STSCX vs. VSMAX
Compare and contrast key facts about Sterling Capital Stratton Small Cap Value Fund (STSCX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
STSCX is managed by Sterling Capital. It was launched on Apr 12, 1993. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STSCX or VSMAX.
Key characteristics
| STSCX | VSMAX | |
|---|---|---|
| YTD Return | 7.70% | 5.99% |
| 1Y Return | 27.38% | 21.74% |
| 3Y Return (Ann) | 5.34% | 2.67% |
| 5Y Return (Ann) | 10.68% | 9.66% |
| 10Y Return (Ann) | 8.00% | 9.23% |
| Sharpe Ratio | 1.73 | 1.34 |
| Daily Std Dev | 16.30% | 17.00% |
| Max Drawdown | -63.07% | -59.68% |
| Current Drawdown | -0.44% | -2.00% |
Correlation
The correlation between STSCX and VSMAX is 0.94, 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.
Performance
STSCX vs. VSMAX - Performance Comparison
In the year-to-date period, STSCX achieves a 7.70% return, which is significantly higher than VSMAX's 5.99% return. Over the past 10 years, STSCX has underperformed VSMAX with an annualized return of 8.00%, while VSMAX has yielded a comparatively higher 9.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STSCX vs. VSMAX - Expense Ratio Comparison
STSCX has a 0.98% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Risk-Adjusted Performance
STSCX vs. VSMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Small Cap Value Fund (STSCX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.
Dividends
STSCX vs. VSMAX - Dividend Comparison
STSCX's dividend yield for the trailing twelve months is around 36.34%, more than VSMAX's 1.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSCX Sterling Capital Stratton Small Cap Value Fund | 36.34% | 39.14% | 27.85% | 23.34% | 16.67% | 6.81% | 9.11% | 9.20% | 5.09% | 1.54% | 0.03% | 0.00% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.44% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
STSCX vs. VSMAX - Drawdown Comparison
The maximum STSCX drawdown since its inception was -63.07%, which is greater than VSMAX's maximum drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for STSCX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
STSCX vs. VSMAX - Volatility Comparison
The current volatility for Sterling Capital Stratton Small Cap Value Fund (STSCX) is 3.39%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 3.83%. This indicates that STSCX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.