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TADAX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TADAX and VOO is 0.93, 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.


-0.50.00.51.00.9

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.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.23%
10.08%
TADAX
VOO

Key characteristics

Sharpe Ratio

TADAX:

0.20

VOO:

1.88

Sortino Ratio

TADAX:

0.38

VOO:

2.53

Omega Ratio

TADAX:

1.06

VOO:

1.35

Calmar Ratio

TADAX:

0.24

VOO:

2.81

Martin Ratio

TADAX:

0.65

VOO:

11.78

Ulcer Index

TADAX:

6.90%

VOO:

2.02%

Daily Std Dev

TADAX:

22.41%

VOO:

12.67%

Max Drawdown

TADAX:

-44.82%

VOO:

-33.99%

Current Drawdown

TADAX:

-14.41%

VOO:

0.00%

Returns By Period

In the year-to-date period, TADAX achieves a 3.96% return, which is significantly lower than VOO's 4.61% return. Over the past 10 years, TADAX has underperformed VOO with an annualized return of 5.75%, while VOO has yielded a comparatively higher 13.30% annualized return.


TADAX

YTD

3.96%

1M

2.38%

6M

-4.23%

1Y

6.54%

5Y*

4.84%

10Y*

5.75%

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TADAX vs. VOO - Expense Ratio Comparison

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


TADAX
Transamerica US Growth
Expense ratio chart for TADAX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TADAX vs. VOO — Risk-Adjusted Performance Rank

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

TADAX
The Risk-Adjusted Performance Rank of TADAX is 1313
Overall Rank
The Sharpe Ratio Rank of TADAX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of TADAX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of TADAX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of TADAX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of TADAX is 1212
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TADAX vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TADAX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.000.201.88
The chart of Sortino ratio for TADAX, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.000.382.53
The chart of Omega ratio for TADAX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.35
The chart of Calmar ratio for TADAX, currently valued at 0.24, compared to the broader market0.005.0010.0015.0020.000.242.81
The chart of Martin ratio for TADAX, currently valued at 0.65, compared to the broader market0.0020.0040.0060.0080.000.6511.78
TADAX
VOO

The current TADAX Sharpe Ratio is 0.20, which is lower than the VOO Sharpe Ratio of 1.88. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.20
1.88
TADAX
VOO

Dividends

TADAX vs. VOO - Dividend Comparison

TADAX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
TADAX
Transamerica US Growth
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%0.00%0.14%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TADAX vs. VOO - Drawdown Comparison

The maximum TADAX drawdown since its inception was -44.82%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.41%
0
TADAX
VOO

Volatility

TADAX vs. VOO - Volatility Comparison

Transamerica US Growth (TADAX) has a higher volatility of 5.26% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
5.26%
3.01%
TADAX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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