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SCCPX vs. PRPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCCPX vs. PRPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Long Duration Corporate Bond Fund (SCCPX) and T. Rowe Price Corporate Income Fund (PRPIX). The values are adjusted to include any dividend payments, if applicable.

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SCCPX vs. PRPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
-2.12%6.37%-1.68%9.20%-23.65%-0.01%625.95%10.78%-0.95%4.22%
PRPIX
T. Rowe Price Corporate Income Fund
-0.95%11.87%3.20%8.81%-17.71%-0.76%7.87%15.77%-3.05%6.58%

Returns By Period

In the year-to-date period, SCCPX achieves a -2.12% return, which is significantly lower than PRPIX's -0.95% return. Over the past 10 years, SCCPX has outperformed PRPIX with an annualized return of 21.91%, while PRPIX has yielded a comparatively lower 2.89% annualized return.


SCCPX

1D
0.91%
1M
-4.17%
YTD
-2.12%
6M
-2.59%
1Y
1.94%
3Y*
2.06%
5Y*
-2.77%
10Y*
21.91%

PRPIX

1D
0.50%
1M
-2.80%
YTD
-0.95%
6M
1.06%
1Y
8.14%
3Y*
6.22%
5Y*
1.16%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCCPX vs. PRPIX - Expense Ratio Comparison

SCCPX has a 0.45% expense ratio, which is lower than PRPIX's 0.56% expense ratio.


Return for Risk

SCCPX vs. PRPIX — Risk / Return Rank

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

SCCPX
SCCPX Risk / Return Rank: 1515
Overall Rank
SCCPX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SCCPX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SCCPX Omega Ratio Rank: 1010
Omega Ratio Rank
SCCPX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SCCPX Martin Ratio Rank: 1616
Martin Ratio Rank

PRPIX
PRPIX Risk / Return Rank: 8888
Overall Rank
PRPIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PRPIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRPIX Omega Ratio Rank: 8383
Omega Ratio Rank
PRPIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PRPIX Martin Ratio Rank: 8686
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. PRPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) and T. Rowe Price Corporate Income Fund (PRPIX). 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.


SCCPXPRPIXDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.83

-1.49

Sortino ratio

Return per unit of downside risk

0.51

2.64

-2.13

Omega ratio

Gain probability vs. loss probability

1.06

1.33

-0.27

Calmar ratio

Return relative to maximum drawdown

0.68

2.54

-1.86

Martin ratio

Return relative to average drawdown

1.62

9.06

-7.44

SCCPX vs. PRPIX - Sharpe Ratio Comparison

The current SCCPX Sharpe Ratio is 0.34, which is lower than the PRPIX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SCCPX and PRPIX, 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


SCCPXPRPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.83

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.18

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.48

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.87

-0.76

Correlation

The correlation between SCCPX and PRPIX is 0.86, 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. PRPIX - Dividend Comparison

SCCPX's dividend yield for the trailing twelve months is around 4.71%, less than PRPIX's 8.71% yield.


TTM20252024202320222021202020192018201720162015
SCCPX
Sterling Capital Long Duration Corporate Bond Fund
4.71%4.99%4.84%3.54%4.11%13.93%88.30%3.01%3.31%3.76%3.41%3.16%
PRPIX
T. Rowe Price Corporate Income Fund
8.71%8.26%5.18%4.13%2.42%5.61%3.82%5.47%3.47%3.95%3.20%4.23%

Drawdowns

SCCPX vs. PRPIX - Drawdown Comparison

The maximum SCCPX drawdown since its inception was -31.88%, which is greater than PRPIX's maximum drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for SCCPX and PRPIX.


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Drawdown Indicators


SCCPXPRPIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.88%

-24.24%

-7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-3.59%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-24.24%

-7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

-24.24%

-7.64%

Current Drawdown

Current decline from peak

-15.66%

-2.80%

-12.86%

Average Drawdown

Average peak-to-trough decline

-6.30%

-3.21%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

1.01%

+1.30%

Volatility

SCCPX vs. PRPIX - Volatility Comparison

Sterling Capital Long Duration Corporate Bond Fund (SCCPX) has a higher volatility of 3.26% compared to T. Rowe Price Corporate Income Fund (PRPIX) at 1.72%. This indicates that SCCPX's price experiences larger fluctuations and is considered to be riskier than PRPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCPXPRPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

1.72%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

5.20%

2.92%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

8.85%

4.78%

+4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.11%

6.57%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

182.21%

6.01%

+176.20%