bleeding during sex

Not every time but sometimes I bleed very heavily during sex. I am on birth control and never miss a pill. I have even switched birth controls because I was on that brand for a couple of years. I have been on a new brand for about 4 months now and I still bleed during sex. I figured I was just breakthrough bleeding and sex didn't have anything to do with it but evidently it does. I never bleed any other time until my period. When I am done having sex the bleeding stops immediately, and I'm never in pain. Any idea why is happens ? I plan on going back to the dr soon.