STSCX vs. SWSSX
Compare and contrast key facts about Sterling Capital Stratton Small Cap Value Fund (STSCX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
STSCX is managed by Sterling Capital. It was launched on Apr 12, 1993. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
STSCX vs. SWSSX - Performance Comparison
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STSCX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, STSCX achieves a 3.75% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, STSCX has outperformed SWSSX with an annualized return of 11.36%, while SWSSX has yielded a comparatively lower 9.50% 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%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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STSCX vs. SWSSX - Expense Ratio Comparison
STSCX has a 0.98% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
STSCX vs. SWSSX — Risk / Return Rank
STSCX
SWSSX
STSCX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Small Cap Value Fund (STSCX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.91 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.40 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.33 | +0.22 |
Martin ratioReturn relative to average drawdown | 6.50 | 5.02 | +1.47 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.91 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.14 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.40 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.33 | +0.24 |
Correlation
The correlation between STSCX and SWSSX is 0.92, 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. SWSSX - Dividend Comparison
STSCX's dividend yield for the trailing twelve months is around 19.54%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
STSCX vs. SWSSX - Drawdown Comparison
The maximum STSCX drawdown since its inception was -54.02%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for STSCX and SWSSX.
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Drawdown Indicators
| STSCX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -60.34% | +6.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -13.90% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.48% | -31.93% | +6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | -41.81% | -2.47% |
Current DrawdownCurrent decline from peak | -8.46% | -11.00% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -10.78% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.68% | -0.38% |
Volatility
STSCX vs. SWSSX - Volatility Comparison
The current volatility for Sterling Capital Stratton Small Cap Value Fund (STSCX) is 5.08%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that STSCX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STSCX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 6.59% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.65% | 14.12% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 23.11% | -2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.05% | 22.57% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 24.03% | -1.93% |