TADAX vs. VUG

In the year-to-date period, TADAX achieves a -10.60% return, which is significantly lower than VUG's -9.51% return. Over the past 10 years, TADAX has underperformed VUG with an annualized return of 12.77%, while VUG has yielded a comparatively higher 14.03% annualized return.

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TADAX has a 1.02% expense ratio, which is higher than VUG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and Vanguard Growth ETF (VUG). 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.

The current TADAX Sharpe Ratio is 0.28, which is lower than the VUG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of TADAX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TADAX's dividend yield for the trailing twelve months is around 18.72%, more than VUG's 0.52% yield.

The maximum TADAX drawdown since its inception was -35.00%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TADAX and VUG. For additional features, visit the drawdowns tool.

Transamerica US Growth (TADAX) has a higher volatility of 18.91% compared to Vanguard Growth ETF (VUG) at 16.82%. This indicates that TADAX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.