UMBMX vs. VOO
Compare and contrast key facts about Carillon Scout Mid Cap Fund (UMBMX) and Vanguard S&P 500 ETF (VOO).
UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
UMBMX vs. VOO - Performance Comparison
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UMBMX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, UMBMX achieves a 4.28% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, UMBMX has underperformed VOO with an annualized return of 12.39%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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UMBMX vs. VOO - Expense Ratio Comparison
UMBMX has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
UMBMX vs. VOO — Risk / Return Rank
UMBMX
VOO
UMBMX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.01 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.53 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.55 | +0.39 |
Martin ratioReturn relative to average drawdown | 8.46 | 7.31 | +1.15 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.01 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.71 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.79 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.83 | -0.27 |
Correlation
The correlation between UMBMX and VOO 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.
Dividends
UMBMX vs. VOO - Dividend Comparison
UMBMX's dividend yield for the trailing twelve months is around 9.87%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
UMBMX vs. VOO - Drawdown Comparison
The maximum UMBMX drawdown since its inception was -49.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UMBMX and VOO.
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Drawdown Indicators
| UMBMX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.91% | -33.99% | -15.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -11.98% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -24.52% | -1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -33.99% | -2.92% |
Current DrawdownCurrent decline from peak | -6.43% | -5.55% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -3.72% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.55% | +0.35% |
Volatility
UMBMX vs. VOO - Volatility Comparison
Carillon Scout Mid Cap Fund (UMBMX) has a higher volatility of 6.54% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that UMBMX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMBMX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 5.34% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 9.47% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 18.11% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.71% | 16.82% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 17.99% | +1.07% |