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TADAX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TADAX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica US Growth (TADAX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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TADAX vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, TADAX achieves a -13.15% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with TADAX having a 14.23% annualized return and VOO not far behind at 14.05%.


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%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TADAX vs. VOO - Expense Ratio Comparison

TADAX has a 1.02% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

TADAX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and Vanguard S&P 500 ETF (VOO). 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.


TADAXVOODifference

Sharpe ratio

Return per unit of total volatility

0.62

0.98

-0.36

Sortino ratio

Return per unit of downside risk

1.04

1.50

-0.46

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.67

1.53

-0.86

Martin ratio

Return relative to average drawdown

2.39

7.29

-4.91

TADAX vs. VOO - Sharpe Ratio Comparison

The current TADAX Sharpe Ratio is 0.62, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of TADAX and VOO, 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


TADAXVOODifference

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

0.70

-0.33

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

0.83

-0.20

Correlation

The correlation between TADAX and VOO 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. VOO - Dividend Comparison

TADAX's dividend yield for the trailing twelve months is around 5.29%, more than VOO's 1.19% 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%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

TADAX vs. VOO - Drawdown Comparison

The maximum TADAX drawdown since its inception was -39.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TADAX and VOO.


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Drawdown Indicators


TADAXVOODifference

Max Drawdown

Largest peak-to-trough decline

-39.29%

-33.99%

-5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.48%

-11.98%

-4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-39.29%

-24.52%

-14.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-33.99%

-5.30%

Current Drawdown

Current decline from peak

-16.48%

-6.29%

-10.19%

Average Drawdown

Average peak-to-trough decline

-6.43%

-3.72%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

2.52%

+2.14%

Volatility

TADAX vs. VOO - Volatility Comparison

Transamerica US Growth (TADAX) has a higher volatility of 5.79% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that TADAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TADAXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

5.29%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

9.44%

+3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

18.10%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

16.82%

+6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

17.99%

+3.86%