STRGX vs. BME
Compare and contrast key facts about Sterling Capital Stratton Mid Cap Value Fund (STRGX) and BlackRock Health Sciences Trust (BME).
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: STRGX or BME.
Key characteristics
| STRGX | BME | |
|---|---|---|
| YTD Return | 4.22% | -1.45% |
| 1Y Return | 20.57% | -2.22% |
| 3Y Return (Ann) | 3.46% | -1.52% |
| 5Y Return (Ann) | 8.60% | 6.82% |
| 10Y Return (Ann) | 7.67% | 9.10% |
| Sharpe Ratio | 1.59 | -0.15 |
| Daily Std Dev | 13.83% | 11.78% |
| Max Drawdown | -57.68% | -42.03% |
| Current Drawdown | -4.65% | -7.26% |
Correlation
The correlation between STRGX and BME 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
STRGX vs. BME - Performance Comparison
In the year-to-date period, STRGX achieves a 4.22% return, which is significantly higher than BME's -1.45% return. Over the past 10 years, STRGX has underperformed BME with an annualized return of 7.67%, while BME has yielded a comparatively higher 9.10% 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
STRGX vs. BME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Mid Cap Value Fund (STRGX) and BlackRock Health Sciences Trust (BME). 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
STRGX vs. BME - Dividend Comparison
STRGX's dividend yield for the trailing twelve months is around 11.93%, more than BME's 6.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRGX Sterling Capital Stratton Mid Cap Value Fund | 11.93% | 12.43% | 17.98% | 8.18% | 0.84% | 3.15% | 9.91% | 3.79% | 0.60% | 3.68% | 0.04% | 0.00% |
BME BlackRock Health Sciences Trust | 6.54% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.32% | 17.04% | 9.83% | 9.85% |
Drawdowns
STRGX vs. BME - Drawdown Comparison
The maximum STRGX drawdown since its inception was -57.68%, which is greater than BME's maximum drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for STRGX and BME. For additional features, visit the drawdowns tool.
Volatility
STRGX vs. BME - Volatility Comparison
Sterling Capital Stratton Mid Cap Value Fund (STRGX) has a higher volatility of 4.24% compared to BlackRock Health Sciences Trust (BME) at 3.66%. This indicates that STRGX's price experiences larger fluctuations and is considered to be riskier than BME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.