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BBISX vs. SCCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBISX vs. SCCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). The values are adjusted to include any dividend payments, if applicable.

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BBISX vs. SCCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBISX
Sterling Capital Behavioral Large Cap Value Equity Fund
4.32%23.54%20.93%12.49%-5.96%31.07%-1.57%23.81%-10.28%18.82%
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
-1.68%6.37%-1.68%9.20%-23.65%-0.01%625.95%10.78%-0.95%4.22%

Returns By Period

In the year-to-date period, BBISX achieves a 4.32% return, which is significantly higher than SCCPX's -1.68% return. Over the past 10 years, BBISX has underperformed SCCPX with an annualized return of 12.07%, while SCCPX has yielded a comparatively higher 21.97% annualized return.


BBISX

1D
1.96%
1M
-4.12%
YTD
4.32%
6M
9.98%
1Y
24.40%
3Y*
20.61%
5Y*
13.26%
10Y*
12.07%

SCCPX

1D
0.45%
1M
-3.04%
YTD
-1.68%
6M
-2.43%
1Y
1.95%
3Y*
2.21%
5Y*
-2.74%
10Y*
21.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBISX vs. SCCPX - Expense Ratio Comparison

BBISX has a 0.77% expense ratio, which is higher than SCCPX's 0.45% expense ratio.


Return for Risk

BBISX vs. SCCPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBISX
BBISX Risk / Return Rank: 8282
Overall Rank
BBISX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BBISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
BBISX Omega Ratio Rank: 7878
Omega Ratio Rank
BBISX Calmar Ratio Rank: 8282
Calmar Ratio Rank
BBISX Martin Ratio Rank: 8989
Martin Ratio Rank

SCCPX
SCCPX Risk / Return Rank: 1111
Overall Rank
SCCPX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SCCPX Sortino Ratio Rank: 88
Sortino Ratio Rank
SCCPX Omega Ratio Rank: 77
Omega Ratio Rank
SCCPX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCCPX Martin Ratio Rank: 1313
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.

BBISX vs. SCCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). 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.


BBISXSCCPXDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.27

+1.29

Sortino ratio

Return per unit of downside risk

2.11

0.43

+1.69

Omega ratio

Gain probability vs. loss probability

1.32

1.05

+0.27

Calmar ratio

Return relative to maximum drawdown

2.17

0.63

+1.54

Martin ratio

Return relative to average drawdown

10.30

1.48

+8.81

BBISX vs. SCCPX - Sharpe Ratio Comparison

The current BBISX Sharpe Ratio is 1.57, which is higher than the SCCPX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of BBISX and SCCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBISXSCCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.27

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

-0.25

+1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.12

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.11

+0.34

Correlation

The correlation between BBISX and SCCPX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BBISX vs. SCCPX - Dividend Comparison

BBISX's dividend yield for the trailing twelve months is around 1.43%, less than SCCPX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
BBISX
Sterling Capital Behavioral Large Cap Value Equity Fund
1.43%1.53%1.88%1.73%1.56%0.43%3.22%8.20%11.93%2.86%1.90%1.68%
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
4.69%4.99%4.84%3.54%4.11%13.93%88.30%3.01%3.31%3.76%3.41%3.16%

Drawdowns

BBISX vs. SCCPX - Drawdown Comparison

The maximum BBISX drawdown since its inception was -59.31%, which is greater than SCCPX's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for BBISX and SCCPX.


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Drawdown Indicators


BBISXSCCPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.31%

-31.88%

-27.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-5.49%

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-19.45%

-31.88%

+12.43%

Max Drawdown (10Y)

Largest decline over 10 years

-38.37%

-31.88%

-6.49%

Current Drawdown

Current decline from peak

-4.19%

-15.29%

+11.10%

Average Drawdown

Average peak-to-trough decline

-10.21%

-6.30%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.32%

+0.19%

Volatility

BBISX vs. SCCPX - Volatility Comparison

Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) has a higher volatility of 4.57% compared to Sterling Capital Long Duration Corporate Bond Fund (SCCPX) at 3.28%. This indicates that BBISX's price experiences larger fluctuations and is considered to be riskier than SCCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBISXSCCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

3.28%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

5.17%

+4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

8.84%

+6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

11.11%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

182.21%

-164.57%