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Transamerica Small Cap Value (TSLTX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US89360T4269
Inception Date
Jan 23, 2003
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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Transamerica Small Cap Value, 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 Small Cap Value (TSLTX) has returned 4.45% so far this year and 25.83% over the past 12 months.


Transamerica Small Cap Value

1D
-0.74%
1M
-5.26%
YTD
4.45%
6M
8.54%
1Y
25.83%
3Y*
12.00%
5Y*
6.18%
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, 2018, TSLTX's average daily return is +0.06%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.96%3.07%-5.26%4.45%
20251.21%-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%
20239.72%-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%
20213.14%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 1.18%, beta of 1.10, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since March 23, 2018.

  • This fund participated in 119.20% of S&P 500 Index downside but only 103.86% 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
1.18%
Beta
1.10
0.24
Upside Capture
103.86%
Downside Capture
119.20%

Expense Ratio

TSLTX has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TSLTX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TSLTX Risk / Return Rank: 6767
Overall Rank
TSLTX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TSLTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
TSLTX Omega Ratio Rank: 6262
Omega Ratio Rank
TSLTX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TSLTX Martin Ratio Rank: 7171
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 Value (TSLTX) and compare them to a chosen benchmark (S&P 500 Index).


TSLTXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.90

+0.30

Sortino ratio

Return per unit of downside risk

1.73

1.39

+0.35

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.63

1.40

+0.23

Martin ratio

Return relative to average drawdown

6.75

6.61

+0.14

Explore TSLTX 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 Small Cap Value provided a 5.15% dividend yield over the last twelve months, with an annual payout of $0.28 per share.


0.00%20.00%40.00%60.00%80.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.28$0.28$1.39$0.17$1.16$5.79$0.03$0.42$0.96

Dividend yield

5.15%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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 29.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.58%Dec 22, 2021465Oct 27, 2023
-51.21%Aug 30, 2018388Mar 18, 2020203Jan 6, 2021591
-11.12%Jun 9, 202128Jul 19, 202176Nov 3, 2021104
-9.24%Nov 16, 202111Dec 1, 202114Dec 21, 202125
-8.32%Mar 16, 20217Mar 24, 202131May 7, 202138

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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