UMBMX vs. XMHQ
Compare and contrast key facts about Carillon Scout Mid Cap Fund (UMBMX) and Invesco S&P MidCap Quality ETF (XMHQ).
UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006.
Performance
UMBMX vs. XMHQ - Performance Comparison
Loading graphics...
UMBMX vs. XMHQ - 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% |
XMHQ Invesco S&P MidCap Quality ETF | 2.09% | 4.71% | 16.79% | 29.51% | -12.42% | 20.98% | 26.61% | 27.18% | -9.08% | 15.64% |
Returns By Period
In the year-to-date period, UMBMX achieves a 4.28% return, which is significantly higher than XMHQ's 2.09% return. Both investments have delivered pretty close results over the past 10 years, with UMBMX having a 12.39% annualized return and XMHQ not far ahead at 12.53%.
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%
XMHQ
- 1D
- 1.01%
- 1M
- -4.01%
- YTD
- 2.09%
- 6M
- -0.40%
- 1Y
- 13.46%
- 3Y*
- 14.90%
- 5Y*
- 8.29%
- 10Y*
- 12.53%
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. XMHQ - Expense Ratio Comparison
UMBMX has a 0.95% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
Return for Risk
UMBMX vs. XMHQ — Risk / Return Rank
UMBMX
XMHQ
UMBMX vs. XMHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carillon Scout Mid Cap Fund (UMBMX) and Invesco S&P MidCap Quality ETF (XMHQ). 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 | XMHQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.67 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.13 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.14 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.18 | +0.77 |
Martin ratioReturn relative to average drawdown | 8.46 | 4.29 | +4.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| UMBMX | XMHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.67 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.40 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.61 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.44 | +0.13 |
Correlation
The correlation between UMBMX and XMHQ is 0.82, 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. XMHQ - Dividend Comparison
UMBMX's dividend yield for the trailing twelve months is around 9.87%, more than XMHQ's 0.59% 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% |
XMHQ Invesco S&P MidCap Quality ETF | 0.59% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
Drawdowns
UMBMX vs. XMHQ - Drawdown Comparison
The maximum UMBMX drawdown since its inception was -49.91%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for UMBMX and XMHQ.
Loading graphics...
Drawdown Indicators
| UMBMX | XMHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.91% | -58.19% | +8.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.54% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -25.47% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -36.90% | -0.01% |
Current DrawdownCurrent decline from peak | -6.43% | -4.40% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -9.35% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.44% | -0.54% |
Volatility
UMBMX vs. XMHQ - Volatility Comparison
Carillon Scout Mid Cap Fund (UMBMX) has a higher volatility of 6.54% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 5.99%. This indicates that UMBMX's price experiences larger fluctuations and is considered to be riskier than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| UMBMX | XMHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 5.99% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 11.42% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 20.29% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.71% | 20.76% | -3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 20.69% | -1.63% |