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Sterling Capital Behavioral International Equity F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS85917K6459
CUSIP85917K645
IssuerSterling Capital
Inception DateNov 27, 2014
CategoryForeign Large Cap Equities
Min. Investment$10,000,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The Sterling Capital Behavioral International Equity Fund has a high expense ratio of 0.67%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.67%

Share Price Chart


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Sterling Capital Behavioral International Equity Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sterling Capital Behavioral International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
43.31%
154.13%
SBIIX (Sterling Capital Behavioral International Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Sterling Capital Behavioral International Equity Fund had a return of 6.74% year-to-date (YTD) and 20.66% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.74%10.16%
1 month3.89%3.47%
6 months15.93%22.20%
1 year20.66%30.45%
5 years (annualized)4.88%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.11%2.85%
2023-2.81%-2.14%-4.05%8.67%4.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Sterling Capital Behavioral International Equity Fund (SBIIX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SBIIX
Sterling Capital Behavioral International Equity Fund
1.86
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Sterling Capital Behavioral International Equity Fund Sharpe ratio is 1.86. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.86
2.79
SBIIX (Sterling Capital Behavioral International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Sterling Capital Behavioral International Equity Fund granted a 4.66% dividend yield in the last twelve months. The annual payout for that period amounted to $0.47 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.47$0.47$0.26$0.45$0.24$0.35$0.71$0.45$0.17$0.22$0.03

Dividend yield

4.66%4.97%3.19%4.78%2.79%3.51%7.98%3.87%1.72%2.33%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for Sterling Capital Behavioral International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2019$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22
2014$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.29%
0
SBIIX (Sterling Capital Behavioral International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Sterling Capital Behavioral International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sterling Capital Behavioral International Equity Fund was 45.70%, occurring on Mar 23, 2020. Recovery took 986 trading sessions.

The current Sterling Capital Behavioral International Equity Fund drawdown is 0.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.7%Jan 29, 2018541Mar 23, 2020986Feb 22, 20241527
-21.9%May 22, 2015183Feb 11, 2016283Mar 28, 2017466
-5.55%Dec 8, 201420Jan 6, 201521Feb 5, 201541
-4.09%Feb 26, 20159Mar 10, 20158Mar 20, 201517
-3.08%Apr 28, 20156May 5, 20157May 14, 201513

Volatility

Volatility Chart

The current Sterling Capital Behavioral International Equity Fund volatility is 1.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
1.98%
2.80%
SBIIX (Sterling Capital Behavioral International Equity Fund)
Benchmark (^GSPC)