UMBHX vs. FTXSX

Last updated Jul 11, 2026

UMBHX (Carillon Scout Small Cap Fund) and FTXSX (FullerThaler Behavioral Small-Cap Growth Fund) are both Small Cap Growth Equities funds. Their correlation of 0.93 suggests significant overlap in exposure. UMBHX charges 0.90%/yr vs 1.00%/yr for FTXSX.

Performance

UMBHX vs. FTXSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Scout Small Cap Fund (UMBHX) and FullerThaler Behavioral Small-Cap Growth Fund (FTXSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

UMBHX

• 1D: 2.32%
• 1M: 0.82%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTXSX

• 1D: 2.55%
• 1M: 1.94%
• 6M: 27.76%
• YTD: 35.58%
• 1Y: 61.78%
• 3Y*: 29.32%
• 5Y*: 14.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UMBHX vs. FTXSX - Yearly Performance Comparison

	2026 (YTD)
UMBHX Carillon Scout Small Cap Fund	2.62%
FTXSX FullerThaler Behavioral Small-Cap Growth Fund	2.39%

Correlation

The correlation between UMBHX and FTXSX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	0.93

Return for Risk

UMBHX vs. FTXSX — Risk / Return Rank

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

UMBHX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FTXSX

FTXSX Risk / Return Rank: 81
FTXSX Sharpe Ratio Rank: 80
FTXSX Sortino Ratio Rank: 68
FTXSX Omega Ratio Rank: 66
FTXSX Calmar Ratio Rank: 96
FTXSX Martin Ratio Rank: 96

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.

UMBHX vs. FTXSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Small Cap Fund (UMBHX) and FullerThaler Behavioral Small-Cap Growth Fund (FTXSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	UMBHX	FTXSX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.07	—
Sortino ratio: Return per unit of downside risk	—	2.59	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	4.78	—
Martin ratio: Return relative to average drawdown	—	18.01	—

Drawdowns

UMBHX vs. FTXSX - Drawdown Comparison

The maximum UMBHX drawdown since its inception was -6.07%, smaller than the maximum FTXSX drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for UMBHX and FTXSX.

Drawdown Indicators

	UMBHX	FTXSX	Difference
Max Drawdown Largest peak-to-trough decline	-6.07%	-45.03%	+38.96%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.37%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-32.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.58%	—
Current Drawdown Current decline from peak	-3.89%	-5.41%	+1.52%
Average Drawdown Average peak-to-trough decline	-1.91%	-12.36%	+10.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.28%	—

Volatility

Volatility by Period

	UMBHX	FTXSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	31.56%	28.65%	+2.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.56%	27.21%	+4.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.56%	27.84%	+3.72%

UMBHX vs. FTXSX - Expense Ratio Comparison

UMBHX has a 0.90% expense ratio, which is lower than FTXSX's 1.00% expense ratio.

Dividends

UMBHX vs. FTXSX - Dividend Comparison

Neither UMBHX nor FTXSX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
FTXSX FullerThaler Behavioral Small-Cap Growth Fund	0.00%	0.00%	0.00%	0.00%	0.00%	17.00%
UMBHX Carillon Scout Small Cap Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UMBHX and FTXSX in my portfolio?

With a correlation of 0.93, UMBHX and FTXSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.