HSMYX vs. TSLTX
HSMYX (Hartford Small Cap Value Fund) and TSLTX (Transamerica Small Cap Value) are both Small Cap Value Equities funds. Over the past 5 years, HSMYX returned 6.93%/yr vs 9.46%/yr for TSLTX. Their correlation of 0.95 suggests significant overlap in exposure. HSMYX charges 0.85%/yr vs 0.80%/yr for TSLTX.
Performance
HSMYX vs. TSLTX - Performance Comparison
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Returns By Period
In the year-to-date period, HSMYX achieves a 17.82% return, which is significantly lower than TSLTX's 25.53% return.
HSMYX
- 1D
- -0.33%
- 1M
- 3.60%
- YTD
- 17.82%
- 6M
- 16.92%
- 1Y
- 32.82%
- 3Y*
- 16.54%
- 5Y*
- 6.93%
- 10Y*
- 11.33%
TSLTX
- 1D
- 0.78%
- 1M
- 4.51%
- YTD
- 25.53%
- 6M
- 23.62%
- 1Y
- 46.06%
- 3Y*
- 19.98%
- 5Y*
- 9.46%
- 10Y*
- —
HSMYX vs. TSLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | 17.82% | 2.45% | 11.99% | 17.29% | -12.02% | 31.98% | 4.41% | 28.25% | -13.04% |
TSLTX Transamerica Small Cap Value | 25.53% | 9.56% | 12.59% | 8.84% | -12.51% | 31.10% | 5.99% | 20.91% | -16.42% |
Correlation
The correlation between HSMYX and TSLTX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.95 |
The correlation between HSMYX and TSLTX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
HSMYX vs. TSLTX — Risk / Return Rank
HSMYX
TSLTX
HSMYX vs. TSLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Value Fund (HSMYX) and Transamerica Small Cap Value (TSLTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| HSMYX | TSLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.50 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 6.23 | -3.20 |
| Martin ratioReturn relative to average drawdown | 8.75 | 20.75 | -12.00 |
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Drawdowns
HSMYX vs. TSLTX - Drawdown Comparison
The maximum HSMYX drawdown since its inception was -60.81%, which is greater than TSLTX's maximum drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for HSMYX and TSLTX.
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Drawdown Indicators
| HSMYX | TSLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.81% | -55.58% | -5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -7.73% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -27.70% | -26.62% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -55.58% | +27.88% |
Max Drawdown (10Y)Largest decline over 10 years | -46.51% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | -15.32% | +14.28% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -28.37% | +18.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 2.32% | +1.58% |
Volatility
HSMYX vs. TSLTX - Volatility Comparison
Hartford Small Cap Value Fund (HSMYX) and Transamerica Small Cap Value (TSLTX) have volatilities of 4.81% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSMYX | TSLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 4.60% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 11.19% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 16.65% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 50.01% | -28.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.77% | 43.48% | -19.71% |
HSMYX vs. TSLTX - Expense Ratio Comparison
HSMYX has a 0.85% expense ratio, which is higher than TSLTX's 0.80% expense ratio.
Dividends
HSMYX vs. TSLTX - Dividend Comparison
HSMYX's dividend yield for the trailing twelve months is around 5.67%, more than TSLTX's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | 5.67% | 6.68% | 2.91% | 3.35% | 9.64% | 6.82% | 1.27% | 12.08% | 36.32% | 5.07% | 1.16% | 6.70% |
TSLTX Transamerica Small Cap Value | 4.29% | 5.38% | 27.99% | 2.99% | 21.70% | 77.67% | 0.24% | 4.26% | 11.17% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, HSMYX and TSLTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
HSMYX has higher volatility (4.81%) compared to TSLTX (4.60%). In terms of maximum drawdown, HSMYX dropped -60.81% vs TSLTX's -55.58%.
TSLTX currently has the higher Sharpe Ratio (2.90 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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