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BBISX vs. STMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBISX vs. STMDX - 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 Stratton Real Estate Fund (STMDX). The values are adjusted to include any dividend payments, if applicable.

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BBISX vs. STMDX - 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%
STMDX
Sterling Capital Stratton Real Estate Fund
2.49%1.35%6.25%13.28%-26.17%38.53%-0.54%31.77%-2.82%7.81%

Returns By Period

In the year-to-date period, BBISX achieves a 4.32% return, which is significantly higher than STMDX's 2.49% return. Over the past 10 years, BBISX has outperformed STMDX with an annualized return of 12.07%, while STMDX has yielded a comparatively lower 6.05% 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%

STMDX

1D
1.24%
1M
-6.17%
YTD
2.49%
6M
1.02%
1Y
0.81%
3Y*
6.53%
5Y*
3.32%
10Y*
6.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBISX vs. STMDX - Expense Ratio Comparison

BBISX has a 0.77% expense ratio, which is lower than STMDX's 0.82% expense ratio.


Return for Risk

BBISX vs. STMDX — 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

STMDX
STMDX Risk / Return Rank: 66
Overall Rank
STMDX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
STMDX Sortino Ratio Rank: 55
Sortino Ratio Rank
STMDX Omega Ratio Rank: 55
Omega Ratio Rank
STMDX Calmar Ratio Rank: 77
Calmar Ratio Rank
STMDX Martin Ratio Rank: 77
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. STMDX - 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 Stratton Real Estate Fund (STMDX). 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.


BBISXSTMDXDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.07

+1.50

Sortino ratio

Return per unit of downside risk

2.11

0.20

+1.92

Omega ratio

Gain probability vs. loss probability

1.32

1.03

+0.29

Calmar ratio

Return relative to maximum drawdown

2.17

0.17

+2.00

Martin ratio

Return relative to average drawdown

10.30

0.65

+9.65

BBISX vs. STMDX - Sharpe Ratio Comparison

The current BBISX Sharpe Ratio is 1.57, which is higher than the STMDX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of BBISX and STMDX, 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


BBISXSTMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.07

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.18

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.30

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.39

+0.06

Correlation

The correlation between BBISX and STMDX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBISX vs. STMDX - Dividend Comparison

BBISX's dividend yield for the trailing twelve months is around 1.43%, less than STMDX's 6.19% 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%
STMDX
Sterling Capital Stratton Real Estate Fund
6.19%6.24%7.14%8.39%8.29%7.14%4.05%9.15%5.92%4.80%7.98%2.96%

Drawdowns

BBISX vs. STMDX - Drawdown Comparison

The maximum BBISX drawdown since its inception was -59.31%, smaller than the maximum STMDX drawdown of -65.12%. Use the drawdown chart below to compare losses from any high point for BBISX and STMDX.


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Drawdown Indicators


BBISXSTMDXDifference

Max Drawdown

Largest peak-to-trough decline

-59.31%

-65.12%

+5.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-12.22%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.45%

-33.43%

+13.98%

Max Drawdown (10Y)

Largest decline over 10 years

-38.37%

-40.52%

+2.15%

Current Drawdown

Current decline from peak

-4.19%

-7.70%

+3.51%

Average Drawdown

Average peak-to-trough decline

-10.21%

-10.12%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.21%

-0.70%

Volatility

BBISX vs. STMDX - Volatility Comparison

Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Sterling Capital Stratton Real Estate Fund (STMDX) have volatilities of 4.57% and 4.41%, 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.


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Volatility by Period


BBISXSTMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.41%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

8.95%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

15.80%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

18.73%

-3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

20.42%

-2.78%