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ISIN
US85917L4032
CUSIP
85917L403
Inception Date
Jan 2, 1997
Min. Investment
$10,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

SPSCX Performance Chart

Sterling Capital Behavioral Small Cap Value Equity Fund (SPSCX) is up 17.6% since the beginning of the year. SPSCX is currently trading at $23 per share. Investors who bought $1,000 worth of SPSCX shares 5 years ago would now be looking at an investment worth $1,644.


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S&P 500 Index

Returns By Period

Sterling Capital Behavioral Small Cap Value Equity Fund (SPSCX) has returned 17.55% so far this year and 34.16% over the past 12 months. Over the last ten years, SPSCX has returned 10.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Sterling Capital Behavioral Small Cap Value Equity Fund

1D
0.89%
1M
2.11%
YTD
17.55%
6M
14.99%
1Y
34.16%
3Y*
17.95%
5Y*
10.46%
10Y*
10.47%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPSCX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1997, SPSCX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +22.6%, while the worst month was Mar 2020 at -28.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 9 months.

On a daily basis, SPSCX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.5%, while the worst single day was Nov 16, 2006 at -22.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.06%2.65%-2.97%9.18%1.22%1.65%17.55%
20252.18%-4.01%-5.06%-3.97%5.32%3.98%-0.05%7.92%0.81%-1.82%3.66%0.25%8.64%
2024-2.14%2.71%4.20%-4.67%4.59%-2.49%10.80%-2.57%0.85%-1.39%9.10%-7.69%10.10%
20237.02%-1.22%-6.63%-2.30%-1.61%9.93%5.90%-3.03%-3.85%-4.84%8.76%11.97%19.36%
2022-4.56%1.98%1.74%-6.27%3.66%-11.95%9.62%-4.08%-9.63%13.15%4.97%-6.90%-10.99%
20214.90%10.83%7.72%3.37%5.41%-1.05%-3.12%2.50%-0.66%3.83%-1.82%5.69%43.51%

Benchmark Metrics

Sterling Capital Behavioral Small Cap Value Equity Fund has an annualized alpha of -0.22%, beta of 0.96, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.

  • This fund participated in 103.63% of S&P 500 Index downside but only 96.99% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.96 and R2 of 0.64, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.22%
Beta
0.96
0.64
Upside Capture
96.99%
Downside Capture
103.63%

Expense Ratio

SPSCX has an expense ratio of 0.81%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SPSCX ranks 72 for risk / return — better than 72% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SPSCX Risk / Return Rank: 7272
Overall Rank
SPSCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPSCX Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPSCX Omega Ratio Rank: 5757
Omega Ratio Rank
SPSCX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SPSCX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Sterling Capital Behavioral Small Cap Value Equity Fund (SPSCX) and compare them to S&P 500 Index.

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.


SPSCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

4.17

2.78

+1.38

Martin ratioReturn relative to average drawdown

13.55

12.44

+1.11

Dividends

Dividend History

Sterling Capital Behavioral Small Cap Value Equity Fund provided a 9.15% dividend yield over the last twelve months, with an annual payout of $2.08 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.08$2.08$1.97$0.40$1.63$0.48$0.13$0.25$2.18$0.81$0.22$0.22

Dividend yield

9.15%10.76%9.96%2.03%9.70%2.34%0.91%1.60%16.59%4.44%1.25%1.55%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$1.92$2.08
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$1.82$1.97
2023$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.09$0.00$0.00$0.24$0.40
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.53$0.00$0.00$0.00$0.10$1.63
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Sterling Capital Behavioral Small Cap Value 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 Small Cap Value Equity Fund was 74.51%, occurring on Mar 9, 2009. Recovery took 1208 trading sessions.

The current Sterling Capital Behavioral Small Cap Value Equity Fund drawdown is 1.47%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-74.51%Mar 2009
4y 3mo4y 9mo
9y 1moNov 2004 - Dec 2013
COVID crash2020
-51.12%Mar 2020
1y 6mo10mo 24d
2y 5moAug 2018 - Feb 2021
1998 bear market1998
-36.31%Oct 1998
5mo 20d1y 11mo
2y 4moApr 1998 - Sep 2000
Dot-com crash2000–2002
-36.05%Oct 2002
5mo 25d1y 2mo
1y 8moApr 2002 - Dec 2003
2025 selloff2025
-25.07%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025

Drawdown Indicators


SPSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-74.51%

-56.78%

-17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.27%

-9.10%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-25.07%

-18.90%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-25.43%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-51.12%

-33.92%

-17.20%

Current Drawdown

Current decline from peak

-1.47%

-1.80%

+0.33%

Average Drawdown

Average peak-to-trough decline

-14.87%

-10.71%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.03%

+0.51%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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