yield for the trailing twelve months is around 6.17%, less than RPIEX's 10.84% yield.


TTM20252024202320222021202020192018201720162015
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%
RPIEX
T. Rowe Price Dynamic Global Bond Fund
10.84%10.00%4.95%4.68%15.28%3.76%1.93%2.51%4.36%0.61%2.72%0.00%

Drawdowns

SUBFX vs. RPIEX - Drawdown Comparison

The maximum SUBFX drawdown since its inception was -11.22%, which is greater than RPIEX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for SUBFX and RPIEX.


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Drawdown Indicators


SUBFXRPIEXDifference

Max Drawdown

Largest peak-to-trough decline

-11.22%

-9.59%

-1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-3.34%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-11.17%

-9.59%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-11.22%

-9.59%

-1.63%

Current Drawdown

Current decline from peak

-1.56%

-3.34%

+1.78%

Average Drawdown

Average peak-to-trough decline

-1.47%

-2.59%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.91%

-0.37%

Volatility

SUBFX vs. RPIEX - Volatility Comparison

The current volatility for Carillon Reams Unconstrained Bond Fund (SUBFX) is 1.54%, while T. Rowe Price Dynamic Global Bond Fund (RPIEX) has a volatility of 2.13%. This indicates that SUBFX experiences smaller price fluctuations and is considered to be less risky than RPIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUBFXRPIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

2.13%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

3.29%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

3.97%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

4.84%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

4.14%

+1.12%