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Transamerica US Growth (TADAX) Sharpe Ratio: 1.33

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The fund invests, under normal circumstances, at least 80% of its net assets (plus the amount of borrowings, if any, for investment purposes) in domestic common stocks. It invests primarily in common stocks of growth-oriented companies. Portfolio construction emphasizes stock specific risk while minimizing other sources of broad market risk. The goal is a portfolio whose relative performance is not dependent on the market environment. Consistent with the fund's objective and other policies, the fund may invest to a lesser extent in derivatives, including futures, forwards, options and swaps.

TADAX's Sharpe Ratio of 1.33 indicates that for each unit of volatility, it generates 1.33 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

TADAX Sharpe Ratio Rank

TADAX Sharpe Ratio Rank: 25.325
Below Average

TADAX ranks above 25.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

TADAX Sharpe Ratio Market Positioning

The chart shows TADAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.33
  • Green zone (top 25%): 2.33 or higher
  • Top 1%: 4.27+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Transamerica US Growth's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how TADAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
POGRXPrimeCap Odyssey Growth Fund3.60
VPMCXVanguard PRIMECAP Fund Investor Shares3.59
ONERXOne Rock Fund3.24
VHCAXVanguard Capital Opportunity Fund Admiral Shares3.17
FOCKXFidelity OTC Portfolio Class K2.99
FOCPXFidelity OTC Portfolio2.97
FCGSXFidelity Series Growth Company Fund2.90
ANFFXAmerican Funds The New Economy Fund Class F-12.90
IOLZXICON Equity Fund2.87
CHAIXChase Growth Fund Institutional Class2.86
TADAXTransamerica US Growth1.33

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TADAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TADAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does TADAX fit in your portfolio?

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