STRGX vs. STSCX
STRGX (Sterling Capital Stratton Mid Cap Value Fund) and STSCX (Sterling Capital Stratton Small Cap Value Fund) are both mutual funds - STRGX is a Mid Cap Blend Equities fund managed by Sterling Capital, while STSCX is a Small Cap Blend Equities fund managed by Sterling Capital. Over the past 10 years, STRGX returned 10.28%/yr vs 12.20%/yr for STSCX. Their correlation of 0.87 suggests significant overlap in exposure. STRGX charges 0.84%/yr vs 0.98%/yr for STSCX.
Performance
STRGX vs. STSCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STRGX achieves a 17.06% return, which is significantly lower than STSCX's 18.04% return. Over the past 10 years, STRGX has underperformed STSCX with an annualized return of 10.28%, while STSCX has yielded a comparatively higher 12.20% annualized return.
STRGX
- 1D
- 1.28%
- 1M
- 0.19%
- YTD
- 17.06%
- 6M
- 15.95%
- 1Y
- 25.14%
- 3Y*
- 15.49%
- 5Y*
- 7.27%
- 10Y*
- 10.28%
STSCX
- 1D
- 1.47%
- 1M
- 2.02%
- YTD
- 18.04%
- 6M
- 17.24%
- 1Y
- 34.96%
- 3Y*
- 20.09%
- 5Y*
- 10.06%
- 10Y*
- 12.20%
STRGX vs. STSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STRGX Sterling Capital Stratton Mid Cap Value Fund | 17.06% | 5.40% | 9.49% | 14.39% | -10.92% | 23.49% | 3.74% | 32.73% | -14.28% | 21.75% |
STSCX Sterling Capital Stratton Small Cap Value Fund | 18.04% | 11.87% | 13.78% | 19.04% | -14.45% | 31.59% | 3.18% | 33.00% | -14.38% | 13.19% |
Correlation
The correlation between STRGX and STSCX is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1994 | 0.87 |
The correlation between STRGX and STSCX has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STRGX vs. STSCX — Risk / Return Rank
STRGX
STSCX
STRGX vs. STSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Mid Cap Value Fund (STRGX) and Sterling Capital Stratton Small Cap Value Fund (STSCX). 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 | STSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 4.00 | -0.59 |
| Martin ratioReturn relative to average drawdown | 10.33 | 14.81 | -4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| STRGX | STSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.39 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.50 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.55 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.59 | -0.03 |
Drawdowns
STRGX vs. STSCX - Drawdown Comparison
The maximum STRGX drawdown since its inception was -53.50%, roughly equal to the maximum STSCX drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for STRGX and STSCX.
Loading charts...
Drawdown Indicators
| STRGX | STSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.50% | -54.02% | +0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -9.33% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.88% | -25.48% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.22% | -25.48% | +4.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.35% | -44.28% | +2.93% |
Current DrawdownCurrent decline from peak | -2.00% | -0.81% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -8.03% | -8.18% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.52% | +0.04% |
Volatility
STRGX vs. STSCX - Volatility Comparison
Sterling Capital Stratton Mid Cap Value Fund (STRGX) and Sterling Capital Stratton Small Cap Value Fund (STSCX) have volatilities of 4.11% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STRGX | STSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 4.14% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 11.17% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 15.64% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 20.03% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 22.13% | -3.00% |
STRGX vs. STSCX - Expense Ratio Comparison
STRGX has a 0.84% expense ratio, which is lower than STSCX's 0.98% expense ratio.
Dividends
STRGX vs. STSCX - Dividend Comparison
STRGX's dividend yield for the trailing twelve months is around 8.57%, less than STSCX's 17.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRGX Sterling Capital Stratton Mid Cap Value Fund | 8.57% | 10.04% | 15.16% | 12.43% | 17.98% | 8.18% | 0.84% | 5.40% | 9.91% | 3.79% | 0.60% | 3.68% |
STSCX Sterling Capital Stratton Small Cap Value Fund | 17.18% | 20.28% | 23.71% | 39.14% | 27.85% | 23.34% | 16.67% | 13.04% | 9.11% | 9.20% | 5.09% | 1.54% |
Frequently Asked Questions
With a correlation of 0.93, STRGX and STSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
STSCX has higher volatility (4.14%) compared to STRGX (4.11%). In terms of maximum drawdown, STRGX dropped -53.50% vs STSCX's -54.02%.
STSCX currently has the higher Sharpe Ratio (2.39 vs 1.87), 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.
Find the right allocation for STRGX and STSCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer