BBISX vs. FZROX
Compare and contrast key facts about Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Fidelity ZERO Total Market Index Fund (FZROX).
BBISX is managed by Sterling Capital. It was launched on Oct 9, 1992. FZROX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBISX or FZROX.
Key characteristics
| BBISX | FZROX | |
|---|---|---|
| YTD Return | 8.70% | 6.08% |
| 1Y Return | 25.43% | 25.86% |
| 3Y Return (Ann) | 7.74% | 6.77% |
| 5Y Return (Ann) | 10.27% | 12.68% |
| Sharpe Ratio | 2.04 | 2.09 |
| Daily Std Dev | 11.84% | 12.02% |
| Max Drawdown | -59.31% | -34.96% |
| Current Drawdown | -4.76% | -3.66% |
Correlation
The correlation between BBISX and FZROX is 0.87, 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
BBISX vs. FZROX - Performance Comparison
In the year-to-date period, BBISX achieves a 8.70% return, which is significantly higher than FZROX's 6.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBISX vs. FZROX - Expense Ratio Comparison
BBISX has a 0.77% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Risk-Adjusted Performance
BBISX vs. FZROX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.
Dividends
BBISX vs. FZROX - Dividend Comparison
BBISX's dividend yield for the trailing twelve months is around 1.71%, more than FZROX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 1.71% | 1.74% | 2.02% | 0.43% | 3.22% | 5.40% | 11.93% | 2.86% | 1.90% | 1.68% | 1.21% | 1.07% |
FZROX Fidelity ZERO Total Market Index Fund | 1.28% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBISX vs. FZROX - Drawdown Comparison
The maximum BBISX drawdown since its inception was -59.31%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for BBISX and FZROX. For additional features, visit the drawdowns tool.
Volatility
BBISX vs. FZROX - Volatility Comparison
Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 4.00% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.