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WSMDX vs. HAGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WSMDXHAGAX
YTD Return13.43%16.04%
1Y Return17.46%14.56%
3Y Return (Ann)-7.46%-7.96%
5Y Return (Ann)2.26%4.75%
10Y Return (Ann)4.61%7.06%
Sharpe Ratio1.010.78
Sortino Ratio1.441.08
Omega Ratio1.181.16
Calmar Ratio0.520.40
Martin Ratio4.012.51
Ulcer Index4.43%5.85%
Daily Std Dev17.59%18.85%
Max Drawdown-57.39%-58.41%
Current Drawdown-22.15%-22.85%

Correlation

-0.50.00.51.00.9

The correlation between WSMDX and HAGAX is 0.92, 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

WSMDX vs. HAGAX - Performance Comparison

In the year-to-date period, WSMDX achieves a 13.43% return, which is significantly lower than HAGAX's 16.04% return. Over the past 10 years, WSMDX has underperformed HAGAX with an annualized return of 4.61%, while HAGAX has yielded a comparatively higher 7.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.60%
8.53%
WSMDX
HAGAX

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WSMDX vs. HAGAX - Expense Ratio Comparison

WSMDX has a 1.10% expense ratio, which is higher than HAGAX's 1.03% expense ratio.


WSMDX
William Blair Small-Mid Cap Growth Fund
Expense ratio chart for WSMDX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for HAGAX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%

Risk-Adjusted Performance

WSMDX vs. HAGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Growth Fund (WSMDX) and Carillon Eagle Mid Cap Growth Fund (HAGAX). 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.


WSMDX
Sharpe ratio
The chart of Sharpe ratio for WSMDX, currently valued at 1.01, compared to the broader market0.002.004.001.01
Sortino ratio
The chart of Sortino ratio for WSMDX, currently valued at 1.44, compared to the broader market0.005.0010.001.44
Omega ratio
The chart of Omega ratio for WSMDX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for WSMDX, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.0025.000.52
Martin ratio
The chart of Martin ratio for WSMDX, currently valued at 4.00, compared to the broader market0.0020.0040.0060.0080.00100.004.01
HAGAX
Sharpe ratio
The chart of Sharpe ratio for HAGAX, currently valued at 0.78, compared to the broader market0.002.004.000.78
Sortino ratio
The chart of Sortino ratio for HAGAX, currently valued at 1.08, compared to the broader market0.005.0010.001.08
Omega ratio
The chart of Omega ratio for HAGAX, currently valued at 1.16, compared to the broader market1.002.003.004.001.16
Calmar ratio
The chart of Calmar ratio for HAGAX, currently valued at 0.40, compared to the broader market0.005.0010.0015.0020.0025.000.40
Martin ratio
The chart of Martin ratio for HAGAX, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.51

WSMDX vs. HAGAX - Sharpe Ratio Comparison

The current WSMDX Sharpe Ratio is 1.01, which is comparable to the HAGAX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of WSMDX and HAGAX, 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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.01
0.78
WSMDX
HAGAX

Dividends

WSMDX vs. HAGAX - Dividend Comparison

Neither WSMDX nor HAGAX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
WSMDX
William Blair Small-Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HAGAX
Carillon Eagle Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%10.30%

Drawdowns

WSMDX vs. HAGAX - Drawdown Comparison

The maximum WSMDX drawdown since its inception was -57.39%, roughly equal to the maximum HAGAX drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for WSMDX and HAGAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-22.15%
-22.85%
WSMDX
HAGAX

Volatility

WSMDX vs. HAGAX - Volatility Comparison

The current volatility for William Blair Small-Mid Cap Growth Fund (WSMDX) is 5.38%, while Carillon Eagle Mid Cap Growth Fund (HAGAX) has a volatility of 5.68%. This indicates that WSMDX experiences smaller price fluctuations and is considered to be less risky than HAGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.38%
5.68%
WSMDX
HAGAX