NMKBX vs. BIBTX
NMKBX (North Square McKee Bond Fund) and BIBTX (Sterling Capital Total Return Bond Fund) are both Intermediate Core Bond funds. Over the past 5 years, NMKBX returned 0.60%/yr vs -0.39%/yr for BIBTX. Their correlation of 0.91 means they have usually moved in the same direction. NMKBX charges 0.28%/yr vs 0.45%/yr for BIBTX.
Performance
NMKBX vs. BIBTX - Performance Comparison
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Returns By Period
In the year-to-date period, NMKBX achieves a -0.33% return, which is significantly higher than BIBTX's -0.80% return.
NMKBX
- 1D
- 0.02%
- 1M
- -1.00%
- 6M
- -0.53%
- YTD
- -0.33%
- 1Y
- 2.26%
- 3Y*
- 4.21%
- 5Y*
- 0.60%
- 10Y*
- —
- ALL TIME*
- 0.56%
BIBTX
- 1D
- 0.11%
- 1M
- -1.29%
- 6M
- -1.15%
- YTD
- -0.80%
- 1Y
- 1.67%
- 3Y*
- 3.75%
- 5Y*
- -0.39%
- 10Y*
- 1.75%
- ALL TIME*
- 4.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NMKBX vs. BIBTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NMKBX North Square McKee Bond Fund | -0.33% | 7.26% | 1.78% | 5.96% | -9.46% | -1.24% | 0.10% |
BIBTX Sterling Capital Total Return Bond Fund | -0.80% | 6.93% | 2.17% | 5.53% | -13.24% | -1.21% | 0.47% |
Correlation
The correlation between NMKBX and BIBTX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2020 | 0.91 |
The correlation between NMKBX and BIBTX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
NMKBX vs. BIBTX — Risk / Return Rank
NMKBX
BIBTX
NMKBX vs. BIBTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square McKee Bond Fund (NMKBX) and Sterling Capital Total Return Bond Fund (BIBTX). 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.
| NMKBX | BIBTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.95 | +0.19 |
| Martin ratioReturn relative to average drawdown | 2.90 | 2.29 | +0.61 |
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Drawdowns
NMKBX vs. BIBTX - Drawdown Comparison
The maximum NMKBX drawdown since its inception was -14.25%, smaller than the maximum BIBTX drawdown of -18.28%. Use the drawdown chart below to compare losses from any high point for NMKBX and BIBTX.
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Drawdown Indicators
| NMKBX | BIBTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.25% | -18.28% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -3.05% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -5.45% | -5.38% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -14.25% | -18.28% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.28% | — |
Current DrawdownCurrent decline from peak | -2.14% | -2.61% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -2.38% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.27% | -0.21% |
Volatility
NMKBX vs. BIBTX - Volatility Comparison
The current volatility for North Square McKee Bond Fund (NMKBX) is 0.97%, while Sterling Capital Total Return Bond Fund (BIBTX) has a volatility of 1.13%. This indicates that NMKBX experiences smaller price fluctuations and is considered to be less risky than BIBTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NMKBX | BIBTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 1.13% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 3.12% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 3.91% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 5.83% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 4.89% | +0.31% |
NMKBX vs. BIBTX - Expense Ratio Comparison
NMKBX has a 0.28% expense ratio, which is lower than BIBTX's 0.45% expense ratio.
Dividends
NMKBX vs. BIBTX - Dividend Comparison
NMKBX's dividend yield for the trailing twelve months is around 4.28%, more than BIBTX's 4.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBTX Sterling Capital Total Return Bond Fund | 4.02% | 4.09% | 4.11% | 3.17% | 2.82% | 3.15% | 4.03% | 3.12% | 3.22% | 3.00% | 3.27% | 3.55% |
NMKBX North Square McKee Bond Fund | 4.28% | 4.25% | 4.19% | 3.54% | 2.12% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NMKBX and BIBTX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIBTX has higher volatility (1.13%) compared to NMKBX (0.97%). In terms of maximum drawdown, NMKBX dropped -14.25% vs BIBTX's -18.28%.
NMKBX currently has the higher Sharpe Ratio (0.84 vs 0.75), 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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