VNVYX vs. STRGX

Last updated Jun 4, 2026

VNVYX (Natixis Funds Trust II Vaughan Nelson Mid Cap Fund) and STRGX (Sterling Capital Stratton Mid Cap Value Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, VNVYX returned 11.48%/yr vs 10.28%/yr for STRGX. Their correlation of 0.91 suggests significant overlap in exposure. VNVYX charges 0.90%/yr vs 0.84%/yr for STRGX.

Performance

VNVYX vs. STRGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) and Sterling Capital Stratton Mid Cap Value Fund (STRGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VNVYX achieves a 20.27% return, which is significantly higher than STRGX's 17.06% return. Over the past 10 years, VNVYX has outperformed STRGX with an annualized return of 11.48%, while STRGX has yielded a comparatively lower 10.28% annualized return.

VNVYX

• 1D: 3.12%
• 1M: 5.48%
• YTD: 20.27%
• 6M: 18.76%
• 1Y: 36.78%
• 3Y*: 22.78%
• 5Y*: 11.60%
• 10Y*: 11.48%

STRGX

• 1D: 1.28%
• 1M: 0.19%
• YTD: 17.06%
• 6M: 15.95%
• 1Y: 25.14%
• 3Y*: 15.49%
• 5Y*: 7.27%
• 10Y*: 10.28%

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

VNVYX vs. STRGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund	20.27%	12.17%	19.45%	16.53%	-10.59%	21.82%	10.92%	30.53%	-15.98%	13.21%
STRGX Sterling Capital Stratton Mid Cap Value Fund	17.06%	5.40%	9.49%	14.39%	-10.92%	23.49%	3.74%	32.73%	-14.28%	21.75%

Correlation

The correlation between VNVYX and STRGX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Nov 3, 2008	0.91

Over the past year, the correlation between VNVYX and STRGX has dropped to 0.61 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

Return for Risk

VNVYX vs. STRGX — Risk / Return Rank

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

VNVYX

VNVYX Risk / Return Rank: 71
VNVYX Sharpe Ratio Rank: 67
VNVYX Sortino Ratio Rank: 69
VNVYX Omega Ratio Rank: 54
VNVYX Calmar Ratio Rank: 83
VNVYX Martin Ratio Rank: 80

STRGX

STRGX Risk / Return Rank: 49
STRGX Sharpe Ratio Rank: 41
STRGX Sortino Ratio Rank: 43
STRGX Omega Ratio Rank: 38
STRGX Calmar Ratio Rank: 75
STRGX Martin Ratio Rank: 50

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.

VNVYX vs. STRGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) and Sterling Capital Stratton Mid Cap Value Fund (STRGX). 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.

	VNVYX	STRGX	Difference
Sharpe ratio Return per unit of total volatility	2.39	1.87	+0.53
Sortino ratio Return per unit of downside risk	3.45	2.74	+0.71
Omega ratio Gain probability vs. loss probability	1.41	1.33	+0.08
Calmar ratio Return relative to maximum drawdown	3.90	3.41	+0.50
Martin ratio Return relative to average drawdown	14.90	10.33	+4.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VNVYX vs. STRGX - Sharpe Ratio Comparison

The current VNVYX Sharpe Ratio is 2.39, which is comparable to the STRGX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of VNVYX and STRGX, 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

	VNVYX	STRGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	1.87	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.42	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.54	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.57	+0.02

Drawdowns

VNVYX vs. STRGX - Drawdown Comparison

The maximum VNVYX drawdown since its inception was -42.81%, smaller than the maximum STRGX drawdown of -53.50%. Use the drawdown chart below to compare losses from any high point for VNVYX and STRGX.

Drawdown Indicators

	VNVYX	STRGX	Difference
Max Drawdown Largest peak-to-trough decline	-42.81%	-53.50%	+10.69%
Max Drawdown (1Y) Largest decline over 1 year	-12.19%	-7.79%	-4.40%
Max Drawdown (3Y) Largest decline over 3 years	-22.60%	-20.88%	-1.72%
Max Drawdown (5Y) Largest decline over 5 years	-22.60%	-21.22%	-1.38%
Max Drawdown (10Y) Largest decline over 10 years	-42.81%	-41.35%	-1.46%
Current Drawdown Current decline from peak	0.00%	-2.00%	+2.00%
Average Drawdown Average peak-to-trough decline	-6.24%	-8.03%	+1.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	2.56%	+1.06%

Volatility

VNVYX vs. STRGX - Volatility Comparison

Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) has a higher volatility of 6.81% compared to Sterling Capital Stratton Mid Cap Value Fund (STRGX) at 4.11%. This indicates that VNVYX's price experiences larger fluctuations and is considered to be riskier than STRGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VNVYX	STRGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.81%	4.11%	+2.70%
Volatility (6M) Calculated over the trailing 6-month period	15.93%	10.80%	+5.13%
Volatility (1Y) Calculated over the trailing 1-year period	19.92%	14.22%	+5.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.15%	17.49%	+1.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.68%	19.13%	+1.55%

VNVYX vs. STRGX - Expense Ratio Comparison

VNVYX has a 0.90% expense ratio, which is higher than STRGX's 0.84% expense ratio.

Dividends

VNVYX vs. STRGX - Dividend Comparison

VNVYX's dividend yield for the trailing twelve months is around 37.22%, more than STRGX's 8.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STRGX Sterling Capital Stratton Mid Cap Value Fund	8.57%	10.04%	15.16%	12.43%	17.98%	8.18%	0.84%	5.40%	9.91%	3.79%	0.60%	3.68%
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund	37.22%	45.02%	11.91%	0.53%	3.46%	16.14%	12.25%	1.07%	9.78%	2.71%	3.33%	2.58%

Frequently Asked Questions

Can I hold both VNVYX and STRGX in my portfolio?

VNVYX and STRGX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VNVYX or STRGX?

VNVYX has higher volatility (6.81%) compared to STRGX (4.11%). In terms of maximum drawdown, VNVYX dropped -42.81% vs STRGX's -53.50%.

Which has better risk-adjusted returns?

VNVYX currently has the higher Sharpe Ratio (2.39 vs 1.87), 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.