- ISIN
- US8935092572
- Issuer
- Transamerica
- Inception Date
- Nov 15, 2010
- Category
- Large Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
TWQZX Performance Chart
Transamerica Large Cap Value Fund (TWQZX) is up 9.7% since the beginning of the year. TWQZX is currently trading at $19 per share. Investors who bought $1,000 worth of TWQZX shares 5 years ago would now be looking at an investment worth $1,886.
Loading charts...
Returns By Period
Transamerica Large Cap Value Fund (TWQZX) has returned 9.70% so far this year and 29.30% over the past 12 months. Over the last ten years, TWQZX has returned 11.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Transamerica Large Cap Value Fund
- 1D
- 0.48%
- 1M
- 1.56%
- YTD
- 9.70%
- 6M
- 9.25%
- 1Y
- 29.30%
- 3Y*
- 19.99%
- 5Y*
- 13.53%
- 10Y*
- 11.64%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
TWQZX Monthly Returns History
Based on dividend-adjusted daily data since Nov 16, 2010, TWQZX's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +16.8%, while the worst month was Mar 2020 at -20.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, TWQZX closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.76% | 0.72% | -5.26% | 6.70% | 2.29% | 0.53% | 9.70% | ||||||
| 2025 | 5.60% | -0.72% | -3.28% | -3.35% | 5.38% | 4.82% | 2.31% | 3.02% | 1.82% | 1.44% | 2.96% | 2.14% | 23.94% |
| 2024 | 1.57% | 4.72% | 5.71% | -3.65% | 2.33% | -0.05% | 3.64% | 2.34% | 1.23% | -0.33% | 4.95% | -5.82% | 17.19% |
| 2023 | 4.49% | -3.20% | -0.76% | 2.45% | -3.35% | 6.08% | 3.28% | -2.27% | -3.37% | -3.29% | 7.55% | 5.83% | 13.20% |
| 2022 | -1.91% | -1.73% | 3.16% | -6.70% | 1.83% | -8.27% | 6.49% | -1.93% | -8.33% | 10.84% | 5.43% | -4.23% | -7.13% |
| 2021 | 0.18% | 5.69% | 6.80% | 4.57% | 2.15% | -0.67% | 1.29% | 1.64% | -2.98% | 7.52% | -3.81% | 5.88% | 31.23% |
Benchmark Metrics
Transamerica Large Cap Value Fund has an annualized alpha of 0.83%, beta of 0.93, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since November 16, 2010.
- With beta of 0.93 and R2 of 0.85, 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
- 0.83%
- Beta
- 0.93
- R²
- 0.85
- Upside Capture
- 101.05%
- Downside Capture
- 102.07%
Expense Ratio
TWQZX has an expense ratio of 0.61%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TWQZX ranks 84 for risk / return — in the top 84% 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 Large Cap Value Fund (TWQZX) 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.
| TWQZX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.78 | +1.09 |
| Martin ratioReturn relative to average drawdown | 17.25 | 12.44 | +4.81 |
Dividends
Dividend History
Transamerica Large Cap Value Fund provided a 3.63% dividend yield over the last twelve months, with an annual payout of $0.68 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.68 | $0.69 | $0.44 | $1.11 | $0.87 | $0.34 | $0.22 | $0.55 | $1.29 | $1.65 | $1.25 | $1.53 |
Dividend yield | 3.63% | 4.01% | 3.06% | 8.74% | 7.07% | 2.41% | 1.97% | 4.88% | 13.02% | 13.17% | 9.91% | 13.44% |
Monthly Dividends
The table displays the monthly dividend distributions for Transamerica Large Cap Value Fund. 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 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.56 | $0.69 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.32 | $0.44 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.98 | $1.11 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.75 | $0.87 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.27 | $0.34 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Transamerica Large Cap Value 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 Transamerica Large Cap Value Fund was 42.44%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current Transamerica Large Cap Value Fund drawdown is 0.42%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.44%Mar 2020 | 1y 6mo | 9mo 19d | 2y 3moSep 2018 - Jan 2021 |
2011 bear market2011 | -21.34%Oct 2011 | 5mo 3d | 5mo 12d | 10mo 15dMay 2011 - Mar 2012 |
Bear market2022 | -18.69%Sep 2022 | 8mo 20d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -15.22%Apr 2025 | 4mo 7d | 2mo 17d | 6mo 24dDec 2024 - Jun 2025 |
2015 correction2015 | -14.52%Sep 2015 | 3mo 6d | 6mo 18d | 9mo 24dJun 2015 - Apr 2016 |
Drawdown Indicators
| TWQZX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.44% | -56.78% | +14.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.61% | -9.10% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -15.22% | -18.90% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -18.69% | -25.43% | +6.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.44% | -33.92% | -8.52% |
Current DrawdownCurrent decline from peak | -0.42% | -1.80% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -10.71% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.03% | -0.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with TWQZX
Add Transamerica Large Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with TWQZX