UMBMX vs. SYLD

In the year-to-date period, UMBMX achieves a 4.62% return, which is significantly higher than SYLD's -3.47% return. Over the past 10 years, UMBMX has underperformed SYLD with an annualized return of 4.50%, while SYLD has yielded a comparatively higher 10.30% annualized return.

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UMBMX has a 0.95% expense ratio, which is higher than SYLD's 0.59% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Cambria Shareholder Yield ETF (SYLD). 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 higher than the SYLD Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of UMBMX and SYLD, 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 SYLD's 2.15% yield.

The maximum UMBMX drawdown since its inception was -53.84%, which is greater than SYLD's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for UMBMX and SYLD. For additional features, visit the drawdowns tool.

The current volatility for Carillon Scout Mid Cap Fund (UMBMX) is 5.09%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 6.05%. This indicates that UMBMX experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.