SCSPX vs. TCPYX
Compare and contrast key facts about Sterling Capital Quality Income Fund (SCSPX) and Touchstone Impact Bond Fund (TCPYX).
SCSPX is managed by Sterling Capital. It was launched on Jun 30, 2011. TCPYX is managed by Touchstone. It was launched on Nov 15, 1991.
Performance
SCSPX vs. TCPYX - Performance Comparison
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SCSPX vs. TCPYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TCPYX Touchstone Impact Bond Fund | 0.09% | 6.75% | 1.77% | 5.32% | -13.07% | -1.01% | 6.72% | 7.91% | 0.16% | 3.94% |
Returns By Period
In the year-to-date period, SCSPX achieves a -0.34% return, which is significantly lower than TCPYX's 0.09% return. Over the past 10 years, SCSPX has outperformed TCPYX with an annualized return of 1.93%, while TCPYX has yielded a comparatively lower 1.67% annualized return.
SCSPX
- 1D
- 0.44%
- 1M
- -1.83%
- YTD
- -0.34%
- 6M
- 0.62%
- 1Y
- 4.06%
- 3Y*
- 3.94%
- 5Y*
- 0.84%
- 10Y*
- 1.93%
TCPYX
- 1D
- 0.55%
- 1M
- -1.93%
- YTD
- 0.09%
- 6M
- 1.23%
- 1Y
- 4.19%
- 3Y*
- 3.67%
- 5Y*
- 0.31%
- 10Y*
- 1.67%
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SCSPX vs. TCPYX - Expense Ratio Comparison
SCSPX has a 0.58% expense ratio, which is higher than TCPYX's 0.51% expense ratio.
Return for Risk
SCSPX vs. TCPYX — Risk / Return Rank
SCSPX
TCPYX
SCSPX vs. TCPYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Quality Income Fund (SCSPX) and Touchstone Impact Bond Fund (TCPYX). 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.
| SCSPX | TCPYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.96 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.40 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.70 | +0.21 |
Martin ratioReturn relative to average drawdown | 5.98 | 4.70 | +1.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCSPX | TCPYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.96 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.05 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.35 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.69 | -0.08 |
Correlation
The correlation between SCSPX and TCPYX is 0.86, 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. TCPYX - Dividend Comparison
SCSPX's dividend yield for the trailing twelve months is around 3.55%, less than TCPYX's 3.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TCPYX Touchstone Impact Bond Fund | 3.90% | 3.52% | 3.68% | 3.22% | 2.63% | 1.91% | 2.13% | 2.63% | 2.86% | 2.77% | 2.98% | 2.91% |
Drawdowns
SCSPX vs. TCPYX - Drawdown Comparison
The maximum SCSPX drawdown since its inception was -13.41%, smaller than the maximum TCPYX drawdown of -18.12%. Use the drawdown chart below to compare losses from any high point for SCSPX and TCPYX.
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Drawdown Indicators
| SCSPX | TCPYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.41% | -18.12% | +4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -2.94% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -13.41% | -18.12% | +4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -13.41% | -18.12% | +4.71% |
Current DrawdownCurrent decline from peak | -2.26% | -2.41% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -3.23% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 1.06% | -0.17% |
Volatility
SCSPX vs. TCPYX - Volatility Comparison
Sterling Capital Quality Income Fund (SCSPX) and Touchstone Impact Bond Fund (TCPYX) have volatilities of 1.48% and 1.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCSPX | TCPYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 1.54% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 2.63% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 4.49% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.91% | 5.88% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.92% | 4.83% | -0.91% |