- ISIN
- US89360T6991
- Issuer
- Transamerica
- Inception Date
- Sep 11, 2000
- Category
- Large Cap Blend Equities
- Min. Investment
- $5,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
TSTFX Performance Chart
Transamerica Stock Index (TSTFX) is up 11.4% since the beginning of the year. TSTFX is currently trading at $18 per share. Investors who bought $1,000 worth of TSTFX shares 5 years ago would now be looking at an investment worth $1,359.
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Returns By Period
Transamerica Stock Index (TSTFX) has returned 11.43% so far this year and -9.05% over the past 12 months.
Transamerica Stock Index
- 1D
- 0.28%
- 1M
- 5.68%
- YTD
- 11.43%
- 6M
- -21.09%
- 1Y
- -9.05%
- 3Y*
- 8.96%
- 5Y*
- 6.32%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
TSTFX Monthly Returns History
Based on dividend-adjusted daily data since Mar 22, 2017, TSTFX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Dec 2025 at -28.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TSTFX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Dec 22, 2025 at -28.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.44% | -0.80% | -5.04% | 10.48% | 5.25% | 0.28% | 11.43% | ||||||
| 2025 | 4.10% | -5.48% | -3.11% | -0.65% | 6.24% | 5.08% | 2.21% | 2.65% | 2.98% | 2.01% | -0.04% | -28.77% | -17.03% |
| 2024 | 1.64% | 5.33% | 3.18% | -4.11% | 4.94% | 3.53% | 1.21% | 2.39% | 2.07% | -0.89% | 5.84% | -2.37% | 24.66% |
| 2023 | 6.30% | -2.50% | 3.69% | 1.49% | 0.42% | 6.62% | 3.14% | -1.59% | -4.82% | -2.11% | 9.09% | 4.57% | 25.99% |
| 2022 | -5.17% | -3.00% | 3.63% | -8.74% | 0.20% | -8.30% | 9.21% | -4.08% | -9.25% | 8.02% | 5.57% | -5.70% | -18.27% |
| 2021 | -1.05% | 2.69% | 4.41% | 5.29% | 0.63% | 2.70% | 2.39% | 2.99% | -4.66% | 6.97% | -0.74% | 4.55% | 28.84% |
Benchmark Metrics
Transamerica Stock Index has an annualized alpha of -1.05%, beta of 0.97, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since March 23, 2017.
- This fund participated in 113.57% of S&P 500 Index downside but only 104.69% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.97 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
- -1.05%
- Beta
- 0.97
- R²
- 0.75
- Upside Capture
- 104.69%
- Downside Capture
- 113.57%
Expense Ratio
TSTFX has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TSTFX ranks 2 for risk / return — in the bottom 2% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) and compare them to S&P 500 Index.
| TSTFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 2.39 | -2.67 |
Sortino ratioReturn per unit of downside risk | -0.11 | 3.25 | -3.36 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.43 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.11 | -3.38 |
Martin ratioReturn relative to average drawdown | -0.46 | 14.38 | -14.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Transamerica Stock Index provided a 0.87% dividend yield over the last twelve months, with an annual payout of $0.15 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.15 | $0.11 | $0.50 | $0.69 | $0.89 | $1.13 | $0.67 | $0.71 | $0.48 | $0.32 |
Dividend yield | 0.87% | 0.70% | 2.61% | 4.32% | 6.77% | 6.57% | 4.69% | 5.60% | 4.69% | 2.85% |
Monthly Dividends
The table displays the monthly dividend distributions for Transamerica Stock Index. 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 | $0.04 | $0.00 | $0.00 | $0.00 | $0.04 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.11 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.34 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.54 | $0.69 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.75 | $0.89 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.90 | $1.13 |
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 Stock Index. 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 Stock Index was 34.74%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Transamerica Stock Index drawdown is 21.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -34.74%Mar 2026 | 3mo 15d | — | 5mo 21dDec 2025 - now |
COVID crash2020 | -33.76%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 |
Bear market2022 | -24.66%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.48%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
2025 selloff2025 | -19.31%Apr 2025 | 1mo 19d | 2mo 23d | 4mo 12dFeb 2025 - Jun 2025 |
Drawdown Indicators
| TSTFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -56.78% | +22.04% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -9.10% | -25.64% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -18.90% | -15.84% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -25.43% | -9.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -21.68% | 0.00% | -21.68% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -10.72% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.85% | 1.97% | +16.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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