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UMBMX vs. VINIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UMBMX and VINIX is 0.89, 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.


-0.50.00.51.00.9

Performance

UMBMX vs. VINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon Scout Mid Cap Fund (UMBMX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.33%
6.27%
UMBMX
VINIX

Key characteristics

Sharpe Ratio

UMBMX:

0.25

VINIX:

1.60

Sortino Ratio

UMBMX:

0.42

VINIX:

2.16

Omega Ratio

UMBMX:

1.08

VINIX:

1.29

Calmar Ratio

UMBMX:

0.27

VINIX:

2.47

Martin Ratio

UMBMX:

0.80

VINIX:

9.69

Ulcer Index

UMBMX:

6.40%

VINIX:

2.15%

Daily Std Dev

UMBMX:

20.07%

VINIX:

13.03%

Max Drawdown

UMBMX:

-53.84%

VINIX:

-55.19%

Current Drawdown

UMBMX:

-16.24%

VINIX:

-2.12%

Returns By Period

In the year-to-date period, UMBMX achieves a 3.11% return, which is significantly higher than VINIX's 2.41% return. Over the past 10 years, UMBMX has underperformed VINIX with an annualized return of 4.52%, while VINIX has yielded a comparatively higher 11.76% annualized return.


UMBMX

YTD

3.11%

1M

-2.17%

6M

-5.33%

1Y

3.08%

5Y*

4.66%

10Y*

4.52%

VINIX

YTD

2.41%

1M

-1.09%

6M

6.27%

1Y

18.18%

5Y*

12.06%

10Y*

11.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UMBMX vs. VINIX - Expense Ratio Comparison

UMBMX has a 0.95% expense ratio, which is higher than VINIX's 0.04% expense ratio.


UMBMX
Carillon Scout Mid Cap Fund
Expense ratio chart for UMBMX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VINIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

UMBMX vs. VINIX — Risk-Adjusted Performance Rank

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

UMBMX
The Risk-Adjusted Performance Rank of UMBMX is 1717
Overall Rank
The Sharpe Ratio Rank of UMBMX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of UMBMX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of UMBMX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of UMBMX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of UMBMX is 1515
Martin Ratio Rank

VINIX
The Risk-Adjusted Performance Rank of VINIX is 8383
Overall Rank
The Sharpe Ratio Rank of VINIX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VINIX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VINIX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VINIX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VINIX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UMBMX vs. VINIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). 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.


Sharpe ratio
The chart of Sharpe ratio for UMBMX, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.000.251.60
The chart of Sortino ratio for UMBMX, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.000.422.16
The chart of Omega ratio for UMBMX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.29
The chart of Calmar ratio for UMBMX, currently valued at 0.27, compared to the broader market0.005.0010.0015.0020.000.272.47
The chart of Martin ratio for UMBMX, currently valued at 0.80, compared to the broader market0.0020.0040.0060.0080.000.809.69
UMBMX
VINIX

The current UMBMX Sharpe Ratio is 0.25, which is lower than the VINIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of UMBMX and VINIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.25
1.60
UMBMX
VINIX

Dividends

UMBMX vs. VINIX - Dividend Comparison

UMBMX's dividend yield for the trailing twelve months is around 0.51%, less than VINIX's 1.24% yield.


TTM20242023202220212020201920182017201620152014
UMBMX
Carillon Scout Mid Cap Fund
0.51%0.53%0.17%1.14%0.08%0.20%0.67%0.55%0.28%0.58%0.90%0.10%
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.24%1.27%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%

Drawdowns

UMBMX vs. VINIX - Drawdown Comparison

The maximum UMBMX drawdown since its inception was -53.84%, roughly equal to the maximum VINIX drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UMBMX and VINIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.24%
-2.12%
UMBMX
VINIX

Volatility

UMBMX vs. VINIX - Volatility Comparison

Carillon Scout Mid Cap Fund (UMBMX) has a higher volatility of 4.42% compared to Vanguard Institutional Index Fund Institutional Shares (VINIX) at 3.43%. This indicates that UMBMX's price experiences larger fluctuations and is considered to be riskier than VINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
4.42%
3.43%
UMBMX
VINIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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