TADAX vs. SPY
Compare and contrast key facts about Transamerica US Growth (TADAX) and State Street SPDR S&P 500 ETF (SPY).
TADAX is managed by Transamerica. It was launched on Nov 13, 2009. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
TADAX vs. SPY - Performance Comparison
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TADAX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, TADAX achieves a -13.15% return, which is significantly lower than SPY's -4.37% return. Both investments have delivered pretty close results over the past 10 years, with TADAX having a 14.23% annualized return and SPY not far behind at 13.98%.
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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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TADAX vs. SPY - Expense Ratio Comparison
TADAX has a 1.02% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TADAX vs. SPY — Risk / Return Rank
TADAX
SPY
TADAX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.93 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.45 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.53 | -0.85 |
Martin ratioReturn relative to average drawdown | 2.39 | 7.30 | -4.91 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.93 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.69 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.78 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.56 | +0.07 |
Correlation
The correlation between TADAX and SPY is 0.94, 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. SPY - Dividend Comparison
TADAX's dividend yield for the trailing twelve months is around 5.29%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TADAX vs. SPY - Drawdown Comparison
The maximum TADAX drawdown since its inception was -39.29%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TADAX and SPY.
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Drawdown Indicators
| TADAX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -55.19% | +15.90% |
Max Drawdown (1Y)Largest decline over 1 year | -16.48% | -12.05% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -39.29% | -24.50% | -14.79% |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | -33.72% | -5.57% |
Current DrawdownCurrent decline from peak | -16.48% | -6.24% | -10.24% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -9.09% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 2.52% | +2.14% |
Volatility
TADAX vs. SPY - Volatility Comparison
Transamerica US Growth (TADAX) has a higher volatility of 5.79% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that TADAX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TADAX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 5.31% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 9.47% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 19.05% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.05% | 17.06% | +5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.85% | 17.92% | +3.93% |