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Transamerica Large Value Opportunities (TLOFX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US89360T7239
Inception Date
Sep 11, 2000
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Transamerica Large Value Opportunities (TLOFX) has returned -2.67% so far this year and 5.26% over the past 12 months.


Transamerica Large Value Opportunities

1D
-0.23%
1M
-8.18%
YTD
-2.67%
6M
-2.38%
1Y
5.26%
3Y*
11.03%
5Y*
8.66%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 22, 2017, TLOFX's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Mar 2020 at -16.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TLOFX closed higher 50% of trading days. The best single day was Dec 21, 2021 with a return of +16.6%, while the worst single day was Dec 22, 2021 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.85%2.07%-8.18%-2.67%
20253.34%0.21%-2.07%-2.99%3.30%2.21%0.94%3.42%0.83%-1.99%1.53%0.79%9.67%
20242.07%3.54%4.89%-3.93%2.92%0.47%4.25%2.54%1.28%-0.18%6.32%-6.26%18.60%
20233.83%-2.74%-1.11%0.44%-4.61%6.30%3.80%-1.99%-2.93%-3.09%5.93%4.72%7.98%
2022-2.03%-0.99%2.70%-4.50%2.46%-8.74%6.71%-2.99%-8.13%11.61%5.62%-3.58%-3.84%
2021-0.42%3.82%8.16%3.61%2.29%-0.91%1.36%2.33%-3.68%5.02%-2.69%7.46%28.85%

Benchmark Metrics

Transamerica Large Value Opportunities has an annualized alpha of -0.91%, beta of 0.87, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since March 23, 2017.

  • This fund participated in 94.66% of S&P 500 Index downside but only 84.27% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R² of 0.75, 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
-0.91%
Beta
0.87
0.75
Upside Capture
84.27%
Downside Capture
94.66%

Expense Ratio

TLOFX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TLOFX ranks 15 for risk / return — in the bottom 15% 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.


TLOFX Risk / Return Rank: 1515
Overall Rank
TLOFX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLOFX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TLOFX Omega Ratio Rank: 1414
Omega Ratio Rank
TLOFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLOFX Martin Ratio Rank: 1717
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 Large Value Opportunities (TLOFX) and compare them to a chosen benchmark (S&P 500 Index).


TLOFXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.90

-0.47

Sortino ratio

Return per unit of downside risk

0.70

1.39

-0.69

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.43

1.40

-0.97

Martin ratio

Return relative to average drawdown

1.85

6.61

-4.76

Explore TLOFX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Transamerica Large Value Opportunities provided a 15.39% dividend yield over the last twelve months, with an annual payout of $1.32 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.32$1.33$2.20$0.17$0.78$1.78$0.19$0.25$1.88$0.33

Dividend yield

15.39%15.11%23.72%1.73%8.52%17.26%2.02%2.52%23.00%3.02%

Monthly Dividends

The table displays the monthly dividend distributions for Transamerica Large Value Opportunities. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.03
2025$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$1.22$1.33
2024$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$2.09$2.20
2023$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.17
2022$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.65$0.78
2021$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$1.65$1.78

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 Large Value Opportunities. 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 Large Value Opportunities was 37.99%, occurring on Mar 23, 2020. Recovery took 204 trading sessions.

The current Transamerica Large Value Opportunities drawdown is 8.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.99%Jan 21, 202044Mar 23, 2020204Jan 12, 2021248
-24.34%Dec 22, 2021195Sep 30, 2022362Mar 12, 2024557
-19.27%Jan 29, 2018229Dec 24, 2018213Oct 29, 2019442
-15.28%Dec 2, 202487Apr 8, 202586Aug 12, 2025173
-8.18%Mar 2, 202621Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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