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SCSPX vs. SCCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCSPX vs. SCCPX - Performance Comparison

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

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SCSPX vs. SCCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCSPX
Sterling Capital Quality Income Fund
-0.34%7.61%2.38%4.51%-9.02%-1.05%4.58%6.24%1.49%3.09%
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%

Returns By Period

In the year-to-date period, SCSPX achieves a -0.34% return, which is significantly higher than SCCPX's -2.12% return. Over the past 10 years, SCSPX has underperformed SCCPX with an annualized return of 1.93%, while SCCPX has yielded a comparatively higher 21.91% annualized return.


SCSPX

1D
0.44%
1M
-2.26%
YTD
-0.34%
6M
0.84%
1Y
4.29%
3Y*
3.94%
5Y*
0.84%
10Y*
1.93%

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

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SCSPX vs. SCCPX - Expense Ratio Comparison

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


Return for Risk

SCSPX vs. SCCPX — Risk / Return Rank

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

SCSPX
SCSPX Risk / Return Rank: 6868
Overall Rank
SCSPX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SCSPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
SCSPX Omega Ratio Rank: 5757
Omega Ratio Rank
SCSPX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SCSPX Martin Ratio Rank: 6363
Martin Ratio Rank

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
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. SCCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Quality Income Fund (SCSPX) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). 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.


SCSPXSCCPXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.34

+0.88

Sortino ratio

Return per unit of downside risk

1.76

0.51

+1.25

Omega ratio

Gain probability vs. loss probability

1.22

1.06

+0.15

Calmar ratio

Return relative to maximum drawdown

1.91

0.68

+1.23

Martin ratio

Return relative to average drawdown

5.98

1.62

+4.35

SCSPX vs. SCCPX - Sharpe Ratio Comparison

The current SCSPX Sharpe Ratio is 1.21, which is higher than the SCCPX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SCSPX and SCCPX, 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


SCSPXSCCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.34

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.25

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.12

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.11

+0.51

Correlation

The correlation between SCSPX and SCCPX is 0.81, 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. SCCPX - Dividend Comparison

SCSPX's dividend yield for the trailing twelve months is around 3.55%, less than SCCPX's 4.71% 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%
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%

Drawdowns

SCSPX vs. SCCPX - Drawdown Comparison

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


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Drawdown Indicators


SCSPXSCCPXDifference

Max Drawdown

Largest peak-to-trough decline

-13.41%

-31.88%

+18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-5.49%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-13.41%

-31.88%

+18.47%

Max Drawdown (10Y)

Largest decline over 10 years

-13.41%

-31.88%

+18.47%

Current Drawdown

Current decline from peak

-2.26%

-15.66%

+13.40%

Average Drawdown

Average peak-to-trough decline

-2.17%

-6.30%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.31%

-1.42%

Volatility

SCSPX vs. SCCPX - Volatility Comparison

The current volatility for Sterling Capital Quality Income Fund (SCSPX) is 1.48%, while Sterling Capital Long Duration Corporate Bond Fund (SCCPX) has a volatility of 3.26%. This indicates that SCSPX experiences smaller price fluctuations and is considered to be less risky than SCCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCSPXSCCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

3.26%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

5.20%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

8.85%

-4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

11.11%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.92%

182.21%

-178.29%