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Voya Small Cap Growth Fund (TCMSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US92913L2887

CUSIP

742935455

Issuer

TCM Funds

Inception Date

Oct 1, 2004

Min. Investment

$250,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Expense Ratio

TCMSX has a high expense ratio of 0.93%, indicating higher-than-average management fees.


Expense ratio chart for TCMSX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TCMSX vs. DEVLX TCMSX vs. PNSAX TCMSX vs. FCPGX TCMSX vs. FOCSX TCMSX vs. VOO
Popular comparisons:
TCMSX vs. DEVLX TCMSX vs. PNSAX TCMSX vs. FCPGX TCMSX vs. FOCSX TCMSX vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Voya Small Cap Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-1.85%
7.29%
TCMSX (Voya Small Cap Growth Fund)
Benchmark (^GSPC)

Returns By Period

Voya Small Cap Growth Fund had a return of 8.51% year-to-date (YTD) and 9.22% in the last 12 months. Over the past 10 years, Voya Small Cap Growth Fund had an annualized return of 3.19%, while the S&P 500 had an annualized return of 11.01%, indicating that Voya Small Cap Growth Fund did not perform as well as the benchmark.


TCMSX

YTD

8.51%

1M

-11.34%

6M

-2.47%

1Y

9.22%

5Y*

3.25%

10Y*

3.19%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of TCMSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.36%7.83%3.54%-5.78%6.96%1.18%5.87%-0.66%1.52%-1.52%11.07%8.51%
202310.17%-1.35%-1.96%-1.20%-1.21%8.00%3.54%-1.51%-6.10%-7.06%9.96%9.45%20.32%
2022-12.20%0.79%1.97%-11.11%-2.08%-6.74%10.86%-2.66%-8.63%9.67%1.87%-5.32%-23.60%
20213.28%6.06%-1.32%3.98%0.08%1.08%-0.66%4.14%-3.33%3.87%-2.29%-14.43%-1.26%
2020-0.99%-7.84%-18.93%14.97%9.83%1.61%7.25%3.66%-3.20%1.88%14.91%0.07%19.69%
20199.94%8.85%-0.54%4.39%-5.62%7.93%2.45%-5.42%0.94%1.72%3.98%0.36%31.38%
20182.65%-1.36%0.53%-0.15%7.94%1.71%2.43%7.01%-0.71%-12.78%0.53%-22.33%-17.28%
20172.84%1.96%2.50%0.27%1.84%2.09%2.14%-0.61%5.61%2.31%1.51%-14.10%7.15%
2016-6.93%-1.67%5.42%0.04%4.18%0.22%4.70%0.98%0.59%-3.25%10.64%1.10%16.00%
2015-2.62%8.01%2.07%-3.56%4.12%2.96%-0.13%-5.94%-6.12%2.39%3.75%-18.01%-14.75%
2014-1.10%7.47%-1.53%-4.37%-1.77%7.34%-6.20%4.51%-4.09%4.88%1.31%-12.97%-8.26%
20137.13%1.22%5.18%-1.29%5.63%0.58%5.70%-0.33%7.07%3.28%4.13%-18.49%18.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TCMSX is 29, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TCMSX is 2929
Overall Rank
The Sharpe Ratio Rank of TCMSX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of TCMSX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of TCMSX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of TCMSX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of TCMSX is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Voya Small Cap Growth Fund (TCMSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TCMSX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.471.90
The chart of Sortino ratio for TCMSX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.742.54
The chart of Omega ratio for TCMSX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.35
The chart of Calmar ratio for TCMSX, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.352.81
The chart of Martin ratio for TCMSX, currently valued at 2.71, compared to the broader market0.0020.0040.0060.002.7112.39
TCMSX
^GSPC

The current Voya Small Cap Growth Fund Sharpe ratio is 0.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Voya Small Cap Growth Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.47
1.90
TCMSX (Voya Small Cap Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History


Voya Small Cap Growth Fund doesn't pay dividends

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.88%
-3.58%
TCMSX (Voya Small Cap Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Voya Small Cap Growth Fund. 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 Voya Small Cap Growth Fund was 60.13%, occurring on Nov 20, 2008. Recovery took 1205 trading sessions.

The current Voya Small Cap Growth Fund drawdown is 21.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.13%Oct 11, 2007281Nov 20, 20081205Sep 9, 20131486
-46.54%Dec 2, 2013553Feb 11, 20161199Nov 13, 20201752
-45.48%Nov 9, 2021152Jun 16, 2022
-16.83%May 10, 200650Jul 21, 2006145Feb 20, 2007195
-11.21%Mar 8, 200537Apr 28, 200529Jun 9, 200566

Volatility

Volatility Chart

The current Voya Small Cap Growth Fund volatility is 13.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.04%
3.64%
TCMSX (Voya Small Cap Growth Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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