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SCSPX vs. TCPYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCSPX vs. TCPYX - Performance Comparison

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

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SCSPX vs. TCPYX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

TCPYX
TCPYX Risk / Return Rank: 5050
Overall Rank
TCPYX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TCPYX Sortino Ratio Rank: 4848
Sortino Ratio Rank
TCPYX Omega Ratio Rank: 3535
Omega Ratio Rank
TCPYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TCPYX Martin Ratio Rank: 4646
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. 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.


SCSPXTCPYXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.96

+0.25

Sortino ratio

Return per unit of downside risk

1.76

1.40

+0.37

Omega ratio

Gain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

1.91

1.70

+0.21

Martin ratio

Return relative to average drawdown

5.98

4.70

+1.27

SCSPX vs. TCPYX - Sharpe Ratio Comparison

The current SCSPX Sharpe Ratio is 1.21, which is comparable to the TCPYX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SCSPX and TCPYX, 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


SCSPXTCPYXDifference

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.


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%
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


SCSPXTCPYXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.26%

-2.41%

+0.15%

Average Drawdown

Average peak-to-trough decline

-2.17%

-3.23%

+1.06%

Ulcer Index

Depth 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


SCSPXTCPYXDifference

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%