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OWVAX vs. SCSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OWVAX vs. SCSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital West Virginia Intermediate Tax-Free Fund (OWVAX) and Sterling Capital Quality Income Fund (SCSPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OWVAX achieves a 1.11% return, which is significantly higher than SCSPX's 0.42% return. Over the past 10 years, OWVAX has underperformed SCSPX with an annualized return of 1.80%, while SCSPX has yielded a comparatively higher 1.90% annualized return.


OWVAX

1D
0.00%
1M
1.10%
YTD
1.11%
6M
1.46%
1Y
5.14%
3Y*
3.55%
5Y*
1.15%
10Y*
1.80%

SCSPX

1D
0.22%
1M
0.77%
YTD
0.42%
6M
0.74%
1Y
5.01%
3Y*
4.46%
5Y*
0.90%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OWVAX vs. SCSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OWVAX
Sterling Capital West Virginia Intermediate Tax-Free Fund
1.11%5.44%1.18%4.18%-5.91%0.39%4.49%6.15%0.67%3.43%
SCSPX
Sterling Capital Quality Income Fund
0.42%7.61%2.38%4.51%-9.02%-1.05%4.58%6.24%1.49%3.09%

Correlation

The correlation between OWVAX and SCSPX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2012

0.53

The correlation between OWVAX and SCSPX shifts across timeframes, from 0.50 (1 year) to 0.60 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

OWVAX vs. SCSPX — Risk / Return Rank

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

OWVAX
OWVAX Risk / Return Rank: 6868
Overall Rank
OWVAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
OWVAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
OWVAX Omega Ratio Rank: 9494
Omega Ratio Rank
OWVAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
OWVAX Martin Ratio Rank: 3333
Martin Ratio Rank

SCSPX
SCSPX Risk / Return Rank: 2626
Overall Rank
SCSPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SCSPX Sortino Ratio Rank: 2929
Sortino Ratio Rank
SCSPX Omega Ratio Rank: 2727
Omega Ratio Rank
SCSPX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SCSPX Martin Ratio Rank: 2222
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.

OWVAX vs. SCSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital West Virginia Intermediate Tax-Free Fund (OWVAX) and Sterling Capital Quality Income Fund (SCSPX). 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.


OWVAXSCSPXDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.73

1.25

+0.47

Calmar ratioReturn relative to maximum drawdown

2.17

1.73

+0.44

Martin ratioReturn relative to average drawdown

7.04

4.99

+2.05

OWVAX vs. SCSPX - Sharpe Ratio Comparison

The current OWVAX Sharpe Ratio is 2.63, which is higher than the SCSPX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of OWVAX and SCSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OWVAX vs. SCSPX - Drawdown Comparison

The maximum OWVAX drawdown since its inception was -12.59%, smaller than the maximum SCSPX drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for OWVAX and SCSPX.


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Drawdown Indicators


OWVAXSCSPXDifference

Max Drawdown

Largest peak-to-trough decline

-12.59%

-13.41%

+0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-2.91%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-3.60%

-5.08%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-9.42%

-13.41%

+3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-9.79%

-13.41%

+3.62%

Current Drawdown

Current decline from peak

-0.61%

-1.51%

+0.90%

Average Drawdown

Average peak-to-trough decline

-1.63%

-2.16%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.01%

-0.28%

Volatility

OWVAX vs. SCSPX - Volatility Comparison

The current volatility for Sterling Capital West Virginia Intermediate Tax-Free Fund (OWVAX) is 0.55%, while Sterling Capital Quality Income Fund (SCSPX) has a volatility of 1.21%. This indicates that OWVAX experiences smaller price fluctuations and is considered to be less risky than SCSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWVAXSCSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

1.21%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

2.71%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.96%

3.62%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.69%

4.97%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.08%

3.95%

-0.87%

OWVAX vs. SCSPX - Expense Ratio Comparison

Both OWVAX and SCSPX have an expense ratio of 0.58%.


Dividends

OWVAX vs. SCSPX - Dividend Comparison

OWVAX's dividend yield for the trailing twelve months is around 2.87%, less than SCSPX's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
OWVAX
Sterling Capital West Virginia Intermediate Tax-Free Fund
2.87%3.76%3.08%2.26%1.99%1.76%2.03%2.73%2.58%2.47%2.81%2.90%
SCSPX
Sterling Capital Quality Income Fund
3.91%3.85%3.60%2.57%2.37%2.05%2.50%2.99%3.19%2.74%2.66%2.71%

Frequently Asked Questions


OWVAX and SCSPX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCSPX has higher volatility (1.21%) compared to OWVAX (0.55%). In terms of maximum drawdown, OWVAX dropped -12.59% vs SCSPX's -13.41%.

OWVAX currently has the higher Sharpe Ratio (2.63 vs 1.39), 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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