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SCCPX vs. BBISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCCPX vs. BBISX - Performance Comparison

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

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SCCPX vs. BBISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
-1.68%6.37%-1.68%9.20%-23.65%-0.01%625.95%10.78%-0.95%4.22%
BBISX
Sterling Capital Behavioral Large Cap Value Equity Fund
4.32%23.54%20.93%12.49%-5.96%31.07%-1.57%23.81%-10.28%18.82%

Returns By Period

In the year-to-date period, SCCPX achieves a -1.68% return, which is significantly lower than BBISX's 4.32% return. Over the past 10 years, SCCPX has outperformed BBISX with an annualized return of 21.97%, while BBISX has yielded a comparatively lower 12.07% annualized return.


SCCPX

1D
0.45%
1M
-3.04%
YTD
-1.68%
6M
-2.43%
1Y
1.95%
3Y*
2.21%
5Y*
-2.74%
10Y*
21.97%

BBISX

1D
1.96%
1M
-4.12%
YTD
4.32%
6M
9.98%
1Y
24.40%
3Y*
20.61%
5Y*
13.26%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCCPX vs. BBISX - Expense Ratio Comparison

SCCPX has a 0.45% expense ratio, which is lower than BBISX's 0.77% expense ratio.


Return for Risk

SCCPX vs. BBISX — Risk / Return Rank

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

SCCPX
SCCPX Risk / Return Rank: 1111
Overall Rank
SCCPX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SCCPX Sortino Ratio Rank: 88
Sortino Ratio Rank
SCCPX Omega Ratio Rank: 77
Omega Ratio Rank
SCCPX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCCPX Martin Ratio Rank: 1313
Martin Ratio Rank

BBISX
BBISX Risk / Return Rank: 8282
Overall Rank
BBISX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BBISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
BBISX Omega Ratio Rank: 7878
Omega Ratio Rank
BBISX Calmar Ratio Rank: 8282
Calmar Ratio Rank
BBISX Martin Ratio Rank: 8989
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.

SCCPX vs. BBISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) 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.


SCCPXBBISXDifference

Sharpe ratio

Return per unit of total volatility

0.27

1.57

-1.29

Sortino ratio

Return per unit of downside risk

0.43

2.11

-1.69

Omega ratio

Gain probability vs. loss probability

1.05

1.32

-0.27

Calmar ratio

Return relative to maximum drawdown

0.63

2.17

-1.54

Martin ratio

Return relative to average drawdown

1.48

10.30

-8.81

SCCPX vs. BBISX - Sharpe Ratio Comparison

The current SCCPX Sharpe Ratio is 0.27, which is lower than the BBISX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SCCPX and BBISX, 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


SCCPXBBISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.57

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.86

-1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.69

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.45

-0.34

Correlation

The correlation between SCCPX and BBISX is -0.05. 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

SCCPX vs. BBISX - Dividend Comparison

SCCPX's dividend yield for the trailing twelve months is around 4.69%, more than BBISX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
4.69%4.99%4.84%3.54%4.11%13.93%88.30%3.01%3.31%3.76%3.41%3.16%
BBISX
Sterling Capital Behavioral Large Cap Value Equity Fund
1.43%1.53%1.88%1.73%1.56%0.43%3.22%8.20%11.93%2.86%1.90%1.68%

Drawdowns

SCCPX vs. BBISX - Drawdown Comparison

The maximum SCCPX drawdown since its inception was -31.88%, smaller than the maximum BBISX drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for SCCPX and BBISX.


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Drawdown Indicators


SCCPXBBISXDifference

Max Drawdown

Largest peak-to-trough decline

-31.88%

-59.31%

+27.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-11.93%

+6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-19.45%

-12.43%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

-38.37%

+6.49%

Current Drawdown

Current decline from peak

-15.29%

-4.19%

-11.10%

Average Drawdown

Average peak-to-trough decline

-6.30%

-10.21%

+3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.51%

-0.19%

Volatility

SCCPX vs. BBISX - Volatility Comparison

The current volatility for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) is 3.28%, while Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) has a volatility of 4.57%. This indicates that SCCPX experiences smaller price fluctuations and is considered to be less risky than BBISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCPXBBISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

4.57%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.17%

9.18%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.84%

15.72%

-6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.11%

15.45%

-4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

182.21%

17.64%

+164.57%