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BBNTX vs. SCSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBNTX vs. SCSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital North Carolina Intermediate Tax-Free Fund (BBNTX) and Sterling Capital Quality Income Fund (SCSPX). The values are adjusted to include any dividend payments, if applicable.

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BBNTX vs. SCSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBNTX
Sterling Capital North Carolina Intermediate Tax-Free Fund
-0.95%5.19%0.45%3.64%-5.86%-0.23%4.26%6.09%0.73%3.28%
SCSPX
Sterling Capital Quality Income Fund
-0.34%7.61%2.38%4.51%-9.02%-1.05%4.58%6.24%1.49%3.09%

Returns By Period

In the year-to-date period, BBNTX achieves a -0.95% return, which is significantly lower than SCSPX's -0.34% return. Over the past 10 years, BBNTX has underperformed SCSPX with an annualized return of 1.40%, while SCSPX has yielded a comparatively higher 1.93% annualized return.


BBNTX

1D
0.10%
1M
-2.71%
YTD
-0.95%
6M
0.41%
1Y
3.55%
3Y*
2.13%
5Y*
0.57%
10Y*
1.40%

SCSPX

1D
0.44%
1M
-2.26%
YTD
-0.34%
6M
0.84%
1Y
4.29%
3Y*
3.94%
5Y*
0.84%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBNTX vs. SCSPX - Expense Ratio Comparison

BBNTX has a 0.57% expense ratio, which is lower than SCSPX's 0.58% expense ratio.


Return for Risk

BBNTX vs. SCSPX — Risk / Return Rank

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

BBNTX
BBNTX Risk / Return Rank: 6767
Overall Rank
BBNTX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BBNTX Sortino Ratio Rank: 6868
Sortino Ratio Rank
BBNTX Omega Ratio Rank: 8686
Omega Ratio Rank
BBNTX Calmar Ratio Rank: 5757
Calmar Ratio Rank
BBNTX Martin Ratio Rank: 5555
Martin Ratio Rank

SCSPX
SCSPX Risk / Return Rank: 6868
Overall Rank
SCSPX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SCSPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SCSPX Omega Ratio Rank: 5757
Omega Ratio Rank
SCSPX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SCSPX Martin Ratio Rank: 6363
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.

BBNTX vs. SCSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital North Carolina Intermediate Tax-Free Fund (BBNTX) 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.


BBNTXSCSPXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.21

+0.04

Sortino ratio

Return per unit of downside risk

1.69

1.76

-0.07

Omega ratio

Gain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratio

Return relative to maximum drawdown

1.36

1.91

-0.56

Martin ratio

Return relative to average drawdown

5.38

5.98

-0.60

BBNTX vs. SCSPX - Sharpe Ratio Comparison

The current BBNTX Sharpe Ratio is 1.25, which is comparable to the SCSPX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BBNTX and SCSPX, 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


BBNTXSCSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.21

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.17

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.49

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.61

+0.60

Correlation

The correlation between BBNTX and SCSPX is 0.54, 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

BBNTX vs. SCSPX - Dividend Comparison

BBNTX's dividend yield for the trailing twelve months is around 2.69%, less than SCSPX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
BBNTX
Sterling Capital North Carolina Intermediate Tax-Free Fund
2.69%3.52%2.82%2.07%1.94%1.59%1.62%2.43%2.51%2.39%2.73%2.98%
SCSPX
Sterling Capital Quality Income Fund
3.55%3.85%3.60%2.57%2.37%2.05%2.50%2.99%3.19%2.74%2.66%2.71%

Drawdowns

BBNTX vs. SCSPX - Drawdown Comparison

The maximum BBNTX drawdown since its inception was -10.25%, smaller than the maximum SCSPX drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for BBNTX and SCSPX.


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Drawdown Indicators


BBNTXSCSPXDifference

Max Drawdown

Largest peak-to-trough decline

-10.25%

-13.41%

+3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-2.79%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-10.16%

-13.41%

+3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-10.25%

-13.41%

+3.16%

Current Drawdown

Current decline from peak

-2.71%

-2.26%

-0.45%

Average Drawdown

Average peak-to-trough decline

-1.46%

-2.17%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.89%

-0.06%

Volatility

BBNTX vs. SCSPX - Volatility Comparison

The current volatility for Sterling Capital North Carolina Intermediate Tax-Free Fund (BBNTX) is 0.94%, while Sterling Capital Quality Income Fund (SCSPX) has a volatility of 1.48%. This indicates that BBNTX experiences smaller price fluctuations and is considered to be less risky than SCSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBNTXSCSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.48%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

1.44%

2.43%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

4.04%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.80%

4.91%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.21%

3.92%

-0.71%