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TADAX vs. TSWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TADAX vs. TSWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica US Growth (TADAX) and Transamerica International Equity (TSWIX). The values are adjusted to include any dividend payments, if applicable.

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TADAX vs. TSWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TADAX
Transamerica US Growth
-13.15%17.09%28.81%41.45%-31.60%20.65%35.85%39.41%-0.52%28.71%
TSWIX
Transamerica International Equity
-2.81%32.53%3.55%16.09%-14.05%13.23%6.75%21.14%-15.95%22.58%

Returns By Period

In the year-to-date period, TADAX achieves a -13.15% return, which is significantly lower than TSWIX's -2.81% return. Over the past 10 years, TADAX has outperformed TSWIX with an annualized return of 14.23%, while TSWIX has yielded a comparatively lower 7.68% 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%

TSWIX

1D
0.79%
1M
-11.38%
YTD
-2.81%
6M
3.94%
1Y
17.40%
3Y*
12.81%
5Y*
7.27%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TADAX vs. TSWIX - Expense Ratio Comparison

TADAX has a 1.02% expense ratio, which is higher than TSWIX's 0.84% expense ratio.


Return for Risk

TADAX vs. TSWIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TADAX
TADAX Risk / Return Rank: 2626
Overall Rank
TADAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TADAX Omega Ratio Rank: 2828
Omega Ratio Rank
TADAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TADAX Martin Ratio Rank: 2323
Martin Ratio Rank

TSWIX
TSWIX Risk / Return Rank: 4444
Overall Rank
TSWIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TSWIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TSWIX Omega Ratio Rank: 4444
Omega Ratio Rank
TSWIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TSWIX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TADAX vs. TSWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and Transamerica International Equity (TSWIX). 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.


TADAXTSWIXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.91

-0.29

Sortino ratio

Return per unit of downside risk

1.04

1.30

-0.26

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.67

1.10

-0.42

Martin ratio

Return relative to average drawdown

2.39

4.50

-2.11

TADAX vs. TSWIX - Sharpe Ratio Comparison

The current TADAX Sharpe Ratio is 0.62, which is lower than the TSWIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TADAX and TSWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TADAXTSWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.91

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.45

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.45

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.38

+0.25

Correlation

The correlation between TADAX and TSWIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TADAX vs. TSWIX - Dividend Comparison

TADAX's dividend yield for the trailing twelve months is around 5.29%, less than TSWIX's 7.90% yield.


TTM20252024202320222021202020192018201720162015
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%
TSWIX
Transamerica International Equity
7.90%7.68%3.03%3.16%1.12%3.55%1.22%2.75%5.56%3.08%1.90%2.64%

Drawdowns

TADAX vs. TSWIX - Drawdown Comparison

The maximum TADAX drawdown since its inception was -39.29%, smaller than the maximum TSWIX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for TADAX and TSWIX.


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Drawdown Indicators


TADAXTSWIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.29%

-58.76%

+19.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.48%

-12.88%

-3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-39.29%

-30.25%

-9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-39.58%

+0.29%

Current Drawdown

Current decline from peak

-16.48%

-11.38%

-5.10%

Average Drawdown

Average peak-to-trough decline

-6.43%

-13.89%

+7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

3.31%

+1.35%

Volatility

TADAX vs. TSWIX - Volatility Comparison

The current volatility for Transamerica US Growth (TADAX) is 5.79%, while Transamerica International Equity (TSWIX) has a volatility of 7.16%. This indicates that TADAX experiences smaller price fluctuations and is considered to be less risky than TSWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TADAXTSWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

7.16%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

11.00%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

17.82%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

16.36%

+6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

17.30%

+4.55%