DRIPX vs. BBISX
DRIPX (The MP 63 Fund) and BBISX (Sterling Capital Behavioral Large Cap Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, DRIPX returned 9.67%/yr vs 13.26%/yr for BBISX. Their correlation of 0.92 suggests significant overlap in exposure. DRIPX charges 0.63%/yr vs 0.77%/yr for BBISX.
Performance
DRIPX vs. BBISX - Performance Comparison
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Returns By Period
In the year-to-date period, DRIPX achieves a 14.09% return, which is significantly lower than BBISX's 20.77% return. Over the past 10 years, DRIPX has underperformed BBISX with an annualized return of 9.67%, while BBISX has yielded a comparatively higher 13.26% annualized return.
DRIPX
- 1D
- -0.12%
- 1M
- 2.19%
- 6M
- 11.56%
- YTD
- 14.09%
- 1Y
- 22.20%
- 3Y*
- 12.08%
- 5Y*
- 7.20%
- 10Y*
- 9.67%
BBISX
- 1D
- 0.32%
- 1M
- 1.86%
- 6M
- 16.78%
- YTD
- 20.77%
- 1Y
- 33.50%
- 3Y*
- 24.47%
- 5Y*
- 15.60%
- 10Y*
- 13.26%
DRIPX vs. BBISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIPX The MP 63 Fund | 14.09% | 13.89% | 4.75% | 5.93% | -8.37% | 20.46% | 8.13% | 28.65% | -5.55% | 18.19% |
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 20.77% | 23.54% | 20.93% | 12.49% | -5.96% | 31.07% | -1.57% | 23.81% | -10.28% | 18.82% |
Correlation
The correlation between DRIPX and BBISX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 1999 | 0.92 |
The correlation between DRIPX and BBISX shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRIPX vs. BBISX — Risk / Return Rank
DRIPX
BBISX
DRIPX vs. BBISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The MP 63 Fund (DRIPX) and Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRIPX | BBISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.53 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 5.64 | -2.73 |
| Martin ratioReturn relative to average drawdown | 11.43 | 21.58 | -10.14 |
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Drawdowns
DRIPX vs. BBISX - Drawdown Comparison
The maximum DRIPX drawdown since its inception was -53.54%, smaller than the maximum BBISX drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for DRIPX and BBISX.
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Drawdown Indicators
| DRIPX | BBISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -59.31% | +5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -6.10% | -1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -19.58% | -14.71% | -4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -19.97% | -19.45% | -0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | -38.37% | +3.17% |
Current DrawdownCurrent decline from peak | -0.81% | 0.00% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -10.12% | +3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.59% | +0.37% |
Volatility
DRIPX vs. BBISX - Volatility Comparison
The MP 63 Fund (DRIPX) and Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) have volatilities of 3.16% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIPX | BBISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.18% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 8.69% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 11.54% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 15.26% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 17.59% | -1.18% |
DRIPX vs. BBISX - Expense Ratio Comparison
DRIPX has a 0.63% expense ratio, which is lower than BBISX's 0.77% expense ratio.
Dividends
DRIPX vs. BBISX - Dividend Comparison
DRIPX's dividend yield for the trailing twelve months is around 6.17%, more than BBISX's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 1.28% | 1.53% | 1.88% | 1.73% | 1.56% | 0.43% | 3.22% | 8.20% | 11.93% | 2.86% | 1.90% | 1.68% |
DRIPX The MP 63 Fund | 6.17% | 7.04% | 0.00% | 3.13% | 4.27% | 3.55% | 3.48% | 3.46% | 6.25% | 1.68% | 4.27% | 6.80% |
Frequently Asked Questions
DRIPX and BBISX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBISX has higher volatility (3.18%) compared to DRIPX (3.16%). In terms of maximum drawdown, DRIPX dropped -53.54% vs BBISX's -59.31%.
BBISX currently has the higher Sharpe Ratio (2.99 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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