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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UMBMX or VOO.
Key characteristics
UMBMX | VOO | |
---|---|---|
YTD Return | 12.94% | 11.89% |
1Y Return | 25.76% | 28.60% |
3Y Return (Ann) | 3.36% | 10.22% |
5Y Return (Ann) | 10.58% | 15.10% |
10Y Return (Ann) | 10.02% | 12.90% |
Sharpe Ratio | 1.79 | 2.47 |
Daily Std Dev | 14.15% | 11.53% |
Max Drawdown | -53.84% | -33.99% |
Current Drawdown | -0.16% | 0.00% |
Correlation
The correlation between UMBMX and VOO is 0.90, 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.
Performance
UMBMX vs. VOO - Performance Comparison
In the year-to-date period, UMBMX achieves a 12.94% return, which is significantly higher than VOO's 11.89% return. Over the past 10 years, UMBMX has underperformed VOO with an annualized return of 10.02%, while VOO has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
UMBMX vs. VOO - Risk-Adjusted Performance 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.
Dividends
UMBMX vs. VOO - Dividend Comparison
UMBMX's dividend yield for the trailing twelve months is around 0.15%, less than VOO's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Carillon Scout Mid Cap Fund | 0.15% | 0.17% | 4.21% | 11.54% | 2.40% | 0.74% | 8.09% | 8.38% | 2.39% | 8.74% | 20.02% | 5.56% |
Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
UMBMX vs. VOO - Drawdown Comparison
The maximum UMBMX drawdown since its inception was -53.84%, 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. For additional features, visit the drawdowns tool.
Volatility
UMBMX vs. VOO - Volatility Comparison
Carillon Scout Mid Cap Fund (UMBMX) has a higher volatility of 3.86% compared to Vanguard S&P 500 ETF (VOO) at 3.17%. 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.