IVRSX vs. STMDX
Compare and contrast key facts about VY CBRE Real Estate Portfolio (IVRSX) and Sterling Capital Stratton Real Estate Fund (STMDX).
IVRSX is managed by Voya. It was launched on Jan 24, 1989. STMDX is managed by Sterling Capital. It was launched on May 30, 1980.
Performance
IVRSX vs. STMDX - Performance Comparison
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IVRSX vs. STMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVRSX VY CBRE Real Estate Portfolio | 4.62% | -0.01% | 4.32% | 14.11% | -27.22% | 51.91% | -6.66% | 28.15% | -10.29% | 5.20% |
STMDX Sterling Capital Stratton Real Estate Fund | 2.49% | 1.35% | 6.25% | 13.28% | -26.17% | 38.53% | -0.54% | 31.77% | -2.82% | 7.81% |
Returns By Period
In the year-to-date period, IVRSX achieves a 4.62% return, which is significantly higher than STMDX's 2.49% return. Over the past 10 years, IVRSX has underperformed STMDX with an annualized return of 4.44%, while STMDX has yielded a comparatively higher 6.05% annualized return.
IVRSX
- 1D
- 1.50%
- 1M
- -6.12%
- YTD
- 4.62%
- 6M
- 3.24%
- 1Y
- 4.69%
- 3Y*
- 6.31%
- 5Y*
- 4.13%
- 10Y*
- 4.44%
STMDX
- 1D
- 1.24%
- 1M
- -6.17%
- YTD
- 2.49%
- 6M
- 1.02%
- 1Y
- 0.81%
- 3Y*
- 6.53%
- 5Y*
- 3.32%
- 10Y*
- 6.05%
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IVRSX vs. STMDX - Expense Ratio Comparison
IVRSX has a 0.93% expense ratio, which is higher than STMDX's 0.82% expense ratio.
Return for Risk
IVRSX vs. STMDX — Risk / Return Rank
IVRSX
STMDX
IVRSX vs. STMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY CBRE Real Estate Portfolio (IVRSX) and Sterling Capital Stratton Real Estate Fund (STMDX). 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.
| IVRSX | STMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.07 | +0.23 |
Sortino ratioReturn per unit of downside risk | 0.54 | 0.20 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.03 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.17 | 0.00 |
Martin ratioReturn relative to average drawdown | 0.56 | 0.65 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVRSX | STMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.07 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.18 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.30 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.39 | -0.04 |
Correlation
The correlation between IVRSX and STMDX is 0.89, 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
IVRSX vs. STMDX - Dividend Comparison
IVRSX's dividend yield for the trailing twelve months is around 4.70%, less than STMDX's 6.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVRSX VY CBRE Real Estate Portfolio | 4.70% | 2.74% | 2.50% | 8.77% | 26.34% | 1.46% | 13.92% | 2.44% | 11.42% | 2.07% | 1.57% | 1.31% |
STMDX Sterling Capital Stratton Real Estate Fund | 6.19% | 6.24% | 7.14% | 8.39% | 8.29% | 7.14% | 4.05% | 9.15% | 5.92% | 4.80% | 7.98% | 2.96% |
Drawdowns
IVRSX vs. STMDX - Drawdown Comparison
The maximum IVRSX drawdown since its inception was -73.77%, which is greater than STMDX's maximum drawdown of -65.12%. Use the drawdown chart below to compare losses from any high point for IVRSX and STMDX.
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Drawdown Indicators
| IVRSX | STMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.77% | -65.12% | -8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -12.22% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -34.51% | -33.43% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -45.19% | -40.52% | -4.67% |
Current DrawdownCurrent decline from peak | -9.36% | -7.70% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -11.97% | -10.12% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 3.21% | +1.50% |
Volatility
IVRSX vs. STMDX - Volatility Comparison
VY CBRE Real Estate Portfolio (IVRSX) and Sterling Capital Stratton Real Estate Fund (STMDX) have volatilities of 4.54% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVRSX | STMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.41% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 8.95% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 15.80% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 18.73% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 20.42% | +1.12% |