STSCX vs. VTMSX

Last updated Jun 3, 2026

STSCX (Sterling Capital Stratton Small Cap Value Fund) and VTMSX (Vanguard Tax-Managed Small-Cap Fund Admiral Shares) are both Small Cap Blend Equities funds. Over the past 10 years, STSCX returned 12.04%/yr vs 10.69%/yr for VTMSX. Their correlation of 0.94 suggests significant overlap in exposure. STSCX charges 0.98%/yr vs 0.09%/yr for VTMSX.

Performance

STSCX vs. VTMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Stratton Small Cap Value Fund (STSCX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with STSCX having a 16.33% return and VTMSX slightly lower at 15.59%. Over the past 10 years, STSCX has outperformed VTMSX with an annualized return of 12.04%, while VTMSX has yielded a comparatively lower 10.69% annualized return.

STSCX

• 1D: -0.75%
• 1M: 0.07%
• YTD: 16.33%
• 6M: 17.25%
• 1Y: 35.17%
• 3Y*: 19.51%
• 5Y*: 9.69%
• 10Y*: 12.04%

VTMSX

• 1D: -0.15%
• 1M: 0.77%
• YTD: 15.59%
• 6M: 16.03%
• 1Y: 33.84%
• 3Y*: 14.47%
• 5Y*: 5.61%
• 10Y*: 10.69%

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

STSCX vs. VTMSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STSCX Sterling Capital Stratton Small Cap Value Fund	16.33%	11.87%	13.78%	19.04%	-14.45%	31.59%	3.18%	33.00%	-14.38%	13.19%
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares	15.59%	5.93%	8.61%	15.95%	-16.16%	27.08%	11.05%	23.28%	-8.62%	13.05%

Correlation

The correlation between STSCX and VTMSX is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 26, 1999	0.94

The correlation between STSCX and VTMSX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

STSCX vs. VTMSX — Risk / Return Rank

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

STSCX

STSCX Risk / Return Rank: 63
STSCX Sharpe Ratio Rank: 57
STSCX Sortino Ratio Rank: 61
STSCX Omega Ratio Rank: 50
STSCX Calmar Ratio Rank: 80
STSCX Martin Ratio Rank: 70

VTMSX

VTMSX Risk / Return Rank: 54
VTMSX Sharpe Ratio Rank: 42
VTMSX Sortino Ratio Rank: 44
VTMSX Omega Ratio Rank: 38
VTMSX Calmar Ratio Rank: 82
VTMSX Martin Ratio Rank: 65

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. VTMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Stratton Small Cap Value Fund (STSCX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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	VTMSX	Difference
Sharpe ratio Return per unit of total volatility	2.22	1.91	+0.31
Sortino ratio Return per unit of downside risk	3.28	2.77	+0.51
Omega ratio Gain probability vs. loss probability	1.39	1.33	+0.06
Calmar ratio Return relative to maximum drawdown	3.64	3.83	-0.19
Martin ratio Return relative to average drawdown	13.50	12.74	+0.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STSCX vs. VTMSX - Sharpe Ratio Comparison

The current STSCX Sharpe Ratio is 2.22, which is comparable to the VTMSX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of STSCX and VTMSX, 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

	STSCX	VTMSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	1.91	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.26	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.46	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.45	+0.14

Drawdowns

STSCX vs. VTMSX - Drawdown Comparison

The maximum STSCX drawdown since its inception was -54.02%, smaller than the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for STSCX and VTMSX.

Drawdown Indicators

	STSCX	VTMSX	Difference
Max Drawdown Largest peak-to-trough decline	-54.02%	-57.84%	+3.82%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-8.59%	-0.74%
Max Drawdown (3Y) Largest decline over 3 years	-25.48%	-27.93%	+2.45%
Max Drawdown (5Y) Largest decline over 5 years	-25.48%	-27.93%	+2.45%
Max Drawdown (10Y) Largest decline over 10 years	-44.28%	-43.88%	-0.40%
Current Drawdown Current decline from peak	-2.24%	-0.91%	-1.33%
Average Drawdown Average peak-to-trough decline	-8.18%	-8.93%	+0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	2.58%	-0.07%

Volatility

STSCX vs. VTMSX - Volatility Comparison

The current volatility for Sterling Capital Stratton Small Cap Value Fund (STSCX) is 3.87%, while Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a volatility of 4.43%. This indicates that STSCX experiences smaller price fluctuations and is considered to be less risky than VTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STSCX	VTMSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	4.43%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	11.09%	11.67%	-0.58%
Volatility (1Y) Calculated over the trailing 1-year period	15.61%	17.55%	-1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.02%	21.46%	-1.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.12%	23.12%	-1.00%

STSCX vs. VTMSX - Expense Ratio Comparison

STSCX has a 0.98% expense ratio, which is higher than VTMSX's 0.09% expense ratio.

Dividends

STSCX vs. VTMSX - Dividend Comparison

STSCX's dividend yield for the trailing twelve months is around 17.43%, more than VTMSX's 1.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STSCX Sterling Capital Stratton Small Cap Value Fund	17.43%	20.28%	23.71%	39.14%	27.85%	23.34%	16.67%	13.04%	9.11%	9.20%	5.09%	1.54%
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares	1.16%	1.28%	1.44%	1.50%	1.51%	1.16%	1.09%	1.15%	1.26%	1.11%	1.01%	1.26%

Frequently Asked Questions

Can I hold both STSCX and VTMSX in my portfolio?

With a correlation of 0.92, STSCX and VTMSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, STSCX or VTMSX?

VTMSX has higher volatility (4.43%) compared to STSCX (3.87%). In terms of maximum drawdown, STSCX dropped -54.02% vs VTMSX's -57.84%.

Which has better risk-adjusted returns?

STSCX currently has the higher Sharpe Ratio (2.22 vs 1.91), 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.