NSCRX vs. STSCX
NSCRX (Nuveen Small-Cap Value Opportunities Fund) and STSCX (Sterling Capital Stratton Small Cap Value Fund) are both Small Cap Blend Equities funds. Over the past 10 years, NSCRX returned 10.91%/yr vs 12.19%/yr for STSCX. Their correlation of 0.93 means they have usually moved in the same direction. NSCRX charges 0.94%/yr vs 0.98%/yr for STSCX.
Performance
NSCRX vs. STSCX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with NSCRX having a 22.34% return and STSCX slightly lower at 22.23%. Over the past 10 years, NSCRX has underperformed STSCX with an annualized return of 10.91%, while STSCX has yielded a comparatively higher 12.19% annualized return.
NSCRX
- 1D
- 0.83%
- 1M
- 0.18%
- 6M
- 15.61%
- YTD
- 22.34%
- 1Y
- 37.84%
- 3Y*
- 18.66%
- 5Y*
- 12.56%
- 10Y*
- 10.91%
- ALL TIME*
- 9.32%
STSCX
- 1D
- 1.70%
- 1M
- -0.47%
- 6M
- 14.94%
- YTD
- 22.23%
- 1Y
- 32.69%
- 3Y*
- 17.87%
- 5Y*
- 11.49%
- 10Y*
- 12.19%
- ALL TIME*
- 11.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NSCRX vs. STSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSCRX Nuveen Small-Cap Value Opportunities Fund | 22.34% | 7.33% | 20.22% | 16.67% | -5.26% | 26.89% | 0.48% | 25.16% | -19.12% | 12.11% |
STSCX Sterling Capital Stratton Small Cap Value Fund | 22.23% | 11.87% | 13.78% | 19.04% | -14.45% | 31.59% | 3.18% | 33.00% | -14.38% | 13.19% |
Correlation
The correlation between NSCRX and STSCX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2004 | 0.93 |
The correlation between NSCRX and STSCX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
NSCRX vs. STSCX — Risk / Return Rank
NSCRX
STSCX
NSCRX vs. STSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Small-Cap Value Opportunities Fund (NSCRX) and Sterling Capital Stratton Small Cap Value Fund (STSCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NSCRX | STSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 3.21 | +0.83 |
| Martin ratioReturn relative to average drawdown | 14.02 | 11.79 | +2.23 |
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Drawdowns
NSCRX vs. STSCX - Drawdown Comparison
The maximum NSCRX drawdown since its inception was -70.39%, which is greater than STSCX's maximum drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for NSCRX and STSCX.
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Drawdown Indicators
| NSCRX | STSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.39% | -54.02% | -16.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -9.33% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -34.58% | -25.48% | -9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -34.58% | -25.48% | -9.10% |
Max Drawdown (10Y)Largest decline over 10 years | -47.18% | -44.28% | -2.90% |
Current DrawdownCurrent decline from peak | -2.31% | -2.18% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -12.42% | -8.14% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.55% | -0.05% |
Volatility
NSCRX vs. STSCX - Volatility Comparison
Nuveen Small-Cap Value Opportunities Fund (NSCRX) has a higher volatility of 3.97% compared to Sterling Capital Stratton Small Cap Value Fund (STSCX) at 3.68%. This indicates that NSCRX's price experiences larger fluctuations and is considered to be riskier than STSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSCRX | STSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 3.68% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 10.76% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 15.59% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.15% | 19.86% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 22.04% | +1.67% |
NSCRX vs. STSCX - Expense Ratio Comparison
NSCRX has a 0.94% expense ratio, which is lower than STSCX's 0.98% expense ratio.
Dividends
NSCRX vs. STSCX - Dividend Comparison
NSCRX's dividend yield for the trailing twelve months is around 7.43%, less than STSCX's 16.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSCRX Nuveen Small-Cap Value Opportunities Fund | 7.43% | 9.09% | 25.26% | 0.85% | 6.20% | 11.20% | 0.80% | 6.29% | 13.66% | 3.93% | 2.71% | 0.15% |
STSCX Sterling Capital Stratton Small Cap Value Fund | 16.59% | 20.28% | 23.71% | 39.14% | 27.85% | 23.34% | 16.67% | 13.04% | 9.11% | 9.20% | 5.09% | 1.54% |
Frequently Asked Questions
NSCRX and STSCX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSCRX has higher volatility (3.97%) compared to STSCX (3.68%). In terms of maximum drawdown, NSCRX dropped -70.39% vs STSCX's -54.02%.
NSCRX currently has the higher Sharpe Ratio (1.95 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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