UMBMX vs. FTSIX
Compare and contrast key facts about Carillon Scout Mid Cap Fund (UMBMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
UMBMX vs. FTSIX - Performance Comparison
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UMBMX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UMBMX Carillon Scout Mid Cap Fund | 4.28% | 15.46% | 22.93% | 12.73% | -17.31% | 15.69% | 27.28% | 20.76% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 6.17% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, UMBMX achieves a 4.28% return, which is significantly lower than FTSIX's 6.17% 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%
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
- —
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UMBMX vs. FTSIX - Expense Ratio Comparison
UMBMX has a 0.95% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
UMBMX vs. FTSIX — Risk / Return Rank
UMBMX
FTSIX
UMBMX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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 | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.91 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.41 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.42 | +0.53 |
Martin ratioReturn relative to average drawdown | 8.46 | 5.73 | +2.73 |
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 | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.91 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.28 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.53 | +0.03 |
Correlation
The correlation between UMBMX and FTSIX is 0.91, 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. FTSIX - Dividend Comparison
UMBMX's dividend yield for the trailing twelve months is around 9.87%, more than FTSIX's 0.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.61% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UMBMX vs. FTSIX - Drawdown Comparison
The maximum UMBMX drawdown since its inception was -49.91%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for UMBMX and FTSIX.
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Drawdown Indicators
| UMBMX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.91% | -42.12% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -13.29% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -27.57% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | — | — |
Current DrawdownCurrent decline from peak | -6.43% | -4.50% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -7.80% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.29% | -0.39% |
Volatility
UMBMX vs. FTSIX - Volatility Comparison
Carillon Scout Mid Cap Fund (UMBMX) has a higher volatility of 6.54% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.75%. This indicates that UMBMX's price experiences larger fluctuations and is considered to be riskier than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMBMX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 5.75% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 11.27% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 20.15% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.71% | 19.14% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 23.49% | -4.43% |