SOPYX vs. TRDIX
SOPYX (ClearBridge Dividend Strategy Fund Class I) and TRDIX (Transamerica Sustainable Equity Income Fund) are both Dividend funds. Over the past 10 years, SOPYX returned 12.36%/yr vs 8.52%/yr for TRDIX. Their correlation of 0.89 means they have usually moved in the same direction. SOPYX charges 0.73%/yr vs 0.74%/yr for TRDIX.
Performance
SOPYX vs. TRDIX - Performance Comparison
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Returns By Period
In the year-to-date period, SOPYX achieves a 10.00% return, which is significantly lower than TRDIX's 21.19% return. Over the past 10 years, SOPYX has outperformed TRDIX with an annualized return of 12.36%, while TRDIX has yielded a comparatively lower 8.52% annualized return.
SOPYX
- 1D
- -0.30%
- 1M
- 1.10%
- 6M
- 6.82%
- YTD
- 10.00%
- 1Y
- 17.77%
- 3Y*
- 14.38%
- 5Y*
- 10.81%
- 10Y*
- 12.36%
- ALL TIME*
- 12.73%
TRDIX
- 1D
- 1.55%
- 1M
- 1.46%
- 6M
- 15.22%
- YTD
- 21.19%
- 1Y
- 29.02%
- 3Y*
- 17.41%
- 5Y*
- 9.21%
- 10Y*
- 8.52%
- ALL TIME*
- 7.65%
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 |
SOPYX vs. TRDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOPYX ClearBridge Dividend Strategy Fund Class I | 10.00% | 12.56% | 17.09% | 14.45% | -8.16% | 26.71% | 7.96% | 31.36% | -4.86% | 18.84% |
TRDIX Transamerica Sustainable Equity Income Fund | 21.19% | 11.15% | 16.62% | 6.17% | -11.25% | 22.44% | -7.53% | 23.47% | -12.21% | 16.22% |
Correlation
The correlation between SOPYX and TRDIX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.89 |
The correlation between SOPYX and TRDIX shifts across timeframes, from 0.76 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SOPYX vs. TRDIX — Risk / Return Rank
SOPYX
TRDIX
SOPYX vs. TRDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy Fund Class I (SOPYX) and Transamerica Sustainable Equity Income Fund (TRDIX). 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.
| SOPYX | TRDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.56 | -0.50 |
| Martin ratioReturn relative to average drawdown | 8.22 | 10.73 | -2.51 |
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Drawdowns
SOPYX vs. TRDIX - Drawdown Comparison
The maximum SOPYX drawdown since its inception was -46.64%, roughly equal to the maximum TRDIX drawdown of -47.02%. Use the drawdown chart below to compare losses from any high point for SOPYX and TRDIX.
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Drawdown Indicators
| SOPYX | TRDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.64% | -47.02% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -10.50% | +2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.44% | -15.15% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.10% | -31.35% | +12.25% |
Max Drawdown (10Y)Largest decline over 10 years | -34.70% | -47.02% | +12.32% |
Current DrawdownCurrent decline from peak | -0.78% | 0.00% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -8.86% | +3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.50% | -0.49% |
Volatility
SOPYX vs. TRDIX - Volatility Comparison
ClearBridge Dividend Strategy Fund Class I (SOPYX) and Transamerica Sustainable Equity Income Fund (TRDIX) have volatilities of 3.31% and 3.19%, 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
| SOPYX | TRDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.19% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.36% | 10.33% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.65% | 12.76% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 17.94% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 19.76% | -3.46% |
SOPYX vs. TRDIX - Expense Ratio Comparison
SOPYX has a 0.73% expense ratio, which is lower than TRDIX's 0.74% expense ratio.
Dividends
SOPYX vs. TRDIX - Dividend Comparison
SOPYX's dividend yield for the trailing twelve months is around 11.47%, more than TRDIX's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOPYX ClearBridge Dividend Strategy Fund Class I | 11.47% | 13.28% | 9.41% | 9.11% | 5.77% | 9.87% | 1.98% | 7.39% | 6.74% | 6.77% | 3.23% | 1.82% |
TRDIX Transamerica Sustainable Equity Income Fund | 1.17% | 1.47% | 8.93% | 1.89% | 2.13% | 17.89% | 2.19% | 15.03% | 20.64% | 8.73% | 16.84% | 19.55% |
Frequently Asked Questions
SOPYX and TRDIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOPYX has higher volatility (3.31%) compared to TRDIX (3.19%). In terms of maximum drawdown, SOPYX dropped -46.64% vs TRDIX's -47.02%.
TRDIX currently has the higher Sharpe Ratio (2.11 vs 1.71), 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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