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ISIN
US89355J6644
CUSIP
89355J664
Inception Date
Aug 31, 2012
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

ISCGX Performance Chart

Transamerica Small Cap Growth (ISCGX) is up 10.0% since the beginning of the year. ISCGX is currently trading at $6 per share. Investors who bought $1,000 worth of ISCGX shares 5 years ago would now be looking at an investment worth $1,044.


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S&P 500 Index

Returns By Period

Transamerica Small Cap Growth (ISCGX) has returned 10.04% so far this year and 12.82% over the past 12 months. Over the last ten years, ISCGX has returned 8.81% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Transamerica Small Cap Growth

1D
1.27%
1M
6.48%
YTD
10.04%
6M
6.99%
1Y
12.82%
3Y*
7.10%
5Y*
0.87%
10Y*
8.81%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2013, ISCGX's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -18.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ISCGX closed higher 50% of trading days. The best single day was Dec 21, 2021 with a return of +15.4%, while the worst single day was Mar 16, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.17%0.58%-7.28%8.88%4.74%1.27%10.04%
20254.30%-6.83%-6.81%-0.18%2.56%1.43%2.46%1.89%-1.35%1.54%0.84%-2.61%-3.41%
2024-2.96%7.22%2.54%-7.01%2.51%0.31%4.73%-3.06%0.30%-2.85%14.04%-7.81%6.12%
20239.11%-0.00%0.49%-0.49%-2.45%7.38%3.75%-0.60%-6.82%-7.15%8.58%8.39%20.01%
2022-13.37%-2.87%-1.55%-11.14%-0.96%-4.06%8.80%-2.49%-8.29%5.22%2.31%-5.61%-30.85%
2021-0.37%7.01%-1.17%4.73%-3.28%5.49%1.66%2.07%-4.27%7.58%-4.15%2.51%18.23%

Benchmark Metrics

Transamerica Small Cap Growth has an annualized alpha of -3.10%, beta of 1.08, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

  • This fund participated in 112.20% of S&P 500 Index downside but only 96.31% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.10% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.08 and R2 of 0.71, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.10%
Beta
1.08
0.71
Upside Capture
96.31%
Downside Capture
112.20%

Expense Ratio

ISCGX has a high expense ratio of 1.06%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ISCGX ranks 11 for risk / return — in the bottom 11% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ISCGX Risk / Return Rank: 1111
Overall Rank
ISCGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ISCGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISCGX Omega Ratio Rank: 99
Omega Ratio Rank
ISCGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
ISCGX Martin Ratio Rank: 1212
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Transamerica Small Cap Growth (ISCGX) and compare them to S&P 500 Index.


ISCGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.14

1.41

-0.26

Calmar ratioReturn relative to maximum drawdown

0.99

2.93

-1.93

Martin ratioReturn relative to average drawdown

3.43

13.52

-10.09

Dividends

Dividend History

Transamerica Small Cap Growth provided a 14.06% dividend yield over the last twelve months, with an annual payout of $0.79 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.79$0.79$0.78$0.30$0.24$0.97$0.67$0.46$0.64$0.68$7.62$1.06

Dividend yield

14.06%15.47%12.92%4.61%4.29%11.50%8.30%6.94%11.71%10.40%121.18%9.14%

Monthly Dividends

The table displays the monthly dividend distributions for Transamerica Small Cap Growth. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78$0.78
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.97$0.97

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Transamerica Small Cap Growth. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Transamerica Small Cap Growth was 39.22%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current Transamerica Small Cap Growth drawdown is 13.85%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-39.22%Jun 2022
5mo 26d
4y 5moDec 2021 - now
COVID crash2020
-37.45%Mar 2020
1mo 1d4mo 13d
5mo 14dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018
-27.02%Dec 2018
3mo 13d7mo 8d
10mo 21dSep 2018 - Jul 2019
2016 bear market2016
-21.22%Feb 2016
6mo 11d5mo 2d
11mo 13dAug 2015 - Jul 2016
2014 correction2014
-11.66%May 2014
2mo 11d7mo 13d
9mo 24dMar 2014 - Dec 2014

Drawdown Indicators


ISCGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.22%

-56.78%

+17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-9.10%

-5.68%

Max Drawdown (3Y)

Largest decline over 3 years

-26.12%

-18.90%

-7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-39.22%

-25.43%

-13.79%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-33.92%

-5.30%

Current Drawdown

Current decline from peak

-13.85%

-0.74%

-13.11%

Average Drawdown

Average peak-to-trough decline

-11.21%

-10.72%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

1.97%

+2.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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