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VSTBX vs. SCCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSTBX vs. SCCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX) and Sterling Capital Long Duration Corporate Bond Fund (SCCPX). The values are adjusted to include any dividend payments, if applicable.

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VSTBX vs. SCCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSTBX
Vanguard Short-Term Corporate Bond Index Fund Institutional Shares
-0.08%6.75%5.37%6.17%-5.73%-0.41%5.07%9.68%0.92%2.48%
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, VSTBX achieves a -0.08% return, which is significantly higher than SCCPX's -2.12% return. Over the past 10 years, VSTBX has underperformed SCCPX with an annualized return of 3.01%, while SCCPX has yielded a comparatively higher 21.91% annualized return.


VSTBX

1D
0.19%
1M
-1.05%
YTD
-0.08%
6M
1.15%
1Y
4.66%
3Y*
5.46%
5Y*
2.42%
10Y*
3.01%

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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VSTBX vs. SCCPX - Expense Ratio Comparison

VSTBX has a 0.05% expense ratio, which is lower than SCCPX's 0.45% expense ratio.


Return for Risk

VSTBX vs. SCCPX — Risk / Return Rank

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

VSTBX
VSTBX Risk / Return Rank: 9696
Overall Rank
VSTBX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VSTBX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VSTBX Omega Ratio Rank: 9494
Omega Ratio Rank
VSTBX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VSTBX Martin Ratio Rank: 9696
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.

VSTBX vs. SCCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX) 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.


VSTBXSCCPXDifference

Sharpe ratio

Return per unit of total volatility

2.41

0.34

+2.07

Sortino ratio

Return per unit of downside risk

3.58

0.51

+3.06

Omega ratio

Gain probability vs. loss probability

1.49

1.06

+0.43

Calmar ratio

Return relative to maximum drawdown

3.75

0.68

+3.07

Martin ratio

Return relative to average drawdown

14.83

1.62

+13.20

VSTBX vs. SCCPX - Sharpe Ratio Comparison

The current VSTBX Sharpe Ratio is 2.41, which is higher than the SCCPX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of VSTBX 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


VSTBXSCCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

0.34

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

-0.25

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

0.12

+1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.11

+1.35

Correlation

The correlation between VSTBX and SCCPX is 0.75, 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

VSTBX vs. SCCPX - Dividend Comparison

VSTBX's dividend yield for the trailing twelve months is around 4.04%, less than SCCPX's 4.71% yield.


TTM20252024202320222021202020192018201720162015
VSTBX
Vanguard Short-Term Corporate Bond Index Fund Institutional Shares
4.04%4.34%4.29%3.09%2.00%1.80%2.27%5.40%2.67%2.27%1.96%2.25%
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

VSTBX vs. SCCPX - Drawdown Comparison

The maximum VSTBX drawdown since its inception was -9.34%, smaller than the maximum SCCPX drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for VSTBX and SCCPX.


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Drawdown Indicators


VSTBXSCCPXDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-31.88%

+22.54%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

-5.49%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

-31.88%

+22.54%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

-31.88%

+22.54%

Current Drawdown

Current decline from peak

-1.05%

-15.66%

+14.61%

Average Drawdown

Average peak-to-trough decline

-0.96%

-6.30%

+5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

2.31%

-1.98%

Volatility

VSTBX vs. SCCPX - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX) is 0.76%, while Sterling Capital Long Duration Corporate Bond Fund (SCCPX) has a volatility of 3.26%. This indicates that VSTBX 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


VSTBXSCCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

3.26%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.16%

5.20%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

8.85%

-6.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.70%

11.11%

-8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

182.21%

-179.84%