TADAX vs. SPMO
Compare and contrast key facts about Transamerica US Growth (TADAX) and Invesco S&P 500 Momentum ETF (SPMO).
TADAX is managed by Transamerica. It was launched on Nov 13, 2009. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
TADAX vs. SPMO - Performance Comparison
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TADAX vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TADAX Transamerica US Growth | -13.15% | 17.09% | 28.81% | 41.45% | -31.60% | 20.65% | 35.85% | 39.41% | -0.52% | 28.71% |
SPMO Invesco S&P 500 Momentum ETF | -5.78% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 25.93% | -0.92% | 27.76% |
Returns By Period
In the year-to-date period, TADAX achieves a -13.15% return, which is significantly lower than SPMO's -5.78% return. Over the past 10 years, TADAX has underperformed SPMO with an annualized return of 14.23%, while SPMO has yielded a comparatively higher 17.16% annualized return.
TADAX
- 1D
- -0.61%
- 1M
- -9.05%
- YTD
- -13.15%
- 6M
- -11.89%
- 1Y
- 14.01%
- 3Y*
- 17.49%
- 5Y*
- 8.61%
- 10Y*
- 14.23%
SPMO
- 1D
- 3.96%
- 1M
- -5.89%
- YTD
- -5.78%
- 6M
- -6.90%
- 1Y
- 22.23%
- 3Y*
- 28.36%
- 5Y*
- 17.17%
- 10Y*
- 17.16%
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TADAX vs. SPMO - Expense Ratio Comparison
TADAX has a 1.02% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Return for Risk
TADAX vs. SPMO — Risk / Return Rank
TADAX
SPMO
TADAX vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and Invesco S&P 500 Momentum ETF (SPMO). 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.
| TADAX | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.98 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.51 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.79 | -1.11 |
Martin ratioReturn relative to average drawdown | 2.39 | 6.36 | -3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TADAX | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.98 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.91 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.86 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.85 | -0.21 |
Correlation
The correlation between TADAX and SPMO is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TADAX vs. SPMO - Dividend Comparison
TADAX's dividend yield for the trailing twelve months is around 5.29%, more than SPMO's 0.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TADAX Transamerica US Growth | 5.29% | 4.59% | 16.73% | 3.66% | 4.60% | 13.56% | 9.73% | 8.29% | 12.42% | 10.92% | 2.29% | 2.47% |
SPMO Invesco S&P 500 Momentum ETF | 0.91% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
TADAX vs. SPMO - Drawdown Comparison
The maximum TADAX drawdown since its inception was -39.29%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for TADAX and SPMO.
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Drawdown Indicators
| TADAX | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -30.95% | -8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.48% | -12.70% | -3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -39.29% | -22.74% | -16.55% |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | -30.95% | -8.34% |
Current DrawdownCurrent decline from peak | -16.48% | -9.24% | -7.24% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -4.66% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 3.57% | +1.09% |
Volatility
TADAX vs. SPMO - Volatility Comparison
The current volatility for Transamerica US Growth (TADAX) is 5.79%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 6.82%. This indicates that TADAX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TADAX | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 6.82% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 12.62% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 22.68% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.05% | 19.06% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.85% | 20.08% | +1.77% |