BME vs. STRGX
Compare and contrast key facts about BlackRock Health Sciences Trust (BME) and Sterling Capital Stratton Mid Cap Value Fund (STRGX).
STRGX is managed by Sterling Capital. It was launched on Sep 29, 1972.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BME or STRGX.
Key characteristics
| BME | STRGX | |
|---|---|---|
| YTD Return | 6.66% | 17.78% |
| 1Y Return | 16.05% | 18.05% |
| 3Y Return (Ann) | 0.67% | -5.00% |
| 5Y Return (Ann) | 6.48% | 2.00% |
| 10Y Return (Ann) | 7.98% | 3.23% |
| Sharpe Ratio | 1.52 | 1.09 |
| Sortino Ratio | 2.10 | 1.43 |
| Omega Ratio | 1.28 | 1.22 |
| Calmar Ratio | 1.29 | 0.62 |
| Martin Ratio | 5.66 | 4.51 |
| Ulcer Index | 3.11% | 4.03% |
| Daily Std Dev | 11.60% | 16.59% |
| Max Drawdown | -42.03% | -57.68% |
| Current Drawdown | -2.53% | -14.41% |
Correlation
The correlation between BME and STRGX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BME vs. STRGX - Performance Comparison
In the year-to-date period, BME achieves a 6.66% return, which is significantly lower than STRGX's 17.78% return. Over the past 10 years, BME has outperformed STRGX with an annualized return of 7.98%, while STRGX has yielded a comparatively lower 3.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BME vs. STRGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust (BME) and Sterling Capital Stratton Mid Cap Value Fund (STRGX). 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.
Dividends
BME vs. STRGX - Dividend Comparison
BME's dividend yield for the trailing twelve months is around 6.24%, more than STRGX's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 5.72% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% | 9.83% | 9.85% |
STRGX Sterling Capital Stratton Mid Cap Value Fund | 0.70% | 0.82% | 0.93% | 0.61% | 0.50% | 0.90% | 0.54% | 0.44% | 0.14% | 0.29% | 0.04% | 0.00% |
Drawdowns
BME vs. STRGX - Drawdown Comparison
The maximum BME drawdown since its inception was -42.03%, smaller than the maximum STRGX drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for BME and STRGX. For additional features, visit the drawdowns tool.
Volatility
BME vs. STRGX - Volatility Comparison
The current volatility for BlackRock Health Sciences Trust (BME) is 3.11%, while Sterling Capital Stratton Mid Cap Value Fund (STRGX) has a volatility of 4.65%. This indicates that BME experiences smaller price fluctuations and is considered to be less risky than STRGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.