UMBMX vs. FZFLX
Compare and contrast key facts about Carillon Scout Mid Cap Fund (UMBMX) and Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX).
UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006. FZFLX is managed by Fidelity. It was launched on Aug 12, 2015.
Performance
UMBMX vs. FZFLX - Performance Comparison
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UMBMX vs. FZFLX - 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% |
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 10.04% | 10.76% | 15.52% | 17.75% | -15.62% | 20.40% | 19.78% | 31.96% | -9.25% | 18.41% |
Returns By Period
In the year-to-date period, UMBMX achieves a 5.10% return, which is significantly lower than FZFLX's 10.04% return. Both investments have delivered pretty close results over the past 10 years, with UMBMX having a 12.47% annualized return and FZFLX not far behind at 12.31%.
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%
FZFLX
- 1D
- 2.07%
- 1M
- -1.00%
- YTD
- 10.04%
- 6M
- 11.37%
- 1Y
- 27.07%
- 3Y*
- 16.84%
- 5Y*
- 8.60%
- 10Y*
- 12.31%
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UMBMX vs. FZFLX - Expense Ratio Comparison
UMBMX has a 0.95% expense ratio, which is higher than FZFLX's 0.05% expense ratio.
Return for Risk
UMBMX vs. FZFLX — Risk / Return Rank
UMBMX
FZFLX
UMBMX vs. FZFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX). 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 | FZFLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.20 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.74 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.07 | -0.09 |
Martin ratioReturn relative to average drawdown | 8.52 | 8.86 | -0.34 |
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 | FZFLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.20 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.42 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.59 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.55 | +0.02 |
Correlation
The correlation between UMBMX and FZFLX 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. FZFLX - Dividend Comparison
UMBMX's dividend yield for the trailing twelve months is around 9.79%, less than FZFLX's 52.49% 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% |
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 52.49% | 57.77% | 10.20% | 2.35% | 79.79% | 50.77% | 7.19% | 6.49% | 7.69% | 1.68% | 0.93% | 0.67% |
Drawdowns
UMBMX vs. FZFLX - Drawdown Comparison
The maximum UMBMX drawdown since its inception was -49.91%, which is greater than FZFLX's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for UMBMX and FZFLX.
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Drawdown Indicators
| UMBMX | FZFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.91% | -42.03% | -7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -10.68% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -24.77% | -1.53% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -42.03% | +5.12% |
Current DrawdownCurrent decline from peak | -5.69% | -4.27% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -5.81% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.39% | -0.47% |
Volatility
UMBMX vs. FZFLX - Volatility Comparison
The current volatility for Carillon Scout Mid Cap Fund (UMBMX) is 6.29%, while Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) has a volatility of 11.08%. This indicates that UMBMX experiences smaller price fluctuations and is considered to be less risky than FZFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMBMX | FZFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 11.08% | -4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 16.42% | -5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 24.40% | -5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 20.78% | -3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 20.91% | -1.85% |