UMBMX vs. CMJAX
Compare and contrast key facts about Carillon Scout Mid Cap Fund (UMBMX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX).
UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006. CMJAX is a passively managed fund by Calvert Research and Management that tracks the performance of the Calvert US Mid-Cap Core Responsible Index. It was launched on Oct 30, 2015.
Performance
UMBMX vs. CMJAX - Performance Comparison
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UMBMX vs. CMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMBMX Carillon Scout Mid Cap Fund | 5.10% | 15.46% | 22.93% | 12.73% | -17.31% | 15.69% | 27.28% | 20.76% | -9.83% | 24.04% |
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 0.95% | 9.14% | 12.24% | 15.00% | -19.32% | 20.96% | 23.72% | 30.67% | -9.50% | 18.70% |
Returns By Period
In the year-to-date period, UMBMX achieves a 5.10% return, which is significantly higher than CMJAX's 0.95% return. Over the past 10 years, UMBMX has outperformed CMJAX with an annualized return of 12.47%, while CMJAX has yielded a comparatively lower 10.46% annualized return.
UMBMX
- 1D
- 0.79%
- 1M
- -3.37%
- YTD
- 5.10%
- 6M
- 6.87%
- 1Y
- 22.83%
- 3Y*
- 18.19%
- 5Y*
- 7.93%
- 10Y*
- 12.47%
CMJAX
- 1D
- 0.98%
- 1M
- -3.78%
- YTD
- 0.95%
- 6M
- 1.89%
- 1Y
- 13.43%
- 3Y*
- 10.86%
- 5Y*
- 4.94%
- 10Y*
- 10.46%
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UMBMX vs. CMJAX - Expense Ratio Comparison
UMBMX has a 0.95% expense ratio, which is higher than CMJAX's 0.49% expense ratio.
Return for Risk
UMBMX vs. CMJAX — Risk / Return Rank
UMBMX
CMJAX
UMBMX vs. CMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX). 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.
| UMBMX | CMJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.78 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.23 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.16 | +0.81 |
Martin ratioReturn relative to average drawdown | 8.52 | 4.99 | +3.53 |
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
| UMBMX | CMJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.78 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.27 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.54 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.54 | +0.02 |
Correlation
The correlation between UMBMX and CMJAX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
UMBMX vs. CMJAX - Dividend Comparison
UMBMX's dividend yield for the trailing twelve months is around 9.79%, more than CMJAX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMBMX Carillon Scout Mid Cap Fund | 9.79% | 10.29% | 15.75% | 0.17% | 4.21% | 11.54% | 2.40% | 0.74% | 8.09% | 8.38% | 2.39% | 8.74% |
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 4.36% | 4.40% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% | 0.00% |
Drawdowns
UMBMX vs. CMJAX - Drawdown Comparison
The maximum UMBMX drawdown since its inception was -49.91%, which is greater than CMJAX's maximum drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for UMBMX and CMJAX.
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Drawdown Indicators
| UMBMX | CMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.91% | -38.09% | -11.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -9.39% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -28.22% | +1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -38.09% | +1.18% |
Current DrawdownCurrent decline from peak | -5.69% | -5.91% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -6.43% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.04% | -0.12% |
Volatility
UMBMX vs. CMJAX - Volatility Comparison
Carillon Scout Mid Cap Fund (UMBMX) has a higher volatility of 6.29% compared to Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) at 5.90%. This indicates that UMBMX's price experiences larger fluctuations and is considered to be riskier than CMJAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMBMX | CMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 5.90% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 10.62% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 18.99% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 18.58% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 19.53% | -0.47% |