STSCX vs. DFISX
Compare and contrast key facts about Sterling Capital Stratton Small Cap Value Fund (STSCX) and DFA International Small Company Portfolio (DFISX).
STSCX is managed by Sterling Capital. It was launched on Apr 12, 1993. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
STSCX vs. DFISX - Performance Comparison
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STSCX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STSCX Sterling Capital Stratton Small Cap Value Fund | 3.75% | 11.87% | 13.78% | 19.04% | -14.45% | 31.59% | 3.18% | 33.00% | -14.38% | 13.19% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, STSCX achieves a 3.75% return, which is significantly higher than DFISX's -1.97% return. Over the past 10 years, STSCX has outperformed DFISX with an annualized return of 11.36%, while DFISX has yielded a comparatively lower 7.66% annualized return.
STSCX
- 1D
- -0.63%
- 1M
- -7.29%
- YTD
- 3.75%
- 6M
- 5.52%
- 1Y
- 23.13%
- 3Y*
- 15.28%
- 5Y*
- 8.49%
- 10Y*
- 11.36%
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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STSCX vs. DFISX - Expense Ratio Comparison
STSCX has a 0.98% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
STSCX vs. DFISX — Risk / Return Rank
STSCX
DFISX
STSCX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Small Cap Value Fund (STSCX) and DFA International Small Company Portfolio (DFISX). 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.
| STSCX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.66 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.15 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.04 | -0.49 |
Martin ratioReturn relative to average drawdown | 6.50 | 7.97 | -1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STSCX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.66 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.42 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.48 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.44 | +0.13 |
Correlation
The correlation between STSCX and DFISX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
STSCX vs. DFISX - Dividend Comparison
STSCX's dividend yield for the trailing twelve months is around 19.54%, more than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSCX Sterling Capital Stratton Small Cap Value Fund | 19.54% | 20.28% | 23.71% | 39.14% | 27.85% | 23.34% | 16.67% | 13.04% | 9.11% | 9.20% | 5.09% | 1.54% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
STSCX vs. DFISX - Drawdown Comparison
The maximum STSCX drawdown since its inception was -54.02%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for STSCX and DFISX.
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Drawdown Indicators
| STSCX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -60.66% | +6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -11.96% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.48% | -35.06% | +9.58% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | -43.00% | -1.28% |
Current DrawdownCurrent decline from peak | -8.46% | -11.77% | +3.31% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -11.69% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.06% | +0.24% |
Volatility
STSCX vs. DFISX - Volatility Comparison
The current volatility for Sterling Capital Stratton Small Cap Value Fund (STSCX) is 5.08%, while DFA International Small Company Portfolio (DFISX) has a volatility of 5.90%. This indicates that STSCX experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STSCX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.90% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.65% | 10.04% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 15.38% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.05% | 15.75% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 16.11% | +5.99% |