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UMBMX vs. EISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMBMX vs. EISIX - Performance Comparison

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

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UMBMX vs. EISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMBMX
Carillon Scout Mid Cap Fund
4.28%15.46%22.93%12.73%-17.31%15.69%27.28%20.76%-9.83%24.04%
EISIX
Carillon ClariVest International Stock Fund
3.37%39.31%14.86%20.02%-11.83%17.84%2.92%18.66%-17.86%27.57%

Returns By Period

In the year-to-date period, UMBMX achieves a 4.28% return, which is significantly higher than EISIX's 3.37% return. Over the past 10 years, UMBMX has outperformed EISIX with an annualized return of 12.39%, while EISIX has yielded a comparatively lower 10.63% annualized return.


UMBMX

1D
3.05%
1M
-6.25%
YTD
4.28%
6M
6.36%
1Y
23.27%
3Y*
17.88%
5Y*
7.76%
10Y*
12.39%

EISIX

1D
3.14%
1M
-8.41%
YTD
3.37%
6M
10.01%
1Y
35.79%
3Y*
22.22%
5Y*
13.60%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMBMX vs. EISIX - Expense Ratio Comparison

UMBMX has a 0.95% expense ratio, which is lower than EISIX's 0.96% expense ratio.


Return for Risk

UMBMX vs. EISIX — Risk / Return Rank

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

UMBMX
UMBMX Risk / Return Rank: 7373
Overall Rank
UMBMX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UMBMX Sortino Ratio Rank: 7171
Sortino Ratio Rank
UMBMX Omega Ratio Rank: 6666
Omega Ratio Rank
UMBMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
UMBMX Martin Ratio Rank: 8181
Martin Ratio Rank

EISIX
EISIX Risk / Return Rank: 9292
Overall Rank
EISIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EISIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EISIX Omega Ratio Rank: 9191
Omega Ratio Rank
EISIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EISIX Martin Ratio Rank: 9292
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. EISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Carillon ClariVest International Stock Fund (EISIX). 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.


UMBMXEISIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

2.17

-0.87

Sortino ratio

Return per unit of downside risk

1.84

2.77

-0.93

Omega ratio

Gain probability vs. loss probability

1.26

1.43

-0.17

Calmar ratio

Return relative to maximum drawdown

1.94

2.84

-0.90

Martin ratio

Return relative to average drawdown

8.46

11.42

-2.96

UMBMX vs. EISIX - Sharpe Ratio Comparison

The current UMBMX Sharpe Ratio is 1.29, which is lower than the EISIX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of UMBMX and EISIX, 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


UMBMXEISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

2.17

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.86

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.64

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.52

+0.05

Correlation

The correlation between UMBMX and EISIX is 0.74, 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. EISIX - Dividend Comparison

UMBMX's dividend yield for the trailing twelve months is around 9.87%, more than EISIX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
UMBMX
Carillon Scout Mid Cap Fund
9.87%10.29%15.75%0.17%4.21%11.54%2.40%0.74%8.09%8.38%2.39%8.74%
EISIX
Carillon ClariVest International Stock Fund
2.90%3.00%3.83%2.95%0.87%1.81%1.09%2.39%1.81%1.36%2.31%0.77%

Drawdowns

UMBMX vs. EISIX - Drawdown Comparison

The maximum UMBMX drawdown since its inception was -49.91%, which is greater than EISIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for UMBMX and EISIX.


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Drawdown Indicators


UMBMXEISIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.91%

-39.30%

-10.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-12.54%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-27.05%

+0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-39.30%

+2.39%

Current Drawdown

Current decline from peak

-6.43%

-9.79%

+3.36%

Average Drawdown

Average peak-to-trough decline

-7.15%

-7.54%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.12%

-0.22%

Volatility

UMBMX vs. EISIX - Volatility Comparison

The current volatility for Carillon Scout Mid Cap Fund (UMBMX) is 6.54%, while Carillon ClariVest International Stock Fund (EISIX) has a volatility of 8.77%. This indicates that UMBMX experiences smaller price fluctuations and is considered to be less risky than EISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMBMXEISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

8.77%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

12.30%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

17.09%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

15.87%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

16.57%

+2.49%