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STRGX vs. MWTIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STRGX and MWTIX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

STRGX vs. MWTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Stratton Mid Cap Value Fund (STRGX) and Metropolitan West Total Return Bond Fund Class I (MWTIX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
128.79%
107.94%
STRGX
MWTIX

Key characteristics

Sharpe Ratio

STRGX:

-0.17

MWTIX:

0.24

Sortino Ratio

STRGX:

-0.10

MWTIX:

0.37

Omega Ratio

STRGX:

0.98

MWTIX:

1.05

Calmar Ratio

STRGX:

-0.10

MWTIX:

0.08

Martin Ratio

STRGX:

-0.83

MWTIX:

0.65

Ulcer Index

STRGX:

3.79%

MWTIX:

2.36%

Daily Std Dev

STRGX:

18.38%

MWTIX:

6.38%

Max Drawdown

STRGX:

-57.68%

MWTIX:

-23.26%

Current Drawdown

STRGX:

-30.30%

MWTIX:

-14.23%

Returns By Period

In the year-to-date period, STRGX achieves a -4.09% return, which is significantly lower than MWTIX's 0.39% return. Over the past 10 years, STRGX has outperformed MWTIX with an annualized return of 1.00%, while MWTIX has yielded a comparatively lower 0.52% annualized return.


STRGX

YTD

-4.09%

1M

-16.36%

6M

-8.46%

1Y

-3.96%

5Y*

-2.39%

10Y*

1.00%

MWTIX

YTD

0.39%

1M

-0.67%

6M

0.50%

1Y

1.42%

5Y*

-1.33%

10Y*

0.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


STRGX vs. MWTIX - Expense Ratio Comparison

STRGX has a 0.84% expense ratio, which is higher than MWTIX's 0.45% expense ratio.


STRGX
Sterling Capital Stratton Mid Cap Value Fund
Expense ratio chart for STRGX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for MWTIX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

STRGX vs. MWTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Mid Cap Value Fund (STRGX) and Metropolitan West Total Return Bond Fund Class I (MWTIX). 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.


Sharpe ratio
The chart of Sharpe ratio for STRGX, currently valued at -0.17, compared to the broader market-1.000.001.002.003.004.00-0.170.24
The chart of Sortino ratio for STRGX, currently valued at -0.10, compared to the broader market-2.000.002.004.006.008.0010.00-0.100.37
The chart of Omega ratio for STRGX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.500.981.05
The chart of Calmar ratio for STRGX, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.100.08
The chart of Martin ratio for STRGX, currently valued at -0.83, compared to the broader market0.0020.0040.0060.00-0.830.65
STRGX
MWTIX

The current STRGX Sharpe Ratio is -0.17, which is lower than the MWTIX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of STRGX and MWTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.17
0.24
STRGX
MWTIX

Dividends

STRGX vs. MWTIX - Dividend Comparison

STRGX's dividend yield for the trailing twelve months is around 0.86%, less than MWTIX's 4.02% yield.


TTM20232022202120202019201820172016201520142013
STRGX
Sterling Capital Stratton Mid Cap Value Fund
0.86%0.82%0.93%0.61%0.50%0.90%0.54%0.44%0.14%0.29%0.04%0.00%
MWTIX
Metropolitan West Total Return Bond Fund Class I
4.02%4.11%2.93%1.30%1.78%2.76%2.73%2.16%2.09%1.84%2.30%3.13%

Drawdowns

STRGX vs. MWTIX - Drawdown Comparison

The maximum STRGX drawdown since its inception was -57.68%, which is greater than MWTIX's maximum drawdown of -23.26%. Use the drawdown chart below to compare losses from any high point for STRGX and MWTIX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-30.30%
-14.23%
STRGX
MWTIX

Volatility

STRGX vs. MWTIX - Volatility Comparison

Sterling Capital Stratton Mid Cap Value Fund (STRGX) has a higher volatility of 12.86% compared to Metropolitan West Total Return Bond Fund Class I (MWTIX) at 1.76%. This indicates that STRGX's price experiences larger fluctuations and is considered to be riskier than MWTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
12.86%
1.76%
STRGX
MWTIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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