STRGX vs. VKSFX

Last updated Jun 4, 2026

STRGX (Sterling Capital Stratton Mid Cap Value Fund) and VKSFX (Virtus KAR Small-Mid Cap Value Fund) are both Mid Cap Blend Equities funds. Over the past 3 years, STRGX returned 15.49%/yr vs 5.61%/yr for VKSFX. Their correlation of 0.90 suggests significant overlap in exposure. STRGX charges 0.84%/yr vs 0.94%/yr for VKSFX.

Performance

STRGX vs. VKSFX - Performance Comparison

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

Returns By Period

In the year-to-date period, STRGX achieves a 17.06% return, which is significantly higher than VKSFX's -2.19% 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%

VKSFX

• 1D: 0.20%
• 1M: -1.41%
• YTD: -2.19%
• 6M: -2.84%
• 1Y: -4.17%
• 3Y*: 5.61%
• 5Y*: —
• 10Y*: —

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

STRGX vs. VKSFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STRGX Sterling Capital Stratton Mid Cap Value Fund	17.06%	5.40%	9.49%	14.39%	-10.92%	6.19%
VKSFX Virtus KAR Small-Mid Cap Value Fund	-2.19%	-3.61%	10.24%	16.94%	-20.43%	4.02%

Correlation

The correlation between STRGX and VKSFX is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Aug 5, 2021	0.90

The correlation between STRGX and VKSFX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

Return for Risk

STRGX vs. VKSFX — Risk / Return Rank

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

STRGX

STRGX Risk / Return Rank: 49
STRGX Sharpe Ratio Rank: 41
STRGX Sortino Ratio Rank: 43
STRGX Omega Ratio Rank: 38
STRGX Calmar Ratio Rank: 75
STRGX Martin Ratio Rank: 50

VKSFX

VKSFX Risk / Return Rank: 2
VKSFX Sharpe Ratio Rank: 2
VKSFX Sortino Ratio Rank: 2
VKSFX Omega Ratio Rank: 2
VKSFX Calmar Ratio Rank: 2
VKSFX Martin Ratio Rank: 2

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. VKSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Mid Cap Value Fund (STRGX) and Virtus KAR Small-Mid Cap Value Fund (VKSFX). 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	VKSFX	Difference
Sharpe ratio: Return per unit of total volatility	1.87	-0.22	+2.09
Sortino ratio: Return per unit of downside risk	2.74	-0.23	+2.97
Omega ratio: Gain probability vs. loss probability	1.33	0.98	+0.35
Calmar ratio: Return relative to maximum drawdown	3.41	-0.28	+3.68
Martin ratio: Return relative to average drawdown	10.33	-0.56	+10.89
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. VKSFX - Sharpe Ratio Comparison

The current STRGX Sharpe Ratio is 1.87, which is higher than the VKSFX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of STRGX and VKSFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STRGX	VKSFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	-0.22	+2.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.01	+0.56

Drawdowns

STRGX vs. VKSFX - Drawdown Comparison

The maximum STRGX drawdown since its inception was -53.50%, which is greater than VKSFX's maximum drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for STRGX and VKSFX.

Drawdown Indicators

	STRGX	VKSFX	Difference
Max Drawdown Largest peak-to-trough decline	-53.50%	-25.46%	-28.04%
Max Drawdown (1Y) Largest decline over 1 year	-7.79%	-11.36%	+3.57%
Max Drawdown (3Y) Largest decline over 3 years	-20.88%	-20.84%	-0.04%
Max Drawdown (5Y) Largest decline over 5 years	-21.22%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.35%	—	—
Current Drawdown Current decline from peak	-2.00%	-13.23%	+11.23%
Average Drawdown Average peak-to-trough decline	-8.03%	-10.66%	+2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	5.58%	-3.02%

Volatility

STRGX vs. VKSFX - Volatility Comparison

Sterling Capital Stratton Mid Cap Value Fund (STRGX) has a higher volatility of 4.11% compared to Virtus KAR Small-Mid Cap Value Fund (VKSFX) at 3.56%. This indicates that STRGX's price experiences larger fluctuations and is considered to be riskier than VKSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STRGX	VKSFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	3.56%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	10.80%	10.21%	+0.59%
Volatility (1Y) Calculated over the trailing 1-year period	14.22%	14.36%	-0.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.49%	18.16%	-0.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	18.16%	+0.97%

STRGX vs. VKSFX - Expense Ratio Comparison

STRGX has a 0.84% expense ratio, which is lower than VKSFX's 0.94% expense ratio.

Dividends

STRGX vs. VKSFX - Dividend Comparison

STRGX's dividend yield for the trailing twelve months is around 8.57%, more than VKSFX's 0.24% 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%
VKSFX Virtus KAR Small-Mid Cap Value Fund	0.24%	0.23%	0.54%	0.70%	0.46%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STRGX and VKSFX in my portfolio?

STRGX and VKSFX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STRGX or VKSFX?

STRGX has higher volatility (4.11%) compared to VKSFX (3.56%). In terms of maximum drawdown, STRGX dropped -53.50% vs VKSFX's -25.46%.

Which has better risk-adjusted returns?

STRGX currently has the higher Sharpe Ratio (1.87 vs -0.22), 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.