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UMBMX vs. CMJAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMBMX vs. CMJAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Scout Mid Cap Fund (UMBMX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX). The values are adjusted to include any dividend payments, if applicable.

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UMBMX vs. CMJAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

UMBMX
UMBMX Risk / Return Rank: 6767
Overall Rank
UMBMX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
UMBMX Sortino Ratio Rank: 6464
Sortino Ratio Rank
UMBMX Omega Ratio Rank: 6060
Omega Ratio Rank
UMBMX Calmar Ratio Rank: 7171
Calmar Ratio Rank
UMBMX Martin Ratio Rank: 7575
Martin Ratio Rank

CMJAX
CMJAX Risk / Return Rank: 3030
Overall Rank
CMJAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CMJAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
CMJAX Omega Ratio Rank: 2626
Omega Ratio Rank
CMJAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
CMJAX Martin Ratio Rank: 3838
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.

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.


UMBMXCMJAXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.78

+0.53

Sortino ratio

Return per unit of downside risk

1.86

1.23

+0.63

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.10

Calmar ratio

Return relative to maximum drawdown

1.97

1.16

+0.81

Martin ratio

Return relative to average drawdown

8.52

4.99

+3.53

UMBMX vs. CMJAX - Sharpe Ratio Comparison

The current UMBMX Sharpe Ratio is 1.31, which is higher than the CMJAX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of UMBMX and CMJAX, 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


UMBMXCMJAXDifference

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.


TTM20252024202320222021202020192018201720162015
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


UMBMXCMJAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.69%

-5.91%

+0.22%

Average Drawdown

Average peak-to-trough decline

-7.15%

-6.43%

-0.72%

Ulcer Index

Depth 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


UMBMXCMJAXDifference

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%