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BEGIX vs. BBSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEGIX vs. BBSGX - Performance Comparison

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

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BEGIX vs. BBSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEGIX
Sterling Capital Equity Income Fund
-0.53%1.91%4.81%12.52%-3.16%28.06%8.64%30.56%-0.62%20.94%
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%

Returns By Period

In the year-to-date period, BEGIX achieves a -0.53% return, which is significantly lower than BBSGX's -0.10% return. Over the past 10 years, BEGIX has outperformed BBSGX with an annualized return of 10.88%, while BBSGX has yielded a comparatively lower 2.63% annualized return.


BEGIX

1D
1.53%
1M
-5.79%
YTD
-0.53%
6M
-1.43%
1Y
0.10%
3Y*
6.22%
5Y*
6.32%
10Y*
10.88%

BBSGX

1D
0.12%
1M
-0.72%
YTD
-0.10%
6M
1.06%
1Y
3.95%
3Y*
5.18%
5Y*
2.63%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEGIX vs. BBSGX - Expense Ratio Comparison

BEGIX has a 0.79% expense ratio, which is higher than BBSGX's 0.43% expense ratio.


Return for Risk

BEGIX vs. BBSGX — Risk / Return Rank

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

BEGIX
BEGIX Risk / Return Rank: 66
Overall Rank
BEGIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BEGIX Sortino Ratio Rank: 55
Sortino Ratio Rank
BEGIX Omega Ratio Rank: 44
Omega Ratio Rank
BEGIX Calmar Ratio Rank: 77
Calmar Ratio Rank
BEGIX Martin Ratio Rank: 77
Martin Ratio Rank

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
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.

BEGIX vs. BBSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Equity Income Fund (BEGIX) and Sterling Capital Short Duration Bond Fund (BBSGX). 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.


BEGIXBBSGXDifference

Sharpe ratio

Return per unit of total volatility

0.01

2.29

-2.28

Sortino ratio

Return per unit of downside risk

0.12

4.40

-4.28

Omega ratio

Gain probability vs. loss probability

1.02

1.69

-0.68

Calmar ratio

Return relative to maximum drawdown

0.10

4.82

-4.72

Martin ratio

Return relative to average drawdown

0.32

17.99

-17.66

BEGIX vs. BBSGX - Sharpe Ratio Comparison

The current BEGIX Sharpe Ratio is 0.01, which is lower than the BBSGX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of BEGIX and BBSGX, 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


BEGIXBBSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

2.29

-2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.26

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

1.39

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.59

-1.03

Correlation

The correlation between BEGIX and BBSGX is -0.06. 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

BEGIX vs. BBSGX - Dividend Comparison

BEGIX's dividend yield for the trailing twelve months is around 27.69%, more than BBSGX's 4.26% yield.


TTM20252024202320222021202020192018201720162015
BEGIX
Sterling Capital Equity Income Fund
27.69%27.63%26.84%9.81%8.44%3.01%1.73%9.81%10.16%11.59%2.06%8.83%
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%

Drawdowns

BEGIX vs. BBSGX - Drawdown Comparison

The maximum BEGIX drawdown since its inception was -43.85%, which is greater than BBSGX's maximum drawdown of -5.60%. Use the drawdown chart below to compare losses from any high point for BEGIX and BBSGX.


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Drawdown Indicators


BEGIXBBSGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.85%

-5.60%

-38.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-0.96%

-8.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.48%

-5.34%

-24.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.01%

-5.60%

-31.41%

Current Drawdown

Current decline from peak

-22.12%

-0.84%

-21.28%

Average Drawdown

Average peak-to-trough decline

-5.73%

-0.46%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

0.26%

+2.89%

Volatility

BEGIX vs. BBSGX - Volatility Comparison

Sterling Capital Equity Income Fund (BEGIX) has a higher volatility of 3.54% compared to Sterling Capital Short Duration Bond Fund (BBSGX) at 0.65%. This indicates that BEGIX's price experiences larger fluctuations and is considered to be riskier than BBSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEGIXBBSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

0.65%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

1.34%

+6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

1.98%

+12.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

2.09%

+17.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

1.90%

+17.60%