STRGX vs. MWTIX
Compare and contrast key facts about Sterling Capital Stratton Mid Cap Value Fund (STRGX) and Metropolitan West Total Return Bond Fund Class I (MWTIX).
STRGX is managed by Sterling Capital. It was launched on Sep 29, 1972. MWTIX is managed by Metropolitan West Funds.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STRGX or MWTIX.
Key characteristics
| STRGX | MWTIX | |
|---|---|---|
| YTD Return | 17.11% | 1.18% |
| 1Y Return | 13.81% | 7.07% |
| 3Y Return (Ann) | -5.17% | -2.91% |
| 5Y Return (Ann) | 1.76% | -1.30% |
| 10Y Return (Ann) | 3.17% | 0.62% |
| Sharpe Ratio | 1.05 | 1.26 |
| Sortino Ratio | 1.38 | 1.87 |
| Omega Ratio | 1.21 | 1.23 |
| Calmar Ratio | 0.60 | 0.44 |
| Martin Ratio | 4.31 | 4.22 |
| Ulcer Index | 4.03% | 2.06% |
| Daily Std Dev | 16.61% | 6.87% |
| Max Drawdown | -57.68% | -23.26% |
| Current Drawdown | -14.90% | -13.55% |
Correlation
The correlation between STRGX and MWTIX is -0.12. 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.
Performance
STRGX vs. MWTIX - Performance Comparison
In the year-to-date period, STRGX achieves a 17.11% return, which is significantly higher than MWTIX's 1.18% return. Over the past 10 years, STRGX has outperformed MWTIX with an annualized return of 3.17%, while MWTIX has yielded a comparatively lower 0.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STRGX vs. MWTIX - Expense Ratio Comparison
STRGX has a 0.84% expense ratio, which is higher than MWTIX's 0.45% expense ratio.
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.
Dividends
STRGX vs. MWTIX - Dividend Comparison
STRGX's dividend yield for the trailing twelve months is around 0.70%, less than MWTIX's 4.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRGX Sterling Capital Stratton Mid Cap Value Fund | 0.70% | 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 | 4.37% | 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.
Volatility
STRGX vs. MWTIX - Volatility Comparison
Sterling Capital Stratton Mid Cap Value Fund (STRGX) has a higher volatility of 4.68% compared to Metropolitan West Total Return Bond Fund Class I (MWTIX) at 1.82%. 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.