PortfoliosLab logoPortfoliosLab logo
STSCX vs. AUERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STSCX vs. AUERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Stratton Small Cap Value Fund (STSCX) and Auer Growth Fund (AUERX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

STSCX vs. AUERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STSCX
Sterling Capital Stratton Small Cap Value Fund
6.06%11.87%13.78%19.04%-14.45%31.59%3.18%33.00%-14.38%13.19%
AUERX
Auer Growth Fund
3.01%30.10%11.12%21.42%9.95%45.11%-1.85%27.96%-25.63%28.75%

Returns By Period

In the year-to-date period, STSCX achieves a 6.06% return, which is significantly higher than AUERX's 3.01% return. Over the past 10 years, STSCX has underperformed AUERX with an annualized return of 11.61%, while AUERX has yielded a comparatively higher 14.73% annualized return.


STSCX

1D
2.23%
1M
-5.77%
YTD
6.06%
6M
8.12%
1Y
25.40%
3Y*
16.13%
5Y*
8.68%
10Y*
11.61%

AUERX

1D
2.42%
1M
-5.91%
YTD
3.01%
6M
8.81%
1Y
40.33%
3Y*
21.36%
5Y*
18.30%
10Y*
14.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


STSCX vs. AUERX - Expense Ratio Comparison

STSCX has a 0.98% expense ratio, which is lower than AUERX's 2.37% expense ratio.


Return for Risk

STSCX vs. AUERX — Risk / Return Rank

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

STSCX
STSCX Risk / Return Rank: 7070
Overall Rank
STSCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
STSCX Sortino Ratio Rank: 7070
Sortino Ratio Rank
STSCX Omega Ratio Rank: 6262
Omega Ratio Rank
STSCX Calmar Ratio Rank: 7575
Calmar Ratio Rank
STSCX Martin Ratio Rank: 7676
Martin Ratio Rank

AUERX
AUERX Risk / Return Rank: 9292
Overall Rank
AUERX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AUERX Sortino Ratio Rank: 9191
Sortino Ratio Rank
AUERX Omega Ratio Rank: 8989
Omega Ratio Rank
AUERX Calmar Ratio Rank: 9292
Calmar Ratio Rank
AUERX Martin Ratio Rank: 9595
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.

STSCX vs. AUERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Small Cap Value Fund (STSCX) and Auer Growth Fund (AUERX). 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.


STSCXAUERXDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.07

-0.81

Sortino ratio

Return per unit of downside risk

1.84

2.70

-0.86

Omega ratio

Gain probability vs. loss probability

1.26

1.40

-0.14

Calmar ratio

Return relative to maximum drawdown

1.90

2.91

-1.01

Martin ratio

Return relative to average drawdown

7.93

13.68

-5.76

STSCX vs. AUERX - Sharpe Ratio Comparison

The current STSCX Sharpe Ratio is 1.26, which is lower than the AUERX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of STSCX and AUERX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


STSCXAUERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.07

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.74

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.61

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.18

+0.39

Correlation

The correlation between STSCX and AUERX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

STSCX vs. AUERX - Dividend Comparison

STSCX's dividend yield for the trailing twelve months is around 19.12%, more than AUERX's 11.06% yield.


TTM20252024202320222021202020192018201720162015
STSCX
Sterling Capital Stratton Small Cap Value Fund
19.12%20.28%23.71%39.14%27.85%23.34%16.67%13.04%9.11%9.20%5.09%1.54%
AUERX
Auer Growth Fund
11.06%11.39%24.55%4.54%5.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STSCX vs. AUERX - Drawdown Comparison

The maximum STSCX drawdown since its inception was -54.02%, smaller than the maximum AUERX drawdown of -67.23%. Use the drawdown chart below to compare losses from any high point for STSCX and AUERX.


Loading graphics...

Drawdown Indicators


STSCXAUERXDifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-67.23%

+13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-13.70%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.48%

-34.80%

+9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-44.28%

-51.89%

+7.61%

Current Drawdown

Current decline from peak

-6.42%

-5.91%

-0.51%

Average Drawdown

Average peak-to-trough decline

-8.21%

-25.10%

+16.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.92%

+0.40%

Volatility

STSCX vs. AUERX - Volatility Comparison

Sterling Capital Stratton Small Cap Value Fund (STSCX) and Auer Growth Fund (AUERX) have volatilities of 5.62% and 5.82%, 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 graphics...

Volatility by Period


STSCXAUERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

5.82%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

12.69%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

20.71%

19.73%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.07%

24.95%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

24.37%

-2.26%