We examine the effects of density stratification on magnetohydrodynamic turbulence driven by the magnetorotational instability in local simulations that adopt the shearing box approximation. Our primary result is that, even in the absence of explicit dissipation, the addition of vertical gravity leads to convergence in the turbulent energy densities and stresses as the resolution increases, contrary to results for zero net flux, unstratified boxes. The ratio of total stress to midplane pressure has a mean of ~0.01, although there can be significant fluctuations on long (>~50 orbit) timescales. We find that the time averaged stresses are largely insensitive to both the radial or vertical aspect ratio of our simulation domain. For simulations with explicit dissipation, we find that stratification extends the range of Reynolds and magnetic Prandtl numbers for which turbulence is sustained. Confirming the results of previous studies, we find oscillations in the large scale toroidal field with periods of ~10 orbits and describe the dynamo process that underlies these cycles.