SCCPX vs. SPSCX

Last updated Jun 24, 2026

SCCPX (Sterling Capital Long Duration Corporate Bond Fund) and SPSCX (Sterling Capital Behavioral Small Cap Value Equity Fund) are both mutual funds - SCCPX is a Corporate Bonds fund managed by Sterling Capital, while SPSCX is a Small Cap Value Equities fund managed by Sterling Capital. Over the past 10 years, SCCPX returned 22.01%/yr vs 10.85%/yr for SPSCX. At a correlation of -0.03, they often move in opposite directions. SCCPX charges 0.45%/yr vs 0.81%/yr for SPSCX.

Performance

SCCPX vs. SPSCX - 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 Small Cap Value Equity Fund (SPSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCCPX achieves a 0.53% return, which is significantly lower than SPSCX's 18.07% return. Over the past 10 years, SCCPX has outperformed SPSCX with an annualized return of 22.01%, while SPSCX has yielded a comparatively lower 10.85% 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%

SPSCX

• 1D: 0.44%
• 1M: 2.56%
• YTD: 18.07%
• 6M: 16.14%
• 1Y: 32.98%
• 3Y*: 18.96%
• 5Y*: 9.89%
• 10Y*: 10.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCCPX vs. SPSCX - 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%
SPSCX Sterling Capital Behavioral Small Cap Value Equity Fund	18.07%	8.64%	10.10%	19.36%	-10.99%	43.51%	-5.80%	21.95%	-17.24%	8.89%

Correlation

The correlation between SCCPX and SPSCX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012	-0.03

The correlation between SCCPX and SPSCX shifts across timeframes, from -0.03 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SCCPX vs. SPSCX — Risk / Return Rank

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

SCCPX

SCCPX Risk / Return Rank: 10
SCCPX Sharpe Ratio Rank: 10
SCCPX Sortino Ratio Rank: 10
SCCPX Omega Ratio Rank: 9
SCCPX Calmar Ratio Rank: 12
SCCPX Martin Ratio Rank: 10

SPSCX

SPSCX Risk / Return Rank: 72
SPSCX Sharpe Ratio Rank: 67
SPSCX Sortino Ratio Rank: 70
SPSCX Omega Ratio Rank: 57
SPSCX Calmar Ratio Rank: 89
SPSCX Martin Ratio Rank: 79

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. SPSCX - 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 Small Cap Value Equity Fund (SPSCX). 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	SPSCX	Difference
Sharpe ratio: Return per unit of total volatility	0.77	2.21	-1.44
Sortino ratio: Return per unit of downside risk	1.15	3.19	-2.04
Omega ratio: Gain probability vs. loss probability	1.14	1.38	-0.25
Calmar ratio: Return relative to maximum drawdown	1.06	4.22	-3.16
Martin ratio: Return relative to average drawdown	2.65	13.72	-11.08

SCCPX vs. SPSCX - Sharpe Ratio Comparison

The current SCCPX Sharpe Ratio is 0.77, which is lower than the SPSCX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SCCPX and SPSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCCPX vs. SPSCX - Drawdown Comparison

The maximum SCCPX drawdown since its inception was -31.88%, smaller than the maximum SPSCX drawdown of -74.51%. Use the drawdown chart below to compare losses from any high point for SCCPX and SPSCX.

Drawdown Indicators

	SCCPX	SPSCX	Difference
Max Drawdown Largest peak-to-trough decline	-31.88%	-74.51%	+42.63%
Max Drawdown (1Y) Largest decline over 1 year	-5.49%	-8.27%	+2.78%
Max Drawdown (3Y) Largest decline over 3 years	-12.96%	-25.07%	+12.11%
Max Drawdown (5Y) Largest decline over 5 years	-31.88%	-25.07%	-6.81%
Max Drawdown (10Y) Largest decline over 10 years	-31.88%	-51.12%	+19.24%
Current Drawdown Current decline from peak	-13.39%	-1.04%	-12.35%
Average Drawdown Average peak-to-trough decline	-6.42%	-14.87%	+8.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.54%	-0.34%

Volatility

SCCPX vs. SPSCX - Volatility Comparison

The current volatility for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) is 1.99%, while Sterling Capital Behavioral Small Cap Value Equity Fund (SPSCX) has a volatility of 4.12%. This indicates that SCCPX experiences smaller price fluctuations and is considered to be less risky than SPSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCCPX	SPSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.99%	4.12%	-2.13%
Volatility (6M) Calculated over the trailing 6-month period	5.58%	11.10%	-5.52%
Volatility (1Y) Calculated over the trailing 1-year period	7.59%	15.80%	-8.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.22%	20.40%	-9.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	182.29%	23.21%	+159.08%

SCCPX vs. SPSCX - Expense Ratio Comparison

SCCPX has a 0.45% expense ratio, which is lower than SPSCX's 0.81% expense ratio.

Dividends

SCCPX vs. SPSCX - Dividend Comparison

SCCPX's dividend yield for the trailing twelve months is around 5.12%, less than SPSCX's 9.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SPSCX Sterling Capital Behavioral Small Cap Value Equity Fund	9.11%	10.76%	9.96%	2.03%	9.70%	2.34%	0.91%	1.60%	16.59%	4.44%	1.25%	1.55%

Frequently Asked Questions

Can I hold both SCCPX and SPSCX in my portfolio?

SCCPX and SPSCX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCCPX or SPSCX?

SPSCX has higher volatility (4.12%) compared to SCCPX (1.99%). In terms of maximum drawdown, SCCPX dropped -31.88% vs SPSCX's -74.51%.

Which has better risk-adjusted returns?

SPSCX currently has the higher Sharpe Ratio (2.21 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.