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SCEC vs. SCMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCEC vs. SCMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Enhanced Core Bond ETF (SCEC) and Sterling Capital Multi-Strategy Income ETF (SCMC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCEC achieves a 0.26% return, which is significantly lower than SCMC's 1.79% return.


SCEC

1D
-0.16%
1M
0.41%
YTD
0.26%
6M
0.39%
1Y
5.32%
3Y*
5Y*
10Y*

SCMC

1D
-0.16%
1M
0.34%
YTD
1.79%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCEC vs. SCMC - Yearly Performance Comparison


Correlation

The correlation between SCEC and SCMC is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 12, 2025

0.71

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Return for Risk

SCEC vs. SCMC — Risk / Return Rank

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

SCEC
SCEC Risk / Return Rank: 4242
Overall Rank
SCEC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SCEC Sortino Ratio Rank: 4545
Sortino Ratio Rank
SCEC Omega Ratio Rank: 4343
Omega Ratio Rank
SCEC Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCEC Martin Ratio Rank: 3939
Martin Ratio Rank

SCMC
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.

SCEC vs. SCMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Enhanced Core Bond ETF (SCEC) and Sterling Capital Multi-Strategy Income ETF (SCMC). 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.


SCECSCMCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.91

Martin ratioReturn relative to average drawdown

6.06

SCEC vs. SCMC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SCECSCMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.26

-0.22

Drawdowns

SCEC vs. SCMC - Drawdown Comparison

The maximum SCEC drawdown since its inception was -2.98%, which is greater than SCMC's maximum drawdown of -1.91%. Use the drawdown chart below to compare losses from any high point for SCEC and SCMC.


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Drawdown Indicators


SCECSCMCDifference

Max Drawdown

Largest peak-to-trough decline

-2.98%

-1.91%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

Current Drawdown

Current decline from peak

-1.35%

-0.20%

-1.15%

Average Drawdown

Average peak-to-trough decline

-0.79%

-0.36%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

SCEC vs. SCMC - Volatility Comparison


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Volatility by Period


SCECSCMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

2.84%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

2.84%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.12%

2.84%

+1.28%

SCEC vs. SCMC - Expense Ratio Comparison

SCEC has a 0.39% expense ratio, which is lower than SCMC's 0.55% expense ratio.


Dividends

SCEC vs. SCMC - Dividend Comparison

SCEC's dividend yield for the trailing twelve months is around 4.85%, more than SCMC's 2.17% yield.


Frequently Asked Questions


SCEC and SCMC have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCEC is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCEC is cheaper with a 0.39% expense ratio, compared with 0.55% for SCMC.

SCEC has the higher dividend yield at 4.85%, compared with 2.17% for SCMC.

SCEC is categorized as Intermediate Core-Plus Bond, while SCMC is Multisector Bonds. Their fees differ too: 0.39% for SCEC and 0.55% for SCMC.

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