SPSCX vs. BBNTX
SPSCX (Sterling Capital Behavioral Small Cap Value Equity Fund) and BBNTX (Sterling Capital North Carolina Intermediate Tax-Free Fund) are both mutual funds - SPSCX is a Small Cap Value Equities fund managed by Sterling Capital, while BBNTX is a Municipal Bonds fund managed by Sterling Capital. Over the past 10 years, SPSCX returned 10.34%/yr vs 1.50%/yr for BBNTX. At a correlation of -0.08, they often move in opposite directions. SPSCX charges 0.81%/yr vs 0.57%/yr for BBNTX.
Performance
SPSCX vs. BBNTX - Performance Comparison
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Returns By Period
In the year-to-date period, SPSCX achieves a 16.62% return, which is significantly higher than BBNTX's 0.72% return. Over the past 10 years, SPSCX has outperformed BBNTX with an annualized return of 10.34%, while BBNTX has yielded a comparatively lower 1.50% annualized return.
SPSCX
- 1D
- 1.21%
- 1M
- 2.78%
- YTD
- 16.62%
- 6M
- 16.26%
- 1Y
- 33.10%
- 3Y*
- 18.80%
- 5Y*
- 9.02%
- 10Y*
- 10.34%
BBNTX
- 1D
- 0.20%
- 1M
- 0.53%
- YTD
- 0.72%
- 6M
- 1.05%
- 1Y
- 5.00%
- 3Y*
- 3.14%
- 5Y*
- 0.78%
- 10Y*
- 1.50%
SPSCX vs. BBNTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPSCX Sterling Capital Behavioral Small Cap Value Equity Fund | 16.62% | 8.64% | 10.10% | 19.36% | -10.99% | 43.51% | -5.80% | 21.95% | -17.24% | 8.89% |
BBNTX Sterling Capital North Carolina Intermediate Tax-Free Fund | 0.72% | 5.19% | 0.45% | 3.64% | -5.86% | -0.23% | 4.26% | 6.09% | 0.73% | 3.28% |
Correlation
The correlation between SPSCX and BBNTX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1997 | -0.08 |
The correlation between SPSCX and BBNTX shifts across timeframes, from -0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SPSCX vs. BBNTX — Risk / Return Rank
SPSCX
BBNTX
SPSCX vs. BBNTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Behavioral Small Cap Value Equity Fund (SPSCX) and Sterling Capital North Carolina Intermediate Tax-Free Fund (BBNTX). 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.
| SPSCX | BBNTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.63 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 1.79 | +2.44 |
| Martin ratioReturn relative to average drawdown | 13.75 | 5.65 | +8.10 |
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
| SPSCX | BBNTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 2.39 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.27 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.47 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 1.22 | -0.94 |
Drawdowns
SPSCX vs. BBNTX - Drawdown Comparison
The maximum SPSCX drawdown since its inception was -74.51%, which is greater than BBNTX's maximum drawdown of -10.25%. Use the drawdown chart below to compare losses from any high point for SPSCX and BBNTX.
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Drawdown Indicators
| SPSCX | BBNTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.51% | -10.25% | -64.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.27% | -2.81% | -5.46% |
Max Drawdown (3Y)Largest decline over 3 years | -25.07% | -4.15% | -20.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -10.16% | -14.91% |
Max Drawdown (10Y)Largest decline over 10 years | -51.12% | -10.25% | -40.87% |
Current DrawdownCurrent decline from peak | -0.09% | -1.07% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -1.46% | -13.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 0.89% | +1.65% |
Volatility
SPSCX vs. BBNTX - Volatility Comparison
Sterling Capital Behavioral Small Cap Value Equity Fund (SPSCX) has a higher volatility of 4.44% compared to Sterling Capital North Carolina Intermediate Tax-Free Fund (BBNTX) at 0.89%. This indicates that SPSCX's price experiences larger fluctuations and is considered to be riskier than BBNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPSCX | BBNTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 0.89% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 1.75% | +9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 2.11% | +13.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 2.84% | +17.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 3.22% | +19.98% |
SPSCX vs. BBNTX - Expense Ratio Comparison
SPSCX has a 0.81% expense ratio, which is higher than BBNTX's 0.57% expense ratio.
Dividends
SPSCX vs. BBNTX - Dividend Comparison
SPSCX's dividend yield for the trailing twelve months is around 9.22%, more than BBNTX's 2.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBNTX Sterling Capital North Carolina Intermediate Tax-Free Fund | 2.68% | 3.52% | 2.82% | 2.07% | 1.94% | 1.59% | 1.62% | 2.43% | 2.51% | 2.39% | 2.73% | 2.98% |
SPSCX Sterling Capital Behavioral Small Cap Value Equity Fund | 9.22% | 10.76% | 9.96% | 2.03% | 9.70% | 2.34% | 0.91% | 1.60% | 16.59% | 4.44% | 1.25% | 1.55% |
Frequently Asked Questions
SPSCX and BBNTX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPSCX has higher volatility (4.44%) compared to BBNTX (0.89%). In terms of maximum drawdown, SPSCX dropped -74.51% vs BBNTX's -10.25%.
BBNTX currently has the higher Sharpe Ratio (2.39 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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