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BBSGX vs. STSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBSGX vs. STSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Short Duration Bond Fund (BBSGX) and Sterling Capital Stratton Small Cap Value Fund (STSCX). The values are adjusted to include any dividend payments, if applicable.

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BBSGX vs. STSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBSGX
Sterling Capital Short Duration Bond Fund
-0.10%5.68%5.56%5.38%-3.18%-0.10%4.24%4.72%1.34%1.77%
STSCX
Sterling Capital Stratton Small Cap Value Fund
3.75%11.87%13.78%19.04%-14.45%31.59%3.18%33.00%-14.38%13.19%

Returns By Period

In the year-to-date period, BBSGX achieves a -0.10% return, which is significantly lower than STSCX's 3.75% return. Over the past 10 years, BBSGX has underperformed STSCX with an annualized return of 2.63%, while STSCX has yielded a comparatively higher 11.36% annualized return.


BBSGX

1D
0.12%
1M
-0.84%
YTD
-0.10%
6M
1.06%
1Y
3.95%
3Y*
5.18%
5Y*
2.63%
10Y*
2.63%

STSCX

1D
-0.63%
1M
-7.29%
YTD
3.75%
6M
5.52%
1Y
23.13%
3Y*
15.28%
5Y*
8.49%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBSGX vs. STSCX - Expense Ratio Comparison

BBSGX has a 0.43% expense ratio, which is lower than STSCX's 0.98% expense ratio.


Return for Risk

BBSGX vs. STSCX — Risk / Return Rank

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

BBSGX
BBSGX Risk / Return Rank: 9797
Overall Rank
BBSGX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BBSGX Sortino Ratio Rank: 9898
Sortino Ratio Rank
BBSGX Omega Ratio Rank: 9797
Omega Ratio Rank
BBSGX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BBSGX Martin Ratio Rank: 9797
Martin Ratio Rank

STSCX
STSCX Risk / Return Rank: 6767
Overall Rank
STSCX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
STSCX Sortino Ratio Rank: 6969
Sortino Ratio Rank
STSCX Omega Ratio Rank: 6363
Omega Ratio Rank
STSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
STSCX Martin Ratio Rank: 6969
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.

BBSGX vs. STSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Short Duration Bond Fund (BBSGX) and Sterling Capital Stratton Small Cap Value Fund (STSCX). 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.


BBSGXSTSCXDifference

Sharpe ratio

Return per unit of total volatility

2.29

1.15

+1.14

Sortino ratio

Return per unit of downside risk

4.40

1.71

+2.70

Omega ratio

Gain probability vs. loss probability

1.69

1.24

+0.46

Calmar ratio

Return relative to maximum drawdown

4.82

1.55

+3.28

Martin ratio

Return relative to average drawdown

17.99

6.50

+11.49

BBSGX vs. STSCX - Sharpe Ratio Comparison

The current BBSGX Sharpe Ratio is 2.29, which is higher than the STSCX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of BBSGX and STSCX, 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


BBSGXSTSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.15

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

0.43

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.39

0.52

+0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

0.57

+1.01

Correlation

The correlation between BBSGX and STSCX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BBSGX vs. STSCX - Dividend Comparison

BBSGX's dividend yield for the trailing twelve months is around 4.26%, less than STSCX's 19.54% yield.


TTM20252024202320222021202020192018201720162015
BBSGX
Sterling Capital Short Duration Bond Fund
4.26%4.66%4.66%3.12%2.43%2.23%2.53%2.85%2.86%2.70%2.73%3.10%
STSCX
Sterling Capital Stratton Small Cap Value Fund
19.54%20.28%23.71%39.14%27.85%23.34%16.67%13.04%9.11%9.20%5.09%1.54%

Drawdowns

BBSGX vs. STSCX - Drawdown Comparison

The maximum BBSGX drawdown since its inception was -5.60%, smaller than the maximum STSCX drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for BBSGX and STSCX.


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Drawdown Indicators


BBSGXSTSCXDifference

Max Drawdown

Largest peak-to-trough decline

-5.60%

-54.02%

+48.42%

Max Drawdown (1Y)

Largest decline over 1 year

-0.96%

-13.84%

+12.88%

Max Drawdown (5Y)

Largest decline over 5 years

-5.34%

-25.48%

+20.14%

Max Drawdown (10Y)

Largest decline over 10 years

-5.60%

-44.28%

+38.68%

Current Drawdown

Current decline from peak

-0.84%

-8.46%

+7.62%

Average Drawdown

Average peak-to-trough decline

-0.46%

-8.21%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

3.30%

-3.04%

Volatility

BBSGX vs. STSCX - Volatility Comparison

The current volatility for Sterling Capital Short Duration Bond Fund (BBSGX) is 0.65%, while Sterling Capital Stratton Small Cap Value Fund (STSCX) has a volatility of 5.08%. This indicates that BBSGX experiences smaller price fluctuations and is considered to be less risky than STSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBSGXSTSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

5.08%

-4.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.34%

11.65%

-10.31%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

20.64%

-18.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.09%

20.05%

-17.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.90%

22.10%

-20.20%