STEZX Performance — International Strategic Equities Portfolio, Class Z
Data updated: 2026-08-26
STEZX returned +20.44% year to date and +38.73% over one year to Jun 2026. Annualised returns are +26.41% over 3 years and +13.11% over 5 years. The fund beat its International Mid-Cap Blend category average: $100 invested three years ago grew to $202, against $156 for the category, and to $139 over one year, against $118. Volatility over the past three years was 13.92% a year. In the 12 months to Jun 2026 the fund took in a net $429.8M, and assets reached $11.55B.
STEZX Growth of $100
What $100 invested in International Strategic Equities Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Mid-Cap Blend category average over the same months.
| Period | STEZX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $139 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $202 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $185 | $143 |
| Since data start (Jul 2019 – Jun 2026) | $225 | $188 |
STEZX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +20.44% |
| 1 year | +38.73% |
| 3 years (annualised) | +26.41% |
| 5 years (annualised) | +13.11% |
STEZX Annual Returns
Calendar-year total returns of International Strategic Equities Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +20.44% |
| 2025 | +42.98% |
| 2024 | +12.73% |
| 2023 | +13.57% |
| 2022 | −17.60% |
| 2021 | +10.29% |
| 2020 | +4.34% |
| 2019 (Jul–Dec) | +7.87% |
STEZX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +8.1% | +7.2% | −8.7% | +9.8% | +3.9% | −0.3% | — | — | — | — | — | — |
| 2025 | +4.2% | +2.9% | −0.1% | +4.0% | +6.1% | +5.1% | −0.1% | +2.6% | +4.9% | +2.9% | +0.2% | +3.8% |
| 2024 | +1.4% | +6.9% | +3.8% | −2.8% | +4.6% | −0.1% | +1.1% | +1.7% | +0.5% | −3.5% | +0.4% | −1.4% |
| 2023 | +10.0% | −3.0% | +0.4% | +0.8% | −4.0% | +5.3% | +2.6% | −4.3% | −2.1% | −4.5% | +8.6% | +4.4% |
| 2022 | −2.2% | −3.7% | −0.2% | −6.3% | +2.3% | −8.1% | +2.0% | −4.0% | −10.6% | +3.6% | +12.4% | −2.4% |
| 2021 | +1.4% | +1.3% | +1.1% | +2.2% | +2.7% | −0.8% | +0.7% | +2.0% | −2.9% | +3.3% | −4.9% | +4.0% |
| 2020 | −2.3% | −7.1% | −15.7% | +7.9% | +3.8% | +3.1% | +4.9% | +2.9% | −1.6% | −2.8% | +8.8% | +5.2% |
| 2019 | — | — | — | — | — | — | −1.2% | −2.0% | +2.5% | +3.0% | +1.5% | +4.0% |
STEZX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 13.92%
- 3-year Sharpe ratio: 1.57 (vs 4.5% risk-free rate)
- Best month: +9.77% (Apr 2026)
- Worst month: −8.66% (Mar 2026)
STEZX Fund Flows
Monthly money in and out of International Strategic Equities Portfolio, from SEC Form N-PORT.
- 12-month net flow: $429.8M
- 12-month gross sales (incl. reinvestments): $2.0B
- Sales ÷ redemptions: 1.27×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $117.5M | $121.6M | −$4.0M |
| May 2026 | $108.2M | $124.7M | −$16.4M |
| Apr 2026 | $127.1M | $163.9M | −$36.8M |
| Mar 2026 | $379.0M | $138.4M | $240.5M |
| Feb 2026 | $127.7M | $199.4M | −$71.7M |
| Jan 2026 | $92.7M | $148.8M | −$56.1M |
| Dec 2025 | $812.2M | $143.8M | $668.4M |
| Nov 2025 | $40.6M | $126.0M | −$85.3M |
| Oct 2025 | $47.3M | $122.7M | −$75.5M |
| Sep 2025 | $48.8M | $84.3M | −$35.5M |
| Aug 2025 | $48.1M | $68.6M | −$20.6M |
| Jul 2025 | $54.2M | $131.4M | −$77.2M |
STEZX Assets Under Management
Net assets of International Strategic Equities Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $11.55B |
| 2026-03-31 | $10.21B |
| 2025-12-31 | $9.53B |
| 2025-09-30 | $9.47B |
| 2025-06-30 | $8.94B |
| 2025-03-31 | $7.98B |
| 2024-12-31 | $7.92B |
| 2024-09-30 | $8.26B |
| 2024-06-30 | $8.02B |
| 2024-03-31 | $8.03B |
| 2023-12-31 | $7.58B |
| 2023-09-30 | $7.10B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.