STMDX vs. FARCX
STMDX (Sterling Capital Stratton Real Estate Fund) and FARCX (Nuveen Real Estate Securities Fund) are both REIT funds. Over the past 10 years, STMDX returned 6.71%/yr vs 5.73%/yr for FARCX. With a 0.95 correlation, they move nearly in lockstep. STMDX charges 0.82%/yr vs 0.97%/yr for FARCX.
Performance
STMDX vs. FARCX - Performance Comparison
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Returns By Period
In the year-to-date period, STMDX achieves a 12.32% return, which is significantly lower than FARCX's 14.50% return. Over the past 10 years, STMDX has outperformed FARCX with an annualized return of 6.71%, while FARCX has yielded a comparatively lower 5.73% annualized return.
STMDX
- 1D
- 1.24%
- 1M
- -0.00%
- YTD
- 12.32%
- 6M
- 12.71%
- 1Y
- 9.78%
- 3Y*
- 10.99%
- 5Y*
- 3.13%
- 10Y*
- 6.71%
FARCX
- 1D
- 1.17%
- 1M
- -0.24%
- YTD
- 14.50%
- 6M
- 15.11%
- 1Y
- 15.30%
- 3Y*
- 11.71%
- 5Y*
- 4.18%
- 10Y*
- 5.73%
STMDX vs. FARCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STMDX Sterling Capital Stratton Real Estate Fund | 12.32% | 1.35% | 6.25% | 13.28% | -26.17% | 38.53% | -0.54% | 31.77% | -2.82% | 7.81% |
FARCX Nuveen Real Estate Securities Fund | 14.50% | 2.56% | 6.04% | 11.55% | -24.57% | 41.57% | -6.14% | 25.63% | -5.57% | 5.67% |
Correlation
The correlation between STMDX and FARCX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1995 | 0.95 |
The correlation between STMDX and FARCX has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.
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Return for Risk
STMDX vs. FARCX — Risk / Return Rank
STMDX
FARCX
STMDX vs. FARCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Real Estate Fund (STMDX) and Nuveen Real Estate Securities Fund (FARCX). 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.
| STMDX | FARCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.17 | -0.71 |
| Martin ratioReturn relative to average drawdown | 4.05 | 6.99 | -2.95 |
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Drawdowns
STMDX vs. FARCX - Drawdown Comparison
The maximum STMDX drawdown since its inception was -65.12%, smaller than the maximum FARCX drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for STMDX and FARCX.
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Drawdown Indicators
| STMDX | FARCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.12% | -70.62% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -7.83% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -17.59% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -33.43% | -31.77% | -1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | -41.05% | +0.53% |
Current DrawdownCurrent decline from peak | -1.69% | -1.50% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -10.08% | -10.44% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.42% | +0.36% |
Volatility
STMDX vs. FARCX - Volatility Comparison
Sterling Capital Stratton Real Estate Fund (STMDX) has a higher volatility of 5.25% compared to Nuveen Real Estate Securities Fund (FARCX) at 4.93%. This indicates that STMDX's price experiences larger fluctuations and is considered to be riskier than FARCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STMDX | FARCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 4.93% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 9.96% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 13.57% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 18.38% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.46% | 20.20% | +0.26% |
STMDX vs. FARCX - Expense Ratio Comparison
STMDX has a 0.82% expense ratio, which is lower than FARCX's 0.97% expense ratio.
Dividends
STMDX vs. FARCX - Dividend Comparison
STMDX's dividend yield for the trailing twelve months is around 5.65%, more than FARCX's 5.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FARCX Nuveen Real Estate Securities Fund | 5.09% | 5.77% | 9.34% | 3.30% | 20.25% | 15.12% | 2.89% | 11.46% | 6.19% | 13.43% | 10.99% | 8.24% |
STMDX Sterling Capital Stratton Real Estate Fund | 5.65% | 6.24% | 7.14% | 8.39% | 8.29% | 7.14% | 4.05% | 9.15% | 5.92% | 4.80% | 7.98% | 2.96% |
Frequently Asked Questions
With a correlation of 0.99, STMDX and FARCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
STMDX has higher volatility (5.25%) compared to FARCX (4.93%). In terms of maximum drawdown, STMDX dropped -65.12% vs FARCX's -70.62%.
FARCX currently has the higher Sharpe Ratio (1.25 vs 0.84), 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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