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SCCPX vs. VLCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCCPX vs. VLCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Long Duration Corporate Bond Fund (SCCPX) and Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX). The values are adjusted to include any dividend payments, if applicable.

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SCCPX vs. VLCIX - 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%
VLCIX
Vanguard Long-Term Corporate Bond Index Fund Institutional Shares
-1.44%7.27%-1.43%11.06%-25.75%-1.24%13.74%23.18%-6.86%12.42%

Returns By Period

In the year-to-date period, SCCPX achieves a -2.12% return, which is significantly lower than VLCIX's -1.44% return. Over the past 10 years, SCCPX has outperformed VLCIX with an annualized return of 21.91%, while VLCIX has yielded a comparatively lower 2.53% 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%

VLCIX

1D
1.02%
1M
-3.68%
YTD
-1.44%
6M
-1.91%
1Y
3.21%
3Y*
3.04%
5Y*
-1.43%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCCPX vs. VLCIX - Expense Ratio Comparison

SCCPX has a 0.45% expense ratio, which is higher than VLCIX's 0.05% expense ratio.


Return for Risk

SCCPX vs. VLCIX — 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

VLCIX
VLCIX Risk / Return Rank: 1818
Overall Rank
VLCIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VLCIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VLCIX Omega Ratio Rank: 1313
Omega Ratio Rank
VLCIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VLCIX Martin Ratio Rank: 1919
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. VLCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) and Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX). 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.


SCCPXVLCIXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.42

-0.08

Sortino ratio

Return per unit of downside risk

0.51

0.62

-0.10

Omega ratio

Gain probability vs. loss probability

1.06

1.08

-0.01

Calmar ratio

Return relative to maximum drawdown

0.68

0.86

-0.18

Martin ratio

Return relative to average drawdown

1.62

2.01

-0.39

SCCPX vs. VLCIX - Sharpe Ratio Comparison

The current SCCPX Sharpe Ratio is 0.34, which is comparable to the VLCIX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SCCPX and VLCIX, 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


SCCPXVLCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.42

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

-0.12

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.24

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.43

-0.33

Correlation

The correlation between SCCPX and VLCIX is 0.82, 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. VLCIX - Dividend Comparison

SCCPX's dividend yield for the trailing twelve months is around 4.71%, less than VLCIX's 5.17% 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%
VLCIX
Vanguard Long-Term Corporate Bond Index Fund Institutional Shares
5.17%5.50%5.60%4.67%4.43%2.95%3.17%3.83%4.58%4.03%4.39%4.73%

Drawdowns

SCCPX vs. VLCIX - Drawdown Comparison

The maximum SCCPX drawdown since its inception was -31.88%, smaller than the maximum VLCIX drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for SCCPX and VLCIX.


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Drawdown Indicators


SCCPXVLCIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.88%

-34.56%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-5.26%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-34.56%

+2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

-34.56%

+2.68%

Current Drawdown

Current decline from peak

-15.66%

-16.02%

+0.36%

Average Drawdown

Average peak-to-trough decline

-6.30%

-7.96%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.25%

+0.06%

Volatility

SCCPX vs. VLCIX - Volatility Comparison

The current volatility for Sterling Capital Long Duration Corporate Bond Fund (SCCPX) is 3.26%, while Vanguard Long-Term Corporate Bond Index Fund Institutional Shares (VLCIX) has a volatility of 3.46%. This indicates that SCCPX experiences smaller price fluctuations and is considered to be less risky than VLCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCPXVLCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

3.46%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

5.20%

5.26%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

8.85%

8.93%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.11%

11.88%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

182.21%

10.60%

+171.61%