TADAX vs. VUG

Last updated Jun 3, 2026

TADAX (Transamerica US Growth) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, TADAX returned 16.86%/yr vs 18.40%/yr for VUG. With a 0.98 correlation, they move nearly in lockstep. TADAX charges 1.02%/yr vs 0.03%/yr for VUG.

Performance

TADAX vs. VUG - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with TADAX having a 10.40% return and VUG slightly higher at 10.86%. Over the past 10 years, TADAX has underperformed VUG with an annualized return of 16.86%, while VUG has yielded a comparatively higher 18.40% annualized return.

TADAX

• 1D: 0.92%
• 1M: 7.67%
• YTD: 10.40%
• 6M: 9.54%
• 1Y: 29.94%
• 3Y*: 23.89%
• 5Y*: 13.07%
• 10Y*: 16.86%

VUG

• 1D: -0.28%
• 1M: 7.37%
• YTD: 10.86%
• 6M: 10.14%
• 1Y: 30.39%
• 3Y*: 26.46%
• 5Y*: 15.71%
• 10Y*: 18.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TADAX vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TADAX Transamerica US Growth	10.40%	17.09%	28.81%	41.45%	-31.60%	20.65%	35.85%	39.41%	-0.52%	28.71%
VUG Vanguard Growth ETF	10.86%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%

Correlation

The correlation between TADAX and VUG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010	0.98

The correlation between TADAX and VUG has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

TADAX vs. VUG — Risk / Return Rank

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

TADAX

TADAX Risk / Return Rank: 32
TADAX Sharpe Ratio Rank: 40
TADAX Sortino Ratio Rank: 35
TADAX Omega Ratio Rank: 36
TADAX Calmar Ratio Rank: 24
TADAX Martin Ratio Rank: 25

VUG

VUG Risk / Return Rank: 49
VUG Sharpe Ratio Rank: 56
VUG Sortino Ratio Rank: 53
VUG Omega Ratio Rank: 54
VUG Calmar Ratio Rank: 38
VUG Martin Ratio Rank: 41

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. VUG - Risk-Adjusted Trends Comparison

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.

	TADAX	VUG	Difference
Sharpe ratio Return per unit of total volatility	1.85	1.93	-0.08
Sortino ratio Return per unit of downside risk	2.50	2.60	-0.10
Omega ratio Gain probability vs. loss probability	1.32	1.34	-0.01
Calmar ratio Return relative to maximum drawdown	1.87	1.90	-0.02
Martin ratio Return relative to average drawdown	6.43	6.65	-0.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TADAX vs. VUG - Sharpe Ratio Comparison

The current TADAX Sharpe Ratio is 1.85, which is comparable to the VUG Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of TADAX and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TADAX	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	1.93	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.71	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.86	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.62	+0.09

Drawdowns

TADAX vs. VUG - Drawdown Comparison

The maximum TADAX drawdown since its inception was -39.29%, 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.

Drawdown Indicators

	TADAX	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-39.29%	-50.68%	+11.39%
Max Drawdown (1Y) Largest decline over 1 year	-16.48%	-16.53%	+0.05%
Max Drawdown (3Y) Largest decline over 3 years	-24.04%	-22.85%	-1.19%
Max Drawdown (5Y) Largest decline over 5 years	-39.29%	-35.61%	-3.68%
Max Drawdown (10Y) Largest decline over 10 years	-39.29%	-35.61%	-3.68%
Current Drawdown Current decline from peak	0.00%	-0.28%	+0.28%
Average Drawdown Average peak-to-trough decline	-6.40%	-7.09%	+0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.80%	4.71%	+0.09%

Volatility

TADAX vs. VUG - Volatility Comparison

Transamerica US Growth (TADAX) has a higher volatility of 4.05% compared to Vanguard Growth ETF (VUG) at 3.52%. 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.

Volatility by Period

	TADAX	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	3.52%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	12.69%	12.05%	+0.64%
Volatility (1Y) Calculated over the trailing 1-year period	16.75%	15.80%	+0.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.14%	22.22%	+0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.95%	21.44%	+0.51%

TADAX vs. VUG - Expense Ratio Comparison

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

Dividends

TADAX vs. VUG - Dividend Comparison

TADAX's dividend yield for the trailing twelve months is around 4.16%, more than VUG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TADAX Transamerica US Growth	4.16%	4.59%	16.73%	3.66%	4.60%	13.56%	9.73%	8.29%	12.42%	10.92%	2.29%	2.47%
VUG Vanguard Growth ETF	0.37%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both TADAX and VUG in my portfolio?

With a correlation of 0.97, TADAX and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TADAX or VUG?

TADAX has higher volatility (4.05%) compared to VUG (3.52%). In terms of maximum drawdown, TADAX dropped -39.29% vs VUG's -50.68%.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.93 vs 1.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.