SCSPX vs. WFBIX
Compare and contrast key facts about Sterling Capital Quality Income Fund (SCSPX) and iShares U.S. Aggregate Bond Index Fund (WFBIX).
SCSPX is managed by Sterling Capital. It was launched on Jun 30, 2011. WFBIX is managed by BlackRock. It was launched on Jul 2, 1993.
Performance
SCSPX vs. WFBIX - Performance Comparison
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SCSPX vs. WFBIX - 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% |
WFBIX iShares U.S. Aggregate Bond Index Fund | -0.24% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
Returns By Period
In the year-to-date period, SCSPX achieves a -0.34% return, which is significantly lower than WFBIX's -0.24% return. Both investments have delivered pretty close results over the past 10 years, with SCSPX having a 1.93% annualized return and WFBIX not far ahead at 2.00%.
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%
WFBIX
- 1D
- 0.22%
- 1M
- -1.62%
- YTD
- -0.24%
- 6M
- 0.51%
- 1Y
- 3.70%
- 3Y*
- 4.82%
- 5Y*
- 0.96%
- 10Y*
- 2.00%
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SCSPX vs. WFBIX - Expense Ratio Comparison
SCSPX has a 0.58% expense ratio, which is higher than WFBIX's 0.05% expense ratio.
Return for Risk
SCSPX vs. WFBIX — Risk / Return Rank
SCSPX
WFBIX
SCSPX vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Quality Income Fund (SCSPX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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 | WFBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.92 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.32 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.60 | +0.31 |
Martin ratioReturn relative to average drawdown | 5.98 | 4.49 | +1.48 |
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 | WFBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.92 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.15 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.39 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.94 | -0.33 |
Correlation
The correlation between SCSPX and WFBIX 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. WFBIX - Dividend Comparison
SCSPX's dividend yield for the trailing twelve months is around 3.55%, which matches WFBIX's 3.53% 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% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.53% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Drawdowns
SCSPX vs. WFBIX - Drawdown Comparison
The maximum SCSPX drawdown since its inception was -13.41%, smaller than the maximum WFBIX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for SCSPX and WFBIX.
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Drawdown Indicators
| SCSPX | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.41% | -18.68% | +5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -2.80% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -13.41% | -17.84% | +4.43% |
Max Drawdown (10Y)Largest decline over 10 years | -13.41% | -18.68% | +5.27% |
Current DrawdownCurrent decline from peak | -2.26% | -2.15% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -2.27% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 1.00% | -0.11% |
Volatility
SCSPX vs. WFBIX - Volatility Comparison
Sterling Capital Quality Income Fund (SCSPX) and iShares U.S. Aggregate Bond Index Fund (WFBIX) have volatilities of 1.48% and 1.55%, 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 | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 1.55% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 2.59% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 4.42% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.91% | 6.37% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.92% | 5.15% | -1.23% |