BBISX vs. SCSPX

Last updated Jun 23, 2026

BBISX (Sterling Capital Behavioral Large Cap Value Equity Fund) and SCSPX (Sterling Capital Quality Income Fund) are both mutual funds - BBISX is a Large Cap Value Equities fund managed by Sterling Capital, while SCSPX is a Intermediate Core Bond fund managed by Sterling Capital. Over the past 10 years, BBISX returned 13.25%/yr vs 1.90%/yr for SCSPX. At a correlation of -0.10, they often move in opposite directions. BBISX charges 0.77%/yr vs 0.58%/yr for SCSPX.

Performance

BBISX vs. SCSPX - 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 Quality Income Fund (SCSPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBISX achieves a 16.92% return, which is significantly higher than SCSPX's 0.42% return. Over the past 10 years, BBISX has outperformed SCSPX with an annualized return of 13.25%, while SCSPX has yielded a comparatively lower 1.90% annualized return.

BBISX

• 1D: -0.26%
• 1M: 3.05%
• YTD: 16.92%
• 6M: 15.88%
• 1Y: 34.24%
• 3Y*: 24.17%
• 5Y*: 15.57%
• 10Y*: 13.25%

SCSPX

• 1D: 0.22%
• 1M: 0.77%
• YTD: 0.42%
• 6M: 0.74%
• 1Y: 5.01%
• 3Y*: 4.46%
• 5Y*: 0.90%
• 10Y*: 1.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBISX vs. SCSPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund	16.92%	23.54%	20.93%	12.49%	-5.96%	31.07%	-1.57%	23.81%	-10.28%	18.82%
SCSPX Sterling Capital Quality Income Fund	0.42%	7.61%	2.38%	4.51%	-9.02%	-1.05%	4.58%	6.24%	1.49%	3.09%

Correlation

The correlation between BBISX and SCSPX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012	-0.10

The correlation between BBISX and SCSPX shifts across timeframes, from -0.10 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

BBISX vs. SCSPX — Risk / Return Rank

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

BBISX

BBISX Risk / Return Rank: 92
BBISX Sharpe Ratio Rank: 94
BBISX Sortino Ratio Rank: 90
BBISX Omega Ratio Rank: 85
BBISX Calmar Ratio Rank: 96
BBISX Martin Ratio Rank: 96

SCSPX

SCSPX Risk / Return Rank: 26
SCSPX Sharpe Ratio Rank: 27
SCSPX Sortino Ratio Rank: 29
SCSPX Omega Ratio Rank: 27
SCSPX Calmar Ratio Rank: 24
SCSPX Martin Ratio Rank: 22

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. SCSPX - 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 Quality Income Fund (SCSPX). 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.

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.

	BBISX	SCSPX	Difference
Sharpe ratio: Return per unit of total volatility	3.03	1.39	+1.64
Sortino ratio: Return per unit of downside risk	4.13	2.09	+2.04
Omega ratio: Gain probability vs. loss probability	1.53	1.25	+0.28
Calmar ratio: Return relative to maximum drawdown	5.72	1.73	+4.00
Martin ratio: Return relative to average drawdown	21.77	4.99	+16.78

BBISX vs. SCSPX - Sharpe Ratio Comparison

The current BBISX Sharpe Ratio is 3.03, which is higher than the SCSPX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BBISX and SCSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BBISX vs. SCSPX - Drawdown Comparison

The maximum BBISX drawdown since its inception was -59.31%, which is greater than SCSPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for BBISX and SCSPX.

Drawdown Indicators

	BBISX	SCSPX	Difference
Max Drawdown Largest peak-to-trough decline	-59.31%	-13.41%	-45.90%
Max Drawdown (1Y) Largest decline over 1 year	-6.10%	-2.91%	-3.19%
Max Drawdown (3Y) Largest decline over 3 years	-14.71%	-5.08%	-9.63%
Max Drawdown (5Y) Largest decline over 5 years	-19.45%	-13.41%	-6.04%
Max Drawdown (10Y) Largest decline over 10 years	-38.37%	-13.41%	-24.96%
Current Drawdown Current decline from peak	-1.43%	-1.51%	+0.08%
Average Drawdown Average peak-to-trough decline	-10.13%	-2.16%	-7.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.01%	+0.59%

Volatility

BBISX vs. SCSPX - Volatility Comparison

Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) has a higher volatility of 3.32% compared to Sterling Capital Quality Income Fund (SCSPX) at 1.21%. This indicates that BBISX's price experiences larger fluctuations and is considered to be riskier than SCSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBISX	SCSPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	1.21%	+2.11%
Volatility (6M) Calculated over the trailing 6-month period	8.90%	2.71%	+6.19%
Volatility (1Y) Calculated over the trailing 1-year period	11.55%	3.62%	+7.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.33%	4.97%	+10.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	3.95%	+13.70%

BBISX vs. SCSPX - Expense Ratio Comparison

BBISX has a 0.77% expense ratio, which is higher than SCSPX's 0.58% expense ratio.

Dividends

BBISX vs. SCSPX - Dividend Comparison

BBISX's dividend yield for the trailing twelve months is around 1.28%, less than SCSPX's 3.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund	1.28%	1.53%	1.88%	1.73%	1.56%	0.43%	3.22%	8.20%	11.93%	2.86%	1.90%	1.68%
SCSPX Sterling Capital Quality Income Fund	3.91%	3.85%	3.60%	2.57%	2.37%	2.05%	2.50%	2.99%	3.19%	2.74%	2.66%	2.71%

Frequently Asked Questions

Can I hold both BBISX and SCSPX in my portfolio?

BBISX and SCSPX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBISX or SCSPX?

BBISX has higher volatility (3.32%) compared to SCSPX (1.21%). In terms of maximum drawdown, BBISX dropped -59.31% vs SCSPX's -13.41%.

Which has better risk-adjusted returns?

BBISX currently has the higher Sharpe Ratio (3.02 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.