UMBMX vs. VOO
UMBMX (Carillon Scout Mid Cap Fund) and VOO (Vanguard S&P 500 ETF) are both funds - UMBMX is a Mid Cap Blend Equities fund managed by Carillon Family of Funds, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, UMBMX returned 12.46%/yr vs 15.14%/yr for VOO. Their correlation of 0.89 means they have usually moved in the same direction. UMBMX charges 0.95%/yr vs 0.03%/yr for VOO.
Performance
UMBMX vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UMBMX achieves a 13.33% return, which is significantly higher than VOO's 10.16% return. Over the past 10 years, UMBMX has underperformed VOO with an annualized return of 12.46%, while VOO has yielded a comparatively higher 15.14% annualized return.
UMBMX
- 1D
- 0.88%
- 1M
- -0.90%
- 6M
- 8.81%
- YTD
- 13.33%
- 1Y
- 23.35%
- 3Y*
- 17.85%
- 5Y*
- 8.95%
- 10Y*
- 12.46%
- ALL TIME*
- 11.97%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.82B | $3.78B | $5.44B |
UMBMX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMBMX Carillon Scout Mid Cap Fund | 13.33% | 15.46% | 22.93% | 12.73% | -17.31% | 15.69% | 27.28% | 20.76% | -9.83% | 24.04% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between UMBMX and VOO is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.89 |
The correlation between UMBMX and VOO shifts across timeframes, from 0.76 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UMBMX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.21 | 0.00 |
| Martin ratioReturn relative to average drawdown | 8.31 | 9.44 | -1.12 |
Loading charts...
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.
Loading charts...
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 | -9.19% | -8.90% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -18.69% | -0.72% |
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 | -3.06% | -1.38% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -3.67% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.08% | +0.38% |
Volatility
UMBMX vs. VOO - Volatility Comparison
The current volatility for Carillon Scout Mid Cap Fund (UMBMX) is 3.15%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.54%. This indicates that UMBMX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UMBMX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 3.54% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 10.10% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 12.82% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 16.93% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.09% | 18.01% | +1.08% |
UMBMX vs. VOO - Expense Ratio Comparison
UMBMX has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
UMBMX vs. VOO - Dividend Comparison
UMBMX's dividend yield for the trailing twelve months is around 9.08%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMBMX Carillon Scout Mid Cap Fund | 9.08% | 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 | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
UMBMX and VOO have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (3.54%) compared to UMBMX (3.15%). In terms of maximum drawdown, UMBMX dropped -49.91% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for UMBMX and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer