SCCPX vs. MIFIX
SCCPX (Sterling Capital Long Duration Corporate Bond Fund) and MIFIX (Miller Intermediate Bond Fund) are both Corporate Bonds funds. Over the past 10 years, SCCPX returned 22.01%/yr vs 5.15%/yr for MIFIX. At a 0.19 correlation, their price movements are largely independent. SCCPX charges 0.45%/yr vs 0.99%/yr for MIFIX.
Performance
SCCPX vs. MIFIX - Performance Comparison
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Returns By Period
In the year-to-date period, SCCPX achieves a 0.53% return, which is significantly lower than MIFIX's 4.38% return. Over the past 10 years, SCCPX has outperformed MIFIX with an annualized return of 22.01%, while MIFIX has yielded a comparatively lower 5.15% annualized return.
SCCPX
- 1D
- -0.59%
- 1M
- 1.19%
- YTD
- 0.53%
- 6M
- 0.81%
- 1Y
- 5.65%
- 3Y*
- 3.47%
- 5Y*
- -2.58%
- 10Y*
- 22.01%
MIFIX
- 1D
- -0.18%
- 1M
- 0.42%
- YTD
- 4.38%
- 6M
- 4.25%
- 1Y
- 9.36%
- 3Y*
- 7.88%
- 5Y*
- 3.74%
- 10Y*
- 5.15%
SCCPX vs. MIFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCCPX Sterling Capital Long Duration Corporate Bond Fund | 0.53% | 6.37% | -1.68% | 9.20% | -23.65% | -0.01% | 625.95% | 10.78% | -0.95% | 4.22% |
MIFIX Miller Intermediate Bond Fund | 4.38% | 7.11% | 7.31% | 6.88% | -7.72% | 4.32% | 14.22% | 9.79% | -1.91% | 3.10% |
Correlation
The correlation between SCCPX and MIFIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.19 |
Over the past year, SCCPX and MIFIX have become more correlated (0.44) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
SCCPX vs. MIFIX — Risk / Return Rank
SCCPX
MIFIX
SCCPX vs. MIFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) and Miller Intermediate Bond Fund (MIFIX). 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.
| SCCPX | MIFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.63 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.58 | -2.52 |
| Martin ratioReturn relative to average drawdown | 2.65 | 14.15 | -11.50 |
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Drawdowns
SCCPX vs. MIFIX - Drawdown Comparison
The maximum SCCPX drawdown since its inception was -31.88%, which is greater than MIFIX's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for SCCPX and MIFIX.
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Drawdown Indicators
| SCCPX | MIFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.88% | -15.58% | -16.30% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -2.68% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -12.96% | -5.39% | -7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -31.88% | -11.87% | -20.01% |
Max Drawdown (10Y)Largest decline over 10 years | -31.88% | -15.58% | -16.30% |
Current DrawdownCurrent decline from peak | -13.39% | -0.97% | -12.42% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -2.05% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.68% | +1.52% |
Volatility
SCCPX vs. MIFIX - Volatility Comparison
Sterling Capital Long Duration Corporate Bond Fund (SCCPX) has a higher volatility of 1.99% compared to Miller Intermediate Bond Fund (MIFIX) at 1.11%. This indicates that SCCPX's price experiences larger fluctuations and is considered to be riskier than MIFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCPX | MIFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 1.11% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 5.58% | 2.29% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.59% | 3.08% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.22% | 5.00% | +6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 182.29% | 5.42% | +176.87% |
SCCPX vs. MIFIX - Expense Ratio Comparison
SCCPX has a 0.45% expense ratio, which is lower than MIFIX's 0.99% expense ratio.
Dividends
SCCPX vs. MIFIX - Dividend Comparison
SCCPX's dividend yield for the trailing twelve months is around 5.12%, more than MIFIX's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIFIX Miller Intermediate Bond Fund | 4.41% | 4.59% | 4.08% | 3.60% | 3.62% | 5.87% | 5.16% | 2.36% | 5.16% | 3.90% | 1.48% | 1.78% |
SCCPX Sterling Capital Long Duration Corporate Bond Fund | 5.12% | 4.99% | 4.84% | 3.54% | 4.11% | 13.93% | 88.30% | 3.01% | 3.31% | 3.76% | 3.41% | 3.16% |
Frequently Asked Questions
SCCPX and MIFIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCCPX has higher volatility (1.99%) compared to MIFIX (1.11%). In terms of maximum drawdown, SCCPX dropped -31.88% vs MIFIX's -15.58%.
MIFIX currently has the higher Sharpe Ratio (3.12 vs 0.77), 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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