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SCCPX vs. BIBTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCCPX vs. BIBTX - 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 Total Return Bond Fund (BIBTX). The values are adjusted to include any dividend payments, if applicable.

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SCCPX vs. BIBTX - 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%
BIBTX
Sterling Capital Total Return Bond Fund
-0.49%6.93%2.17%5.53%-13.24%-1.21%9.24%9.29%-0.34%4.34%

Returns By Period

In the year-to-date period, SCCPX achieves a -1.68% return, which is significantly lower than BIBTX's -0.49% return. Over the past 10 years, SCCPX has outperformed BIBTX with an annualized return of 21.97%, while BIBTX has yielded a comparatively lower 2.11% 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%

BIBTX

1D
0.21%
1M
-1.79%
YTD
-0.49%
6M
0.33%
1Y
3.50%
3Y*
3.66%
5Y*
0.19%
10Y*
2.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCCPX vs. BIBTX - Expense Ratio Comparison

Both SCCPX and BIBTX have an expense ratio of 0.45%.


Return for Risk

SCCPX vs. BIBTX — 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

BIBTX
BIBTX Risk / Return Rank: 3636
Overall Rank
BIBTX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BIBTX Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIBTX Omega Ratio Rank: 2424
Omega Ratio Rank
BIBTX Calmar Ratio Rank: 5353
Calmar Ratio Rank
BIBTX Martin Ratio Rank: 3535
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. BIBTX - 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 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.


SCCPXBIBTXDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.85

-0.57

Sortino ratio

Return per unit of downside risk

0.43

1.20

-0.78

Omega ratio

Gain probability vs. loss probability

1.05

1.15

-0.09

Calmar ratio

Return relative to maximum drawdown

0.63

1.42

-0.79

Martin ratio

Return relative to average drawdown

1.48

4.13

-2.65

SCCPX vs. BIBTX - Sharpe Ratio Comparison

The current SCCPX Sharpe Ratio is 0.27, which is lower than the BIBTX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SCCPX and BIBTX, 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


SCCPXBIBTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.85

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.03

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.43

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.93

-0.83

Correlation

The correlation between SCCPX and BIBTX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCCPX vs. BIBTX - Dividend Comparison

SCCPX's dividend yield for the trailing twelve months is around 4.69%, more than BIBTX's 3.79% 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%
BIBTX
Sterling Capital Total Return Bond Fund
3.79%4.09%4.11%3.17%2.82%3.15%4.03%3.12%3.22%3.00%3.27%3.55%

Drawdowns

SCCPX vs. BIBTX - Drawdown Comparison

The maximum SCCPX drawdown since its inception was -31.88%, which is greater than BIBTX's maximum drawdown of -18.28%. Use the drawdown chart below to compare losses from any high point for SCCPX and BIBTX.


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Drawdown Indicators


SCCPXBIBTXDifference

Max Drawdown

Largest peak-to-trough decline

-31.88%

-18.28%

-13.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-3.04%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-18.28%

-13.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

-18.28%

-13.60%

Current Drawdown

Current decline from peak

-15.29%

-2.30%

-12.99%

Average Drawdown

Average peak-to-trough decline

-6.30%

-2.38%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.04%

+1.28%

Volatility

SCCPX vs. BIBTX - Volatility Comparison

Sterling Capital Long Duration Corporate Bond Fund (SCCPX) has a higher volatility of 3.28% compared to Sterling Capital Total Return Bond Fund (BIBTX) at 1.59%. This indicates that SCCPX's price experiences larger fluctuations and is considered to be riskier 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


SCCPXBIBTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

1.59%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

5.17%

2.61%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.84%

4.46%

+4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.11%

5.78%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

182.21%

4.87%

+177.34%