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BBISX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBISX vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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BBISX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

BBISX
BBISX Risk / Return Rank: 8181
Overall Rank
BBISX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BBISX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BBISX Omega Ratio Rank: 7979
Omega Ratio Rank
BBISX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BBISX Martin Ratio Rank: 8585
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
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. 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.


BBISXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.84

+0.67

Sortino ratio

Return per unit of downside risk

2.04

1.30

+0.74

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.85

1.06

+0.79

Martin ratio

Return relative to average drawdown

8.83

5.14

+3.70

BBISX vs. SWPPX - Sharpe Ratio Comparison

The current BBISX Sharpe Ratio is 1.51, which is higher than the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BBISX and SWPPX, 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


BBISXSWPPXDifference

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.


TTM20252024202320222021202020192018201720162015
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


BBISXSWPPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.03%

-8.89%

+2.86%

Average Drawdown

Average peak-to-trough decline

-10.21%

-10.00%

-0.21%

Ulcer Index

Depth 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


BBISXSWPPXDifference

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%