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ISIN
US85917K5469
CUSIP
85917K546
Inception Date
Apr 12, 1993
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

STSCX Performance Chart

Sterling Capital Stratton Small Cap Value Fund (STSCX) is up 18.0% since the beginning of the year. STSCX is currently trading at $43 per share. Investors who bought $1,000 worth of STSCX shares 5 years ago would now be looking at an investment worth $1,615.


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S&P 500 Index

Returns By Period

Sterling Capital Stratton Small Cap Value Fund (STSCX) has returned 18.04% so far this year and 34.96% over the past 12 months. Over the last ten years, STSCX has returned 12.20% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Sterling Capital Stratton Small Cap Value Fund

1D
1.47%
1M
2.02%
YTD
18.04%
6M
17.24%
1Y
34.96%
3Y*
20.09%
5Y*
10.06%
10Y*
12.20%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STSCX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1994, STSCX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +15.7%, while the worst month was Mar 2020 at -21.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, STSCX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -14.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.33%5.23%-5.22%9.63%0.81%0.70%18.04%
20253.25%-4.91%-3.99%-2.07%4.83%4.10%3.76%4.34%0.85%-1.65%3.15%0.26%11.87%
2024-2.05%4.40%5.48%-4.95%4.37%-1.56%8.46%0.48%0.66%-0.04%8.50%-9.21%13.78%
20239.30%0.46%-6.56%-2.83%-0.84%9.81%4.16%-2.00%-4.75%-6.08%7.62%11.56%19.04%
2022-6.16%1.78%0.25%-8.14%2.26%-9.16%8.84%-2.93%-9.27%11.57%5.03%-6.78%-14.45%
20212.35%8.76%5.77%3.93%2.04%-2.81%-0.25%2.76%-3.73%5.55%-0.95%5.12%31.59%

Benchmark Metrics

Sterling Capital Stratton Small Cap Value Fund has an annualized alpha of 3.88%, beta of 0.89, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since January 04, 1994.

  • This fund captured 100.60% of S&P 500 Index gains but only 88.37% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 3.88% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.89 and R2 of 0.71, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.88%
Beta
0.89
0.71
Upside Capture
100.60%
Downside Capture
88.37%

Expense Ratio

STSCX has a high expense ratio of 0.98%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

STSCX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


STSCX Risk / Return Rank: 7171
Overall Rank
STSCX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
STSCX Sortino Ratio Rank: 6969
Sortino Ratio Rank
STSCX Omega Ratio Rank: 5555
Omega Ratio Rank
STSCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
STSCX Martin Ratio Rank: 7979
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 Small Cap Value Fund (STSCX) and compare them to S&P 500 Index.


STSCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.41

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

4.00

2.93

+1.07

Martin ratioReturn relative to average drawdown

14.81

13.52

+1.29

Dividends

Dividend History

Sterling Capital Stratton Small Cap Value Fund provided a 17.18% dividend yield over the last twelve months, with an annual payout of $7.36 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$5.00$10.00$15.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.36$7.36$9.25$16.43$13.93$17.36$11.63$10.33$6.20$7.94$4.24$1.08

Dividend yield

17.18%20.28%23.71%39.14%27.85%23.34%16.67%13.04%9.11%9.20%5.09%1.54%

Monthly Dividends

The table displays the monthly dividend distributions for Sterling Capital Stratton Small Cap Value 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.36$7.36
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.25$9.25
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$16.43$16.43
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$13.93$13.93
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$17.36$17.36

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 Small Cap Value 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 Small Cap Value Fund was 54.02%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.

The current Sterling Capital Stratton Small Cap Value Fund drawdown is 0.81%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.02%Mar 2009
1y 7mo1y 11mo
3y 7moJul 2007 - Feb 2011
COVID crash2020
-44.28%Mar 2020
2mo 2d8mo 27d
10mo 29dJan 2020 - Dec 2020
1998 bear market1998
-32.83%Oct 1998
5mo 25d2y 2mo
2y 8moApr 1998 - Dec 2000
Dot-com crash2000–2002
-26.81%Oct 2002
5mo 10d10mo 16d
1y 3moMay 2002 - Aug 2003
2025 selloff2025
-25.48%Apr 2025
4mo 13d5mo 6d
9mo 19dNov 2024 - Sep 2025

Drawdown Indicators


STSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-56.78%

+2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.33%

-9.10%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-25.48%

-18.90%

-6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-25.48%

-25.43%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-44.28%

-33.92%

-10.36%

Current Drawdown

Current decline from peak

-0.81%

-0.74%

-0.07%

Average Drawdown

Average peak-to-trough decline

-8.18%

-10.72%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.97%

+0.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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