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ISIN
US85917K5535
CUSIP
85917K553
Inception Date
May 30, 1980
Category
REIT
Min. Investment
$10,000,000
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

STMDX Performance Chart

Sterling Capital Stratton Real Estate Fund (STMDX) is up 8.8% since the beginning of the year. STMDX is currently trading at $37 per share. Investors who bought $1,000 worth of STMDX shares 5 years ago would now be looking at an investment worth $1,137.


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S&P 500 Index

Returns By Period

Sterling Capital Stratton Real Estate Fund (STMDX) has returned 8.75% so far this year and 7.94% over the past 12 months. Over the last ten years, STMDX has returned 6.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Sterling Capital Stratton Real Estate Fund

1D
-1.96%
1M
-2.14%
YTD
8.75%
6M
7.94%
1Y
7.94%
3Y*
8.84%
5Y*
2.61%
10Y*
6.59%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STMDX Monthly Returns History

Based on dividend-adjusted daily data since Jan 21, 1980, STMDX's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +22.9%, while the worst month was Oct 2008 at -29.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, STMDX closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +15.2%, while the worst single day was Mar 16, 2020 at -17.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.78%7.01%-5.89%8.84%-0.56%-1.96%8.75%
20250.11%4.71%-1.94%-1.69%0.90%0.06%-1.37%2.96%-0.88%-1.82%2.83%-2.24%1.35%
2024-4.37%1.58%1.73%-7.09%5.06%2.41%6.34%5.69%2.58%-3.20%4.81%-8.04%6.25%
20239.90%-4.74%-1.21%0.91%-3.86%5.19%1.43%-2.67%-7.23%-2.96%10.71%9.09%13.28%
2022-8.82%-4.11%7.52%-3.64%-5.24%-7.75%8.83%-6.18%-12.59%2.29%7.66%-5.14%-26.17%
2021-0.28%1.72%5.18%7.89%0.54%3.16%4.74%2.19%-6.15%6.41%-1.20%9.87%38.53%

Benchmark Metrics

Sterling Capital Stratton Real Estate Fund has an annualized alpha of 1.82%, beta of 0.70, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since January 31, 1980.

  • This fund participated in 66.88% of S&P 500 Index downside but only 64.70% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.40 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.82%
Beta
0.70
0.40
Upside Capture
64.70%
Downside Capture
66.88%

Expense Ratio

STMDX has an expense ratio of 0.82%, placing it in the medium range.


Return for Risk

Risk / Return Rank

STMDX ranks 8 for risk / return — in the bottom 8% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


STMDX Risk / Return Rank: 88
Overall Rank
STMDX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
STMDX Sortino Ratio Rank: 77
Sortino Ratio Rank
STMDX Omega Ratio Rank: 77
Omega Ratio Rank
STMDX Calmar Ratio Rank: 1111
Calmar Ratio Rank
STMDX Martin Ratio Rank: 1010
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Sterling Capital Stratton Real Estate Fund (STMDX) and compare them to S&P 500 Index.


STMDXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.63

2.39

-1.75

Sortino ratio

Return per unit of downside risk

0.93

3.25

-2.32

Omega ratio

Gain probability vs. loss probability

1.12

1.43

-0.32

Calmar ratio

Return relative to maximum drawdown

1.06

3.11

-2.06

Martin ratio

Return relative to average drawdown

2.96

14.38

-11.42

Dividends

Dividend History

Sterling Capital Stratton Real Estate Fund provided a 5.83% dividend yield over the last twelve months, with an annual payout of $2.13 per share.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.13$2.11$2.53$2.99$2.85$3.58$1.58$3.75$2.02$1.78$2.88$1.07

Dividend yield

5.83%6.24%7.14%8.39%8.29%7.14%4.05%9.15%5.92%4.80%7.98%2.96%

Monthly Dividends

The table displays the monthly dividend distributions for Sterling Capital Stratton Real Estate Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.22$0.00$0.00$0.00$0.22
2025$0.00$0.00$0.20$0.00$0.00$0.29$0.00$0.00$0.24$0.00$0.00$1.38$2.11
2024$0.00$0.00$0.10$0.00$0.00$0.26$0.00$0.00$0.24$0.00$0.00$1.92$2.53
2023$0.00$0.00$0.29$0.00$0.00$0.17$0.00$0.00$0.30$0.00$0.00$2.23$2.99
2022$0.00$0.00$0.28$0.00$0.00$0.13$0.00$0.00$0.21$0.00$0.00$2.23$2.85
2021$0.00$0.00$0.18$0.00$0.00$0.22$0.00$0.00$0.18$0.00$0.00$2.99$3.58

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Sterling Capital Stratton Real Estate Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sterling Capital Stratton Real Estate Fund was 65.12%, occurring on Mar 6, 2009. Recovery took 563 trading sessions.

The current Sterling Capital Stratton Real Estate Fund drawdown is 3.80%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-65.12%Mar 2009
2y 27d2y 2mo
4y 3moFeb 2007 - May 2011
COVID crash2020
-40.52%Mar 2020
1mo 4d1y 3d
1y 1moFeb 2020 - Mar 2021
Bear market2022
-33.43%Oct 2022
9mo 14d3y 6mo
4y 3moJan 2022 - Apr 2026
Black Monday1987
-29.42%Dec 1987
1y 3mo4y 24d
5y 3moSep 1986 - Dec 1991
1999 bear market1999
-23.89%Dec 1999
1y 8mo1y 1mo
2y 9moApr 1998 - Jan 2001

Drawdown Indicators


STMDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-65.12%

-56.78%

-8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

-9.10%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.98%

-18.90%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

-25.43%

-8.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.52%

-33.92%

-6.60%

Current Drawdown

Current decline from peak

-3.80%

0.00%

-3.80%

Average Drawdown

Average peak-to-trough decline

-10.09%

-10.72%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

1.97%

+0.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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