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SCSPX vs. BIMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCSPX vs. BIMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Quality Income Fund (SCSPX) and Baird Intermediate Bond Fund (BIMSX). The values are adjusted to include any dividend payments, if applicable.

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SCSPX vs. BIMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCSPX
Sterling Capital Quality Income Fund
-0.23%7.61%2.38%4.51%-9.02%-1.05%4.58%6.24%1.49%3.09%
BIMSX
Baird Intermediate Bond Fund
-0.14%6.76%3.21%5.53%-8.88%-1.68%7.16%6.83%0.30%2.53%

Returns By Period

In the year-to-date period, SCSPX achieves a -0.23% return, which is significantly lower than BIMSX's -0.14% return. Over the past 10 years, SCSPX has underperformed BIMSX with an annualized return of 1.94%, while BIMSX has yielded a comparatively higher 2.04% annualized return.


SCSPX

1D
0.11%
1M
-1.73%
YTD
-0.23%
6M
0.73%
1Y
4.18%
3Y*
3.97%
5Y*
0.82%
10Y*
1.94%

BIMSX

1D
0.18%
1M
-0.95%
YTD
-0.14%
6M
0.79%
1Y
4.07%
3Y*
4.31%
5Y*
1.16%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCSPX vs. BIMSX - Expense Ratio Comparison

SCSPX has a 0.58% expense ratio, which is higher than BIMSX's 0.55% expense ratio.


Return for Risk

SCSPX vs. BIMSX — Risk / Return Rank

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

SCSPX
SCSPX Risk / Return Rank: 5656
Overall Rank
SCSPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SCSPX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SCSPX Omega Ratio Rank: 4242
Omega Ratio Rank
SCSPX Calmar Ratio Rank: 7171
Calmar Ratio Rank
SCSPX Martin Ratio Rank: 5353
Martin Ratio Rank

BIMSX
BIMSX Risk / Return Rank: 8181
Overall Rank
BIMSX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BIMSX Sortino Ratio Rank: 8383
Sortino Ratio Rank
BIMSX Omega Ratio Rank: 7373
Omega Ratio Rank
BIMSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BIMSX Martin Ratio Rank: 8282
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.

SCSPX vs. BIMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Quality Income Fund (SCSPX) and Baird Intermediate Bond Fund (BIMSX). 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.


SCSPXBIMSXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.50

-0.39

Sortino ratio

Return per unit of downside risk

1.60

2.23

-0.63

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.79

2.33

-0.54

Martin ratio

Return relative to average drawdown

5.52

8.69

-3.18

SCSPX vs. BIMSX - Sharpe Ratio Comparison

The current SCSPX Sharpe Ratio is 1.11, which is comparable to the BIMSX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SCSPX and BIMSX, 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


SCSPXBIMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.50

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.30

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.63

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.09

-0.48

Correlation

The correlation between SCSPX and BIMSX is 0.85, 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

SCSPX vs. BIMSX - Dividend Comparison

SCSPX's dividend yield for the trailing twelve months is around 3.55%, which matches BIMSX's 3.56% yield.


TTM20252024202320222021202020192018201720162015
SCSPX
Sterling Capital Quality Income Fund
3.55%3.85%3.60%2.57%2.37%2.05%2.50%2.99%3.19%2.74%2.66%2.71%
BIMSX
Baird Intermediate Bond Fund
3.56%3.50%3.44%2.81%1.81%1.90%3.08%2.16%2.14%1.98%1.89%2.21%

Drawdowns

SCSPX vs. BIMSX - Drawdown Comparison

The maximum SCSPX drawdown since its inception was -13.41%, roughly equal to the maximum BIMSX drawdown of -13.07%. Use the drawdown chart below to compare losses from any high point for SCSPX and BIMSX.


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Drawdown Indicators


SCSPXBIMSXDifference

Max Drawdown

Largest peak-to-trough decline

-13.41%

-13.07%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-1.87%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-13.41%

-13.00%

-0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-13.41%

-13.07%

-0.34%

Current Drawdown

Current decline from peak

-2.15%

-1.30%

-0.85%

Average Drawdown

Average peak-to-trough decline

-2.17%

-1.59%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.50%

+0.40%

Volatility

SCSPX vs. BIMSX - Volatility Comparison

Sterling Capital Quality Income Fund (SCSPX) has a higher volatility of 1.46% compared to Baird Intermediate Bond Fund (BIMSX) at 1.03%. This indicates that SCSPX's price experiences larger fluctuations and is considered to be riskier than BIMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCSPXBIMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.03%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

1.67%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

2.80%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

3.86%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.92%

3.24%

+0.68%