STRGX vs. BME
STRGX (Sterling Capital Stratton Mid Cap Value Fund) is Mid Cap Blend Equities fund managed by Sterling Capital, while BME (BlackRock Health Sciences Trust) is a stock. Over the past 10 years, STRGX returned 11.06%/yr vs 8.42%/yr for BME. At a 0.45 correlation, their price movements are largely independent.
Performance
STRGX vs. BME - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STRGX achieves a 21.19% return, which is significantly higher than BME's 1.87% return. Over the past 10 years, STRGX has outperformed BME with an annualized return of 11.06%, while BME has yielded a comparatively lower 8.42% annualized return.
STRGX
- 1D
- 0.93%
- 1M
- 4.03%
- YTD
- 21.19%
- 6M
- 19.59%
- 1Y
- 25.95%
- 3Y*
- 16.30%
- 5Y*
- 8.73%
- 10Y*
- 11.06%
BME
- 1D
- 1.08%
- 1M
- 2.42%
- YTD
- 1.87%
- 6M
- 1.85%
- 1Y
- 22.75%
- 3Y*
- 7.30%
- 5Y*
- 3.10%
- 10Y*
- 8.42%
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 | 21.19% | 5.40% | 9.49% | 14.39% | -10.92% | 23.49% | 3.74% | 32.73% | -14.28% | 21.75% |
BME BlackRock Health Sciences Trust | 1.87% | 17.87% | -0.08% | -1.08% | -4.62% | 7.25% | 18.64% | 24.04% | 6.38% | 23.10% |
Correlation
The correlation between STRGX and BME is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2005 | 0.45 |
The correlation between STRGX and BME has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
| STRGX | BME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.07 | +1.50 |
| Martin ratioReturn relative to average drawdown | 10.77 | 6.29 | +4.48 |
Loading charts...
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.
Loading charts...
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 | -7.79% | -11.03% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -20.88% | -14.38% | -6.50% |
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 | 0.00% | -2.91% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -6.28% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.62% | -1.04% |
Volatility
STRGX vs. BME - Volatility Comparison
Sterling Capital Stratton Mid Cap Value Fund (STRGX) and BlackRock Health Sciences Trust (BME) have volatilities of 3.91% and 3.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STRGX | BME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.77% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 9.99% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.46% | 12.73% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 15.14% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 19.84% | -0.70% |
Dividends
STRGX vs. BME - Dividend Comparison
STRGX's dividend yield for the trailing twelve months is around 8.28%, more than BME's 7.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BME BlackRock Health Sciences Trust | 7.80% | 7.65% | 6.87% | 6.32% | 5.87% | 5.03% | 5.04% | 5.65% | 6.58% | 6.58% | 9.45% | 17.04% |
STRGX Sterling Capital Stratton Mid Cap Value Fund | 8.28% | 10.04% | 15.16% | 12.43% | 17.98% | 8.18% | 0.84% | 5.40% | 9.91% | 3.79% | 0.60% | 3.68% |
Frequently Asked Questions
STRGX and BME have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STRGX has higher volatility (3.91%) compared to BME (3.77%). In terms of maximum drawdown, STRGX dropped -53.50% vs BME's -42.03%.
STRGX currently has the higher Sharpe Ratio (1.93 vs 1.79), 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.
Find the right allocation for STRGX and BME
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer