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UMBMX vs. CWSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMBMX vs. CWSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Scout Mid Cap Fund (UMBMX) and Chartwell Small Cap Value Fund (CWSIX). The values are adjusted to include any dividend payments, if applicable.

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UMBMX vs. CWSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMBMX
Carillon Scout Mid Cap Fund
1.19%15.46%22.93%12.73%-17.31%15.69%27.28%20.76%-9.83%24.04%
CWSIX
Chartwell Small Cap Value Fund
3.65%-0.50%11.09%12.36%-9.72%24.32%-5.58%24.58%-12.73%8.68%

Returns By Period

In the year-to-date period, UMBMX achieves a 1.19% return, which is significantly lower than CWSIX's 3.65% return. Over the past 10 years, UMBMX has outperformed CWSIX with an annualized return of 12.05%, while CWSIX has yielded a comparatively lower 7.11% annualized return.


UMBMX

1D
-1.13%
1M
-8.82%
YTD
1.19%
6M
3.17%
1Y
20.26%
3Y*
16.71%
5Y*
7.39%
10Y*
12.05%

CWSIX

1D
-1.08%
1M
-9.37%
YTD
3.65%
6M
6.15%
1Y
14.42%
3Y*
8.56%
5Y*
4.29%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMBMX vs. CWSIX - Expense Ratio Comparison

UMBMX has a 0.95% expense ratio, which is lower than CWSIX's 1.05% expense ratio.


Return for Risk

UMBMX vs. CWSIX — Risk / Return Rank

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

UMBMX
UMBMX Risk / Return Rank: 6666
Overall Rank
UMBMX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UMBMX Sortino Ratio Rank: 6565
Sortino Ratio Rank
UMBMX Omega Ratio Rank: 6262
Omega Ratio Rank
UMBMX Calmar Ratio Rank: 6868
Calmar Ratio Rank
UMBMX Martin Ratio Rank: 7171
Martin Ratio Rank

CWSIX
CWSIX Risk / Return Rank: 2525
Overall Rank
CWSIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CWSIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
CWSIX Omega Ratio Rank: 2323
Omega Ratio Rank
CWSIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
CWSIX Martin Ratio Rank: 2424
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. CWSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Chartwell Small Cap Value Fund (CWSIX). 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.


UMBMXCWSIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.61

+0.53

Sortino ratio

Return per unit of downside risk

1.64

1.02

+0.61

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

1.53

0.78

+0.76

Martin ratio

Return relative to average drawdown

6.74

2.56

+4.18

UMBMX vs. CWSIX - Sharpe Ratio Comparison

The current UMBMX Sharpe Ratio is 1.14, which is higher than the CWSIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of UMBMX and CWSIX, 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


UMBMXCWSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.61

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.21

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.32

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.38

+0.17

Correlation

The correlation between UMBMX and CWSIX is 0.86, 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. CWSIX - Dividend Comparison

UMBMX's dividend yield for the trailing twelve months is around 10.17%, less than CWSIX's 21.54% yield.


TTM20252024202320222021202020192018201720162015
UMBMX
Carillon Scout Mid Cap Fund
10.17%10.29%15.75%0.17%4.21%11.54%2.40%0.74%8.09%8.38%2.39%8.74%
CWSIX
Chartwell Small Cap Value Fund
21.54%22.32%41.77%3.44%1.20%10.61%0.74%4.17%8.19%4.28%0.47%0.80%

Drawdowns

UMBMX vs. CWSIX - Drawdown Comparison

The maximum UMBMX drawdown since its inception was -49.91%, which is greater than CWSIX's maximum drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for UMBMX and CWSIX.


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Drawdown Indicators


UMBMXCWSIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.91%

-44.08%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-15.74%

+3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-29.09%

+2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-44.08%

+7.17%

Current Drawdown

Current decline from peak

-9.19%

-11.57%

+2.38%

Average Drawdown

Average peak-to-trough decline

-7.15%

-6.84%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

4.76%

-1.89%

Volatility

UMBMX vs. CWSIX - Volatility Comparison

The current volatility for Carillon Scout Mid Cap Fund (UMBMX) is 5.58%, while Chartwell Small Cap Value Fund (CWSIX) has a volatility of 6.65%. This indicates that UMBMX experiences smaller price fluctuations and is considered to be less risky than CWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMBMXCWSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

6.65%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

13.75%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

24.32%

-5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

20.46%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

22.64%

-3.60%