STRGX vs. DNLDX

Last updated Jun 24, 2026

STRGX (Sterling Capital Stratton Mid Cap Value Fund) and DNLDX (BNY Mellon Active MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, STRGX returned 11.06%/yr vs 10.65%/yr for DNLDX. Their correlation of 0.83 suggests significant overlap in exposure. STRGX charges 0.84%/yr vs 1.00%/yr for DNLDX.

Performance

STRGX vs. DNLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Stratton Mid Cap Value Fund (STRGX) and BNY Mellon Active MidCap Fund (DNLDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STRGX achieves a 21.19% return, which is significantly higher than DNLDX's 13.68% return. Both investments have delivered pretty close results over the past 10 years, with STRGX having a 11.06% annualized return and DNLDX not far behind at 10.65%.

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%

DNLDX

• 1D: 0.69%
• 1M: 3.99%
• YTD: 13.68%
• 6M: 12.10%
• 1Y: 22.83%
• 3Y*: 19.40%
• 5Y*: 10.82%
• 10Y*: 10.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

STRGX vs. DNLDX - 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%
DNLDX BNY Mellon Active MidCap Fund	13.68%	9.79%	22.27%	16.99%	-14.34%	26.49%	9.29%	16.82%	-14.46%	16.64%

Correlation

The correlation between STRGX and DNLDX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 29, 1985	0.83

The correlation between STRGX and DNLDX shifts across timeframes, from 0.83 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

STRGX vs. DNLDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STRGX

STRGX Risk / Return Rank: 58
STRGX Sharpe Ratio Rank: 50
STRGX Sortino Ratio Rank: 53
STRGX Omega Ratio Rank: 45
STRGX Calmar Ratio Rank: 82
STRGX Martin Ratio Rank: 57

DNLDX

DNLDX Risk / Return Rank: 54
DNLDX Sharpe Ratio Rank: 43
DNLDX Sortino Ratio Rank: 44
DNLDX Omega Ratio Rank: 38
DNLDX Calmar Ratio Rank: 77
DNLDX Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STRGX vs. DNLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Mid Cap Value Fund (STRGX) and BNY Mellon Active MidCap Fund (DNLDX). 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	DNLDX	Difference
Sharpe ratio: Return per unit of total volatility	1.93	1.78	+0.15
Sortino ratio: Return per unit of downside risk	2.83	2.56	+0.27
Omega ratio: Gain probability vs. loss probability	1.34	1.31	+0.03
Calmar ratio: Return relative to maximum drawdown	3.57	3.30	+0.27
Martin ratio: Return relative to average drawdown	10.77	12.34	-1.57

STRGX vs. DNLDX - Sharpe Ratio Comparison

The current STRGX Sharpe Ratio is 1.93, which is comparable to the DNLDX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of STRGX and DNLDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STRGX vs. DNLDX - Drawdown Comparison

The maximum STRGX drawdown since its inception was -53.50%, smaller than the maximum DNLDX drawdown of -63.69%. Use the drawdown chart below to compare losses from any high point for STRGX and DNLDX.

Drawdown Indicators

	STRGX	DNLDX	Difference
Max Drawdown Largest peak-to-trough decline	-53.50%	-63.69%	+10.19%
Max Drawdown (1Y) Largest decline over 1 year	-7.79%	-7.29%	-0.50%
Max Drawdown (3Y) Largest decline over 3 years	-20.88%	-20.42%	-0.46%
Max Drawdown (5Y) Largest decline over 5 years	-21.22%	-23.42%	+2.20%
Max Drawdown (10Y) Largest decline over 10 years	-41.35%	-42.23%	+0.88%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.02%	-9.62%	+1.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	1.95%	+0.63%

Volatility

STRGX vs. DNLDX - Volatility Comparison

The current volatility for Sterling Capital Stratton Mid Cap Value Fund (STRGX) is 3.91%, while BNY Mellon Active MidCap Fund (DNLDX) has a volatility of 4.43%. This indicates that STRGX experiences smaller price fluctuations and is considered to be less risky than DNLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STRGX	DNLDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	4.43%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	10.99%	10.15%	+0.84%
Volatility (1Y) Calculated over the trailing 1-year period	14.46%	13.54%	+0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.48%	18.54%	-1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.14%	19.55%	-0.41%

STRGX vs. DNLDX - Expense Ratio Comparison

STRGX has a 0.84% expense ratio, which is lower than DNLDX's 1.00% expense ratio.

Dividends

STRGX vs. DNLDX - Dividend Comparison

STRGX's dividend yield for the trailing twelve months is around 8.28%, less than DNLDX's 13.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DNLDX BNY Mellon Active MidCap Fund	13.22%	14.15%	15.24%	1.69%	8.82%	17.74%	2.77%	2.65%	11.14%	11.32%	1.00%	3.12%
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

Can I hold both STRGX and DNLDX in my portfolio?

STRGX and DNLDX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STRGX or DNLDX?

DNLDX has higher volatility (4.43%) compared to STRGX (3.91%). In terms of maximum drawdown, STRGX dropped -53.50% vs DNLDX's -63.69%.

Which has better risk-adjusted returns?

STRGX currently has the higher Sharpe Ratio (1.93 vs 1.78), 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.