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.
Performance
STRGX vs. BME - Performance Comparison
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STRGX vs. BME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STRGX Sterling Capital Stratton Mid Cap Value Fund | 2.89% | 5.40% | 9.49% | 14.39% | -10.92% | 23.49% | 3.74% | 32.73% | -14.28% | 21.75% |
BME BlackRock Health Sciences Trust | -4.57% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
Returns By Period
In the year-to-date period, STRGX achieves a 2.89% return, which is significantly higher than BME's -4.57% return. Over the past 10 years, STRGX has outperformed BME with an annualized return of 9.22%, while BME has yielded a comparatively lower 7.57% annualized return.
STRGX
- 1D
- -1.01%
- 1M
- -6.72%
- YTD
- 2.89%
- 6M
- -0.22%
- 1Y
- 11.98%
- 3Y*
- 10.23%
- 5Y*
- 5.86%
- 10Y*
- 9.22%
BME
- 1D
- 1.74%
- 1M
- -9.05%
- YTD
- -4.57%
- 6M
- 7.55%
- 1Y
- 8.22%
- 3Y*
- 4.46%
- 5Y*
- 2.71%
- 10Y*
- 7.57%
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Return for Risk
STRGX vs. BME — Risk / Return Rank
STRGX
BME
STRGX vs. BME - Risk-Adjusted Trends 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.
| STRGX | BME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.53 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.79 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.72 | +0.14 |
Martin ratioReturn relative to average drawdown | 3.43 | 2.12 | +1.31 |
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
| STRGX | BME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.53 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.18 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.38 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.51 | +0.04 |
Correlation
The correlation between STRGX and BME is 0.45, 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.
Dividends
STRGX vs. BME - Dividend Comparison
STRGX's dividend yield for the trailing twelve months is around 9.76%, more than BME's 8.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRGX Sterling Capital Stratton Mid Cap Value Fund | 9.76% | 10.04% | 15.16% | 12.43% | 17.98% | 8.18% | 0.84% | 5.40% | 9.91% | 3.79% | 0.60% | 3.68% |
BME BlackRock Health Sciences Trust | 8.17% | 7.65% | 6.87% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% |
Drawdowns
STRGX vs. BME - Drawdown Comparison
The maximum STRGX drawdown since its inception was -53.50%, 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.
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Drawdown Indicators
| STRGX | BME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.50% | -42.03% | -11.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.03% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -21.22% | -18.26% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -41.35% | -36.65% | -4.70% |
Current DrawdownCurrent decline from peak | -7.40% | -9.05% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -6.28% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.78% | -0.64% |
Volatility
STRGX vs. BME - Volatility Comparison
The current volatility for Sterling Capital Stratton Mid Cap Value Fund (STRGX) is 5.22%, while BlackRock Health Sciences Trust (BME) has a volatility of 6.01%. This indicates that STRGX experiences smaller price fluctuations and is considered to be less risky than BME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STRGX | BME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 6.01% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 9.74% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 15.64% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 15.29% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 20.00% | -0.93% |