- ISIN
- US89360T4269
- Issuer
- Transamerica
- Inception Date
- Jan 23, 2003
- Category
- Small Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
TSLTX Performance Chart
Transamerica Small Cap Value (TSLTX) is up 25.5% since the beginning of the year. TSLTX is currently trading at $6 per share. Investors who bought $1,000 worth of TSLTX shares 5 years ago would now be looking at an investment worth $1,571.
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Returns By Period
Transamerica Small Cap Value (TSLTX) has returned 25.53% so far this year and 46.06% over the past 12 months.
Transamerica Small Cap Value
- 1D
- 0.78%
- 1M
- 4.51%
- YTD
- 25.53%
- 6M
- 23.62%
- 1Y
- 46.06%
- 3Y*
- 19.98%
- 5Y*
- 9.46%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
TSLTX Monthly Returns History
Based on dividend-adjusted daily data since Mar 22, 2018, TSLTX's average daily return is +0.07%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +18.9%, while the worst month was Mar 2020 at -28.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, TSLTX closed higher 49% of trading days. The best single day was Dec 21, 2021 with a return of +90.3%, while the worst single day was Dec 22, 2021 at -44.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.96% | 3.07% | -2.98% | 10.85% | 1.47% | 4.34% | 25.53% | ||||||
| 2025 | 1.21% | -4.57% | -5.83% | -3.54% | 5.05% | 3.93% | 1.68% | 7.44% | 0.77% | -1.34% | 3.87% | 1.40% | 9.56% |
| 2024 | -4.42% | 2.78% | 5.23% | -6.34% | 6.40% | -1.72% | 11.71% | -0.31% | -0.00% | -0.94% | 8.40% | -7.00% | 12.59% |
| 2023 | 9.72% | -2.39% | -6.81% | -1.69% | -4.38% | 7.77% | 6.84% | -5.02% | -5.28% | -7.88% | 8.14% | 12.41% | 8.84% |
| 2022 | -5.36% | 3.97% | -0.00% | -6.27% | 2.47% | -10.64% | 9.21% | -4.07% | -10.00% | 12.79% | 4.78% | -7.03% | -12.51% |
| 2021 | 3.14% | 8.66% | 6.36% | 1.83% | 3.21% | -1.97% | -2.40% | 1.35% | -1.10% | 3.64% | -2.44% | 7.92% | 31.10% |
Benchmark Metrics
Transamerica Small Cap Value has an annualized alpha of 1.63%, beta of 1.09, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since March 22, 2018.
- This fund participated in 115.64% of S&P 500 Index downside but only 102.03% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.24 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.63%
- Beta
- 1.09
- R²
- 0.24
- Upside Capture
- 102.03%
- Downside Capture
- 115.64%
Expense Ratio
TSLTX has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TSLTX ranks 91 for risk / return — in the top 91% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSLTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.32 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 6.23 | 2.46 | +3.78 |
| Martin ratioReturn relative to average drawdown | 20.75 | 10.92 | +9.84 |
Dividends
Dividend History
Transamerica Small Cap Value provided a 4.29% dividend yield over the last twelve months, with an annual payout of $0.28 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.28 | $1.39 | $0.17 | $1.16 | $5.79 | $0.03 | $0.42 | $0.96 |
Dividend yield | 4.29% | 5.38% | 27.99% | 2.99% | 21.70% | 77.67% | 0.24% | 4.26% | 11.17% |
Monthly Dividends
The table displays the monthly dividend distributions for Transamerica Small Cap Value. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.28 | $0.28 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.39 | $1.39 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.16 | $1.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.79 | $5.79 |
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 Value. 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 Value was 55.58%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current Transamerica Small Cap Value drawdown is 15.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -55.58%Oct 2023 | 1y 10mo | — | 4y 6moDec 2021 - now |
COVID crash2020 | -51.21%Mar 2020 | 1y 6mo | 9mo 24d | 2y 4moAug 2018 - Jan 2021 |
2021 correction2021 | -11.12%Jul 2021 | 1mo 10d | 3mo 17d | 4mo 27dJun 2021 - Nov 2021 |
2021 pullback2021 | -9.24%Dec 2021 | 15d | 20d | 1mo 5dNov 2021 - Dec 2021 |
2021 pullback2021 | -8.32%Mar 2021 | 8d | 1mo 14d | 1mo 22dMar 2021 - May 2021 |
Drawdown Indicators
| TSLTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.58% | -56.78% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -9.10% | +1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -18.90% | -7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -55.58% | -25.43% | -30.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -15.32% | -3.21% | -12.11% |
Average DrawdownAverage peak-to-trough decline | -28.37% | -10.71% | -17.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.04% | +0.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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