RGSVX vs. TMLPX
RGSVX (ClearBridge Global Infrastructure Income Fund) and TMLPX (Transamerica Energy Infrastructure) are both Infrastructure Equities funds. Over the past 5 years, RGSVX returned 8.82%/yr vs 16.60%/yr for TMLPX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. RGSVX charges 0.89%/yr vs 1.26%/yr for TMLPX.
Performance
RGSVX vs. TMLPX - Performance Comparison
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Returns By Period
In the year-to-date period, RGSVX achieves a 12.37% return, which is significantly lower than TMLPX's 25.97% return.
RGSVX
- 1D
- -0.59%
- 1M
- -0.06%
- 6M
- 7.40%
- YTD
- 12.37%
- 1Y
- 19.73%
- 3Y*
- 13.94%
- 5Y*
- 8.82%
- 10Y*
- —
- ALL TIME*
- 9.66%
TMLPX
- 1D
- 0.75%
- 1M
- 3.16%
- 6M
- 18.64%
- YTD
- 25.97%
- 1Y
- 27.38%
- 3Y*
- 23.04%
- 5Y*
- 16.60%
- 10Y*
- 9.66%
- ALL TIME*
- 5.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RGSVX vs. TMLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RGSVX ClearBridge Global Infrastructure Income Fund | 12.37% | 26.02% | 2.19% | 3.64% | -5.85% | 12.09% | 12.33% | 26.21% | -7.94% | 17.05% |
TMLPX Transamerica Energy Infrastructure | 25.97% | 3.87% | 38.51% | 5.07% | 9.12% | 23.54% | -11.25% | 15.66% | -15.29% | -0.19% |
Correlation
The correlation between RGSVX and TMLPX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.59 |
The correlation between RGSVX and TMLPX shifts across timeframes, from 0.43 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RGSVX vs. TMLPX — Risk / Return Rank
RGSVX
TMLPX
RGSVX vs. TMLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Global Infrastructure Income Fund (RGSVX) and Transamerica Energy Infrastructure (TMLPX). 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.
| RGSVX | TMLPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.80 | -0.73 |
| Martin ratioReturn relative to average drawdown | 8.62 | 9.61 | -0.99 |
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Drawdowns
RGSVX vs. TMLPX - Drawdown Comparison
The maximum RGSVX drawdown since its inception was -35.19%, smaller than the maximum TMLPX drawdown of -67.18%. Use the drawdown chart below to compare losses from any high point for RGSVX and TMLPX.
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Drawdown Indicators
| RGSVX | TMLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -67.18% | +31.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -7.12% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -12.38% | -16.60% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -16.60% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.61% | — |
Current DrawdownCurrent decline from peak | -3.47% | -2.71% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -22.33% | +16.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.81% | -0.50% |
Volatility
RGSVX vs. TMLPX - Volatility Comparison
The current volatility for ClearBridge Global Infrastructure Income Fund (RGSVX) is 2.90%, while Transamerica Energy Infrastructure (TMLPX) has a volatility of 5.34%. This indicates that RGSVX experiences smaller price fluctuations and is considered to be less risky than TMLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RGSVX | TMLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 5.34% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 11.65% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.46% | 14.35% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 17.25% | -3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 21.79% | -6.22% |
RGSVX vs. TMLPX - Expense Ratio Comparison
RGSVX has a 0.89% expense ratio, which is lower than TMLPX's 1.26% expense ratio.
Dividends
RGSVX vs. TMLPX - Dividend Comparison
RGSVX's dividend yield for the trailing twelve months is around 3.23%, less than TMLPX's 3.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGSVX ClearBridge Global Infrastructure Income Fund | 3.23% | 3.00% | 4.04% | 4.78% | 4.90% | 4.65% | 3.79% | 2.99% | 2.79% | 2.20% | 0.00% | 0.00% |
TMLPX Transamerica Energy Infrastructure | 3.78% | 4.33% | 3.71% | 7.34% | 4.83% | 4.33% | 6.09% | 5.65% | 6.10% | 5.51% | 3.95% | 5.58% |
Frequently Asked Questions
RGSVX and TMLPX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMLPX has higher volatility (5.34%) compared to RGSVX (2.90%). In terms of maximum drawdown, RGSVX dropped -35.19% vs TMLPX's -67.18%.
TMLPX currently has the higher Sharpe Ratio (1.89 vs 1.74), 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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