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UMBMX vs. GENIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMBMX vs. GENIX - Performance Comparison

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

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UMBMX vs. GENIX - 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%
GENIX
Gotham Enhanced Return Fund
0.20%21.16%27.31%25.26%-12.02%39.66%-8.21%21.54%-5.97%18.21%

Returns By Period

In the year-to-date period, UMBMX achieves a 5.10% return, which is significantly higher than GENIX's 0.20% return. Both investments have delivered pretty close results over the past 10 years, with UMBMX having a 12.47% annualized return and GENIX not far behind at 12.38%.


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%

GENIX

1D
0.82%
1M
-2.13%
YTD
0.20%
6M
3.70%
1Y
23.10%
3Y*
22.84%
5Y*
16.16%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMBMX vs. GENIX - Expense Ratio Comparison

UMBMX has a 0.95% expense ratio, which is lower than GENIX's 1.50% expense ratio.


Return for Risk

UMBMX vs. GENIX — 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

GENIX
GENIX Risk / Return Rank: 7171
Overall Rank
GENIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GENIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
GENIX Omega Ratio Rank: 6969
Omega Ratio Rank
GENIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
GENIX Martin Ratio Rank: 8888
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. GENIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Gotham Enhanced Return Fund (GENIX). 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.


UMBMXGENIXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.31

0.00

Sortino ratio

Return per unit of downside risk

1.86

1.90

-0.04

Omega ratio

Gain probability vs. loss probability

1.27

1.29

-0.03

Calmar ratio

Return relative to maximum drawdown

1.97

2.00

-0.02

Martin ratio

Return relative to average drawdown

8.52

10.56

-2.03

UMBMX vs. GENIX - Sharpe Ratio Comparison

The current UMBMX Sharpe Ratio is 1.31, which is comparable to the GENIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of UMBMX and GENIX, 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


UMBMXGENIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.31

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.94

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.67

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.60

-0.04

Correlation

The correlation between UMBMX and GENIX is 0.85, 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. GENIX - Dividend Comparison

UMBMX's dividend yield for the trailing twelve months is around 9.79%, more than GENIX's 2.07% 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%
GENIX
Gotham Enhanced Return Fund
2.07%2.07%19.28%9.82%8.02%19.31%0.14%32.49%9.60%0.97%0.00%1.85%

Drawdowns

UMBMX vs. GENIX - Drawdown Comparison

The maximum UMBMX drawdown since its inception was -49.91%, which is greater than GENIX's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for UMBMX and GENIX.


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Drawdown Indicators


UMBMXGENIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.91%

-39.35%

-10.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-7.08%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-20.74%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-39.35%

+2.44%

Current Drawdown

Current decline from peak

-5.69%

-3.42%

-2.27%

Average Drawdown

Average peak-to-trough decline

-7.15%

-5.71%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.42%

+0.50%

Volatility

UMBMX vs. GENIX - Volatility Comparison

Carillon Scout Mid Cap Fund (UMBMX) has a higher volatility of 6.29% compared to Gotham Enhanced Return Fund (GENIX) at 4.57%. This indicates that UMBMX's price experiences larger fluctuations and is considered to be riskier than GENIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMBMXGENIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

4.57%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

9.46%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

18.79%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

17.22%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

18.52%

+0.54%