UMBMX vs. SCHM
Compare and contrast key facts about Carillon Scout Mid Cap Fund (UMBMX) and Schwab US Mid-Cap ETF (SCHM).
UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011.
Performance
UMBMX vs. SCHM - Performance Comparison
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UMBMX vs. SCHM - 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% |
SCHM Schwab US Mid-Cap ETF | 4.64% | 10.17% | 11.98% | 16.69% | -17.07% | 19.36% | 15.26% | 27.48% | -8.77% | 19.60% |
Returns By Period
In the year-to-date period, UMBMX achieves a 5.10% return, which is significantly higher than SCHM's 4.64% return. Over the past 10 years, UMBMX has outperformed SCHM with an annualized return of 12.47%, while SCHM has yielded a comparatively lower 10.45% annualized return.
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%
SCHM
- 1D
- 0.45%
- 1M
- -3.15%
- YTD
- 4.64%
- 6M
- 5.67%
- 1Y
- 19.31%
- 3Y*
- 13.25%
- 5Y*
- 6.10%
- 10Y*
- 10.45%
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UMBMX vs. SCHM - Expense Ratio Comparison
UMBMX has a 0.95% expense ratio, which is higher than SCHM's 0.04% expense ratio.
Return for Risk
UMBMX vs. SCHM — Risk / Return Rank
UMBMX
SCHM
UMBMX vs. SCHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Schwab US Mid-Cap ETF (SCHM). 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 | SCHM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.92 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.41 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.49 | +0.48 |
Martin ratioReturn relative to average drawdown | 8.52 | 6.48 | +2.04 |
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 | SCHM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.92 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.31 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.51 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.55 | +0.02 |
Correlation
The correlation between UMBMX and SCHM 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. SCHM - Dividend Comparison
UMBMX's dividend yield for the trailing twelve months is around 9.79%, more than SCHM's 1.39% 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% |
SCHM Schwab US Mid-Cap ETF | 1.39% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
Drawdowns
UMBMX vs. SCHM - Drawdown Comparison
The maximum UMBMX drawdown since its inception was -49.91%, which is greater than SCHM's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for UMBMX and SCHM.
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Drawdown Indicators
| UMBMX | SCHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.91% | -42.43% | -7.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -9.32% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -26.46% | +0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -42.43% | +5.52% |
Current DrawdownCurrent decline from peak | -5.69% | -5.02% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -5.71% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.25% | -0.33% |
Volatility
UMBMX vs. SCHM - Volatility Comparison
The current volatility for Carillon Scout Mid Cap Fund (UMBMX) is 6.29%, while Schwab US Mid-Cap ETF (SCHM) has a volatility of 6.81%. This indicates that UMBMX experiences smaller price fluctuations and is considered to be less risky than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMBMX | SCHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 6.81% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 12.07% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 21.15% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 19.50% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 20.40% | -1.34% |