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SCCPX vs. SCSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCCPX vs. SCSPX - 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 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, SCCPX achieves a 0.53% return, which is significantly higher than SCSPX's 0.20% return. Over the past 10 years, SCCPX has outperformed SCSPX with an annualized return of 22.01%, while SCSPX has yielded a comparatively lower 1.87% 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%

SCSPX

1D
-0.22%
1M
0.55%
YTD
0.20%
6M
0.52%
1Y
4.54%
3Y*
4.35%
5Y*
0.88%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCCPX vs. SCSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCSPX
Sterling Capital Quality Income Fund
0.20%7.61%2.38%4.51%-9.02%-1.05%4.58%6.24%1.49%3.09%

Correlation

The correlation between SCCPX and SCSPX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.88

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

0.87

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

0.83

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

0.81

The correlation between SCCPX and SCSPX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

SCCPX vs. SCSPX — Risk / Return Rank

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

SCCPX
SCCPX Risk / Return Rank: 1010
Overall Rank
SCCPX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SCCPX Sortino Ratio Rank: 1010
Sortino Ratio Rank
SCCPX Omega Ratio Rank: 99
Omega Ratio Rank
SCCPX Calmar Ratio Rank: 1212
Calmar Ratio Rank
SCCPX Martin Ratio Rank: 1010
Martin Ratio Rank

SCSPX
SCSPX Risk / Return Rank: 2424
Overall Rank
SCSPX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SCSPX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SCSPX Omega Ratio Rank: 2424
Omega Ratio Rank
SCSPX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SCSPX Martin Ratio Rank: 2020
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. SCSPX - 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 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.


SCCPXSCSPXDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

1.06

1.65

-0.59

Martin ratioReturn relative to average drawdown

2.65

4.73

-2.09

SCCPX vs. SCSPX - Sharpe Ratio Comparison

The current SCCPX Sharpe Ratio is 0.77, which is lower than the SCSPX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SCCPX 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

SCCPX vs. SCSPX - Drawdown Comparison

The maximum SCCPX drawdown since its inception was -31.88%, which is greater than SCSPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for SCCPX and SCSPX.


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Drawdown Indicators


SCCPXSCSPXDifference

Max Drawdown

Largest peak-to-trough decline

-31.88%

-13.41%

-18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-2.91%

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-12.96%

-5.08%

-7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-13.41%

-18.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

-13.41%

-18.47%

Current Drawdown

Current decline from peak

-13.39%

-1.72%

-11.67%

Average Drawdown

Average peak-to-trough decline

-6.42%

-2.16%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.01%

+1.19%

Volatility

SCCPX vs. SCSPX - Volatility Comparison

Sterling Capital Long Duration Corporate Bond Fund (SCCPX) has a higher volatility of 1.99% compared to Sterling Capital Quality Income Fund (SCSPX) at 1.13%. This indicates that SCCPX's price experiences larger fluctuations and is considered to be riskier 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


SCCPXSCSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.13%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

5.58%

2.72%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

7.59%

3.64%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.22%

4.97%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

182.29%

3.95%

+178.34%

SCCPX vs. SCSPX - Expense Ratio Comparison

SCCPX has a 0.45% expense ratio, which is lower than SCSPX's 0.58% expense ratio.


Dividends

SCCPX vs. SCSPX - Dividend Comparison

SCCPX's dividend yield for the trailing twelve months is around 5.12%, more than SCSPX's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SCSPX
Sterling Capital Quality Income Fund
3.92%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


SCCPX and SCSPX have a correlation of 0.82, 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 SCSPX (1.13%). In terms of maximum drawdown, SCCPX dropped -31.88% vs SCSPX's -13.41%.

SCSPX currently has the higher Sharpe Ratio (1.32 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.

Portfolio Optimizer

Find the right allocation for SCCPX and SCSPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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