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STRGX vs. EOS-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, STRGX achieves a 21.19% return, which is significantly higher than EOS-USD's -58.97% 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%

EOS-USD

1D
0.50%
1M
-17.35%
YTD
-58.97%
6M
-60.53%
1Y
-87.32%
3Y*
-55.26%
5Y*
-55.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRGX vs. EOS-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%13.19%
EOS-USD
EOS
-58.97%-79.52%-8.35%-1.89%-71.60%16.76%0.93%0.16%-70.72%2,091.49%

Correlation

The correlation between STRGX and EOS-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.18

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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: 5858
Overall Rank
STRGX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
STRGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
STRGX Omega Ratio Rank: 4545
Omega Ratio Rank
STRGX Calmar Ratio Rank: 8282
Calmar Ratio Rank
STRGX Martin Ratio Rank: 5757
Martin Ratio Rank

EOS-USD
EOS-USD Risk / Return Rank: 22
Overall Rank
EOS-USD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EOS-USD Sortino Ratio Rank: 00
Sortino Ratio Rank
EOS-USD Omega Ratio Rank: 00
Omega Ratio Rank
EOS-USD Calmar Ratio Rank: 00
Calmar Ratio Rank
EOS-USD Martin Ratio Rank: 1111
Martin Ratio Rank
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.

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.


STRGXEOS-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.08

Sortino ratioReturn per unit of downside risk

+5.82

Omega ratioGain probability vs. loss probability

1.34

0.69

+0.65

Calmar ratioReturn relative to maximum drawdown

3.57

-0.98

+4.56

Martin ratioReturn relative to average drawdown

10.77

-1.33

+12.11

STRGX vs. EOS-USD - Sharpe Ratio Comparison

The current STRGX Sharpe Ratio is 1.93, which is higher than the EOS-USD Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of STRGX and EOS-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 -99.71%. Use the drawdown chart below to compare losses from any high point for STRGX and EOS-USD.


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Drawdown Indicators


STRGXEOS-USDDifference

Max Drawdown

Largest peak-to-trough decline

-53.50%

-99.71%

+46.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-89.90%

+82.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.88%

-95.40%

+74.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-99.00%

+77.78%

Max Drawdown (10Y)

Largest decline over 10 years

-41.35%

Current Drawdown

Current decline from peak

0.00%

-99.70%

+99.70%

Average Drawdown

Average peak-to-trough decline

-8.02%

-84.94%

+76.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

67.44%

-64.86%

Volatility

STRGX vs. EOS-USD - Volatility Comparison

The current volatility for Sterling Capital Stratton Mid Cap Value Fund (STRGX) is 3.91%, while EOS (EOS-USD) has a volatility of 30.32%. 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.


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Volatility by Period


STRGXEOS-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

30.32%

-26.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

57.92%

-46.93%

Volatility (1Y)

Calculated over the trailing 1-year period

14.46%

64.08%

-49.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

71.88%

-54.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

109.13%

-89.99%

Frequently Asked Questions


STRGX and EOS-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EOS-USD has higher volatility (30.32%) compared to STRGX (3.91%). In terms of maximum drawdown, STRGX dropped -53.50% vs EOS-USD's -99.71%.

STRGX currently has the higher Sharpe Ratio (1.93 vs -1.15), 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.

Portfolio Optimizer

Find the right allocation for STRGX and EOS-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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