STRGX vs. EOS-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Sterling Capital Stratton Mid Cap Value Fund (STRGX) and EOS (EOS-USD).

STRGX is managed by Sterling Capital. It was launched on Sep 29, 1972.

Performance

STRGX vs. EOS-USD - Performance Comparison

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

STRGX vs. EOS-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STRGX Sterling Capital Stratton Mid Cap Value Fund	5.55%	5.40%	9.49%	14.39%	-10.92%	23.49%	3.74%	32.73%	-14.28%	14.06%
EOS-USD EOS	-50.07%	-79.52%	-8.35%	-1.89%	-71.60%	16.76%	0.93%	0.16%	-70.72%	931.30%

Returns By Period

In the year-to-date period, STRGX achieves a 5.55% return, which is significantly higher than EOS-USD's -50.07% return.

STRGX

• 1D: 2.58%
• 1M: -4.68%
• YTD: 5.55%
• 6M: 2.03%
• 1Y: 14.26%
• 3Y*: 11.17%
• 5Y*: 6.10%
• 10Y*: 9.50%

EOS-USD

• 1D: 4.79%
• 1M: 2.60%
• YTD: -50.07%
• 6M: -80.69%
• 1Y: -88.50%
• 3Y*: -59.94%
• 5Y*: -58.27%
• 10Y*: —

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

Return for Risk

STRGX vs. EOS-USD — Risk / Return Rank

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

STRGX

STRGX Risk / Return Rank: 37
STRGX Sharpe Ratio Rank: 33
STRGX Sortino Ratio Rank: 35
STRGX Omega Ratio Rank: 31
STRGX Calmar Ratio Rank: 43
STRGX Martin Ratio Rank: 43

EOS-USD

EOS-USD Risk / Return Rank: 22
EOS-USD Sharpe Ratio Rank: 3
EOS-USD Sortino Ratio Rank: 0
EOS-USD Omega Ratio Rank: 0
EOS-USD Calmar Ratio Rank: 50
EOS-USD Martin Ratio Rank: 58

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. EOS-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Mid Cap Value Fund (STRGX) and EOS (EOS-USD). 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	EOS-USD	Difference
Sharpe ratio Return per unit of total volatility	0.82	-1.05	+1.87
Sortino ratio Return per unit of downside risk	1.25	-2.76	+4.01
Omega ratio Gain probability vs. loss probability	1.17	0.72	+0.45
Calmar ratio Return relative to maximum drawdown	1.23	-1.08	+2.31
Martin ratio Return relative to average drawdown	4.82	-1.53	+6.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STRGX vs. EOS-USD - Sharpe Ratio Comparison

The current STRGX Sharpe Ratio is 0.82, which is higher than the EOS-USD Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of STRGX and EOS-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	STRGX	EOS-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	-1.05	+1.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	-0.59	+0.94
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	-0.19	+0.74

Correlation

The correlation between STRGX and EOS-USD is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

STRGX vs. EOS-USD - Drawdown Comparison

The maximum STRGX drawdown since its inception was -53.50%, smaller than the maximum EOS-USD drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for STRGX and EOS-USD.

Drawdown Indicators

	STRGX	EOS-USD	Difference
Max Drawdown Largest peak-to-trough decline	-53.50%	-99.67%	+46.17%
Max Drawdown (1Y) Largest decline over 1 year	-12.42%	-92.33%	+79.91%
Max Drawdown (5Y) Largest decline over 5 years	-21.22%	-99.50%	+78.28%
Max Drawdown (10Y) Largest decline over 10 years	-41.35%	—	—
Current Drawdown Current decline from peak	-5.01%	-99.63%	+94.62%
Average Drawdown Average peak-to-trough decline	-8.06%	-84.66%	+76.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	61.91%	-58.75%

Volatility

STRGX vs. EOS-USD - Volatility Comparison

The current volatility for Sterling Capital Stratton Mid Cap Value Fund (STRGX) is 5.93%, while EOS (EOS-USD) has a volatility of 14.80%. This indicates that STRGX experiences smaller price fluctuations and is considered to be less risky than EOS-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STRGX	EOS-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	14.80%	-8.87%
Volatility (6M) Calculated over the trailing 6-month period	10.85%	61.25%	-50.40%
Volatility (1Y) Calculated over the trailing 1-year period	18.31%	70.61%	-52.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.42%	82.89%	-65.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.09%	105.22%	-86.13%