BBISX vs. SWPPX
Compare and contrast key facts about Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Schwab S&P 500 Index Fund (SWPPX).
BBISX is managed by Sterling Capital. It was launched on Oct 9, 1992. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
BBISX vs. SWPPX - Performance Comparison
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BBISX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 2.32% | 23.54% | 20.93% | 12.49% | -5.96% | 31.07% | -1.57% | 23.81% | -10.28% | 18.82% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, BBISX achieves a 2.32% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, BBISX has underperformed SWPPX with an annualized return of 11.85%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
BBISX
- 1D
- -0.56%
- 1M
- -5.77%
- YTD
- 2.32%
- 6M
- 7.93%
- 1Y
- 22.05%
- 3Y*
- 19.83%
- 5Y*
- 13.05%
- 10Y*
- 11.85%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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BBISX vs. SWPPX - Expense Ratio Comparison
BBISX has a 0.77% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
BBISX vs. SWPPX — Risk / Return Rank
BBISX
SWPPX
BBISX vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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.
| BBISX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.84 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.30 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.06 | +0.79 |
Martin ratioReturn relative to average drawdown | 8.83 | 5.14 | +3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBISX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 0.84 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.68 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.76 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.48 | -0.03 |
Correlation
The correlation between BBISX and SWPPX is 0.91, 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.
Dividends
BBISX vs. SWPPX - Dividend Comparison
BBISX's dividend yield for the trailing twelve months is around 1.46%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 1.46% | 1.53% | 1.88% | 1.73% | 1.56% | 0.43% | 3.22% | 8.20% | 11.93% | 2.86% | 1.90% | 1.68% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
BBISX vs. SWPPX - Drawdown Comparison
The maximum BBISX drawdown since its inception was -59.31%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for BBISX and SWPPX.
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Drawdown Indicators
| BBISX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.31% | -55.06% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -12.10% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.45% | -24.51% | +5.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.37% | -33.80% | -4.57% |
Current DrawdownCurrent decline from peak | -6.03% | -8.89% | +2.86% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -10.00% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.49% | +0.01% |
Volatility
BBISX vs. SWPPX - Volatility Comparison
The current volatility for Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) is 4.01%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that BBISX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBISX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.29% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 9.11% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 18.14% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 16.89% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 18.19% | -0.56% |