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UMBMX vs. SUBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMBMX vs. SUBFX - Performance Comparison

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

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UMBMX vs. SUBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMBMX
Carillon Scout Mid Cap Fund
4.28%15.46%22.93%12.73%-17.31%15.69%27.28%20.76%-9.83%24.04%
SUBFX
Carillon Reams Unconstrained Bond Fund
0.65%10.61%4.22%8.53%-4.74%-0.32%11.18%6.52%0.53%2.04%

Returns By Period

In the year-to-date period, UMBMX achieves a 4.28% return, which is significantly higher than SUBFX's 0.65% return. Over the past 10 years, UMBMX has outperformed SUBFX with an annualized return of 12.39%, while SUBFX has yielded a comparatively lower 4.06% annualized 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%

SUBFX

1D
0.40%
1M
-1.02%
YTD
0.65%
6M
1.59%
1Y
7.17%
3Y*
6.40%
5Y*
3.58%
10Y*
4.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMBMX vs. SUBFX - Expense Ratio Comparison

UMBMX has a 0.95% expense ratio, which is higher than SUBFX's 0.50% expense ratio.


Return for Risk

UMBMX vs. SUBFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UMBMX
UMBMX Risk / Return Rank: 7373
Overall Rank
UMBMX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UMBMX Sortino Ratio Rank: 7171
Sortino Ratio Rank
UMBMX Omega Ratio Rank: 6666
Omega Ratio Rank
UMBMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
UMBMX Martin Ratio Rank: 8181
Martin Ratio Rank

SUBFX
SUBFX Risk / Return Rank: 9494
Overall Rank
SUBFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SUBFX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SUBFX Omega Ratio Rank: 9090
Omega Ratio Rank
SUBFX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SUBFX Martin Ratio Rank: 9595
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. SUBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Carillon Reams Unconstrained Bond Fund (SUBFX). 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.


UMBMXSUBFXDifference

Sharpe ratio

Return per unit of total volatility

1.29

2.10

-0.81

Sortino ratio

Return per unit of downside risk

1.84

3.15

-1.31

Omega ratio

Gain probability vs. loss probability

1.26

1.42

-0.16

Calmar ratio

Return relative to maximum drawdown

1.94

3.61

-1.67

Martin ratio

Return relative to average drawdown

8.46

13.88

-5.42

UMBMX vs. SUBFX - Sharpe Ratio Comparison

The current UMBMX Sharpe Ratio is 1.29, which is lower than the SUBFX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of UMBMX and SUBFX, 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


UMBMXSUBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

2.10

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.66

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.77

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.96

-0.39

Correlation

The correlation between UMBMX and SUBFX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UMBMX vs. SUBFX - Dividend Comparison

UMBMX's dividend yield for the trailing twelve months is around 9.87%, more than SUBFX's 5.88% yield.


TTM20252024202320222021202020192018201720162015
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%
SUBFX
Carillon Reams Unconstrained Bond Fund
5.88%6.44%4.92%4.52%2.16%1.96%3.01%2.83%2.06%1.17%1.01%0.52%

Drawdowns

UMBMX vs. SUBFX - Drawdown Comparison

The maximum UMBMX drawdown since its inception was -49.91%, which is greater than SUBFX's maximum drawdown of -11.22%. Use the drawdown chart below to compare losses from any high point for UMBMX and SUBFX.


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Drawdown Indicators


UMBMXSUBFXDifference

Max Drawdown

Largest peak-to-trough decline

-49.91%

-11.22%

-38.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-2.11%

-10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-11.17%

-15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-11.22%

-25.69%

Current Drawdown

Current decline from peak

-6.43%

-1.17%

-5.26%

Average Drawdown

Average peak-to-trough decline

-7.15%

-1.47%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

0.55%

+2.35%

Volatility

UMBMX vs. SUBFX - Volatility Comparison

Carillon Scout Mid Cap Fund (UMBMX) has a higher volatility of 6.54% compared to Carillon Reams Unconstrained Bond Fund (SUBFX) at 1.61%. This indicates that UMBMX's price experiences larger fluctuations and is considered to be riskier than SUBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMBMXSUBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

1.61%

+4.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

2.20%

+8.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

3.56%

+15.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

5.43%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

5.26%

+13.80%