UMBMX vs. IJH

In the year-to-date period, UMBMX achieves a 4.62% return, which is significantly higher than IJH's -0.51% return. Over the past 10 years, UMBMX has underperformed IJH with an annualized return of 4.50%, while IJH has yielded a comparatively higher 8.89% annualized return.

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UMBMX has a 0.95% expense ratio, which is higher than IJH's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and iShares Core S&P Mid-Cap ETF (IJH). 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.

The current UMBMX Sharpe Ratio is -0.01, which is lower than the IJH Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of UMBMX and IJH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UMBMX's dividend yield for the trailing twelve months is around 15.06%, more than IJH's 1.34% yield.

The maximum UMBMX drawdown since its inception was -53.84%, roughly equal to the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for UMBMX and IJH. For additional features, visit the drawdowns tool.

The current volatility for Carillon Scout Mid Cap Fund (UMBMX) is 5.09%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 5.90%. This indicates that UMBMX experiences smaller price fluctuations and is considered to be less risky than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.