STMDX vs. FIRIX
STMDX (Sterling Capital Stratton Real Estate Fund) and FIRIX (Fidelity Advisor International Real Estate Fund Class I) are both REIT funds. Over the past 10 years, STMDX returned 6.46%/yr vs 3.56%/yr for FIRIX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. STMDX charges 0.82%/yr vs 0.92%/yr for FIRIX.
Performance
STMDX vs. FIRIX - Performance Comparison
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Returns By Period
In the year-to-date period, STMDX achieves a 16.44% return, which is significantly higher than FIRIX's -1.04% return. Over the past 10 years, STMDX has outperformed FIRIX with an annualized return of 6.46%, while FIRIX has yielded a comparatively lower 3.56% annualized return.
STMDX
- 1D
- -0.08%
- 1M
- 1.49%
- 6M
- 15.31%
- YTD
- 16.44%
- 1Y
- 17.11%
- 3Y*
- 10.82%
- 5Y*
- 3.15%
- 10Y*
- 6.46%
- ALL TIME*
- 7.61%
FIRIX
- 1D
- 0.00%
- 1M
- 1.17%
- 6M
- -5.19%
- YTD
- -1.04%
- 1Y
- 4.24%
- 3Y*
- 4.82%
- 5Y*
- -3.54%
- 10Y*
- 3.56%
- ALL TIME*
- 2.52%
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 |
STMDX vs. FIRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STMDX Sterling Capital Stratton Real Estate Fund | 16.44% | 1.35% | 6.25% | 13.28% | -26.17% | 38.53% | -0.54% | 31.77% | -2.82% | 7.81% |
FIRIX Fidelity Advisor International Real Estate Fund Class I | -1.04% | 22.73% | -9.43% | 4.07% | -26.55% | 11.87% | 5.82% | 28.09% | -6.12% | 26.95% |
Correlation
The correlation between STMDX and FIRIX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2006 | 0.52 |
The correlation between STMDX and FIRIX shifts across timeframes, from 0.40 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
STMDX vs. FIRIX — Risk / Return Rank
STMDX
FIRIX
STMDX vs. FIRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Real Estate Fund (STMDX) and Fidelity Advisor International Real Estate Fund Class I (FIRIX). 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 | FIRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.09 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 0.42 | +1.91 |
| Martin ratioReturn relative to average drawdown | 7.75 | 0.85 | +6.89 |
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Drawdowns
STMDX vs. FIRIX - Drawdown Comparison
The maximum STMDX drawdown since its inception was -65.12%, smaller than the maximum FIRIX drawdown of -71.41%. Use the drawdown chart below to compare losses from any high point for STMDX and FIRIX.
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Drawdown Indicators
| STMDX | FIRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.12% | -71.41% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -14.08% | +6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -18.13% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -33.43% | -37.07% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | -37.07% | -3.45% |
Current DrawdownCurrent decline from peak | -2.88% | -18.26% | +15.38% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -19.98% | +9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 6.91% | -4.60% |
Volatility
STMDX vs. FIRIX - Volatility Comparison
Sterling Capital Stratton Real Estate Fund (STMDX) has a higher volatility of 4.45% compared to Fidelity Advisor International Real Estate Fund Class I (FIRIX) at 2.84%. This indicates that STMDX's price experiences larger fluctuations and is considered to be riskier than FIRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STMDX | FIRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 2.84% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 10.13% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 12.45% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 13.76% | +5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.47% | 13.54% | +6.93% |
STMDX vs. FIRIX - Expense Ratio Comparison
STMDX has a 0.82% expense ratio, which is lower than FIRIX's 0.92% expense ratio.
Dividends
STMDX vs. FIRIX - Dividend Comparison
STMDX's dividend yield for the trailing twelve months is around 5.41%, more than FIRIX's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIRIX Fidelity Advisor International Real Estate Fund Class I | 3.02% | 2.99% | 5.16% | 1.90% | 4.41% | 5.49% | 1.84% | 5.15% | 2.10% | 3.41% | 4.27% | 3.09% |
STMDX Sterling Capital Stratton Real Estate Fund | 5.41% | 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
STMDX and FIRIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STMDX has higher volatility (4.45%) compared to FIRIX (2.84%). In terms of maximum drawdown, STMDX dropped -65.12% vs FIRIX's -71.41%.
STMDX currently has the higher Sharpe Ratio (1.33 vs 0.48), 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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