FGINX vs. BBISX

Last updated Jul 15, 2026

FGINX (Delaware Growth and Income Fund) and BBISX (Sterling Capital Behavioral Large Cap Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, FGINX returned 13.23%/yr vs 13.26%/yr for BBISX. Their correlation of 0.92 suggests significant overlap in exposure. FGINX charges 1.02%/yr vs 0.77%/yr for BBISX.

Performance

FGINX vs. BBISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Growth and Income Fund (FGINX) and Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with FGINX having a 20.16% return and BBISX slightly higher at 20.77%. Both investments have delivered pretty close results over the past 10 years, with FGINX having a 13.23% annualized return and BBISX not far ahead at 13.26%.

FGINX

• 1D: 0.45%
• 1M: 0.55%
• 6M: 16.50%
• YTD: 20.16%
• 1Y: 39.51%
• 3Y*: 25.17%
• 5Y*: 17.04%
• 10Y*: 13.23%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FGINX vs. BBISX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FGINX Delaware Growth and Income Fund	20.16%	29.78%	15.13%	11.98%	3.03%	21.37%	-0.08%	25.64%	-10.27%	18.08%
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 FGINX and BBISX is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996	0.92

The correlation between FGINX and BBISX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

FGINX vs. BBISX — Risk / Return Rank

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

FGINX

FGINX Risk / Return Rank: 96
FGINX Sharpe Ratio Rank: 98
FGINX Sortino Ratio Rank: 97
FGINX Omega Ratio Rank: 93
FGINX Calmar Ratio Rank: 97
FGINX Martin Ratio Rank: 97

BBISX

BBISX Risk / Return Rank: 95
BBISX Sharpe Ratio Rank: 97
BBISX Sortino Ratio Rank: 94
BBISX Omega Ratio Rank: 90
BBISX Calmar Ratio Rank: 97
BBISX Martin Ratio Rank: 97

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.

FGINX vs. BBISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Growth and Income Fund (FGINX) 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.

	FGINX	BBISX	Difference
Sharpe ratio: Return per unit of total volatility	3.41	2.99	+0.42
Sortino ratio: Return per unit of downside risk	4.71	4.11	+0.60
Omega ratio: Gain probability vs. loss probability	1.61	1.53	+0.08
Calmar ratio: Return relative to maximum drawdown	5.49	5.64	-0.14
Martin ratio: Return relative to average drawdown	20.74	21.58	-0.84

FGINX vs. BBISX - Sharpe Ratio Comparison

The current FGINX Sharpe Ratio is 3.41, which is comparable to the BBISX Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of FGINX and BBISX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FGINX vs. BBISX - Drawdown Comparison

The maximum FGINX drawdown since its inception was -54.80%, smaller than the maximum BBISX drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for FGINX and BBISX.

Drawdown Indicators

	FGINX	BBISX	Difference
Max Drawdown Largest peak-to-trough decline	-54.80%	-59.31%	+4.51%
Max Drawdown (1Y) Largest decline over 1 year	-7.34%	-6.10%	-1.24%
Max Drawdown (3Y) Largest decline over 3 years	-13.28%	-14.71%	+1.43%
Max Drawdown (5Y) Largest decline over 5 years	-16.21%	-19.45%	+3.24%
Max Drawdown (10Y) Largest decline over 10 years	-37.37%	-38.37%	+1.00%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.67%	-10.12%	+0.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	1.59%	+0.35%

Volatility

FGINX vs. BBISX - Volatility Comparison

Delaware Growth and Income Fund (FGINX) has a higher volatility of 3.72% compared to Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) at 3.18%. This indicates that FGINX's price experiences larger fluctuations and is considered to be riskier than BBISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGINX	BBISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	3.18%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	8.80%	8.69%	+0.11%
Volatility (1Y) Calculated over the trailing 1-year period	11.84%	11.54%	+0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.89%	15.26%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	17.59%	-0.62%

FGINX vs. BBISX - Expense Ratio Comparison

FGINX has a 1.02% expense ratio, which is higher than BBISX's 0.77% expense ratio.

Dividends

FGINX vs. BBISX - Dividend Comparison

FGINX's dividend yield for the trailing twelve months is around 9.25%, 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%
FGINX Delaware Growth and Income Fund	9.25%	11.28%	12.40%	7.11%	7.04%	11.97%	6.59%	51.75%	25.36%	5.13%	4.12%	5.66%

Frequently Asked Questions

Can I hold both FGINX and BBISX in my portfolio?

With a correlation of 0.93, FGINX and BBISX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FGINX or BBISX?

FGINX has higher volatility (3.72%) compared to BBISX (3.18%). In terms of maximum drawdown, FGINX dropped -54.80% vs BBISX's -59.31%.

Which has better risk-adjusted returns?

FGINX currently has the higher Sharpe Ratio (3.41 vs 2.99), 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.