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

Correlation

The correlation between TADAX and VWUAX is 0.90, 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.


Performance

TADAX vs. VWUAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TADAX:

-0.12

VWUAX:

0.51

Sortino Ratio

TADAX:

0.01

VWUAX:

0.85

Omega Ratio

TADAX:

1.00

VWUAX:

1.12

Calmar Ratio

TADAX:

-0.12

VWUAX:

0.51

Martin Ratio

TADAX:

-0.29

VWUAX:

1.55

Ulcer Index

TADAX:

14.07%

VWUAX:

8.93%

Daily Std Dev

TADAX:

29.81%

VWUAX:

27.76%

Max Drawdown

TADAX:

-44.82%

VWUAX:

-51.75%

Current Drawdown

TADAX:

-18.31%

VWUAX:

-7.39%

Returns By Period

In the year-to-date period, TADAX achieves a -0.77% return, which is significantly lower than VWUAX's 1.79% return. Over the past 10 years, TADAX has underperformed VWUAX with an annualized return of 5.01%, while VWUAX has yielded a comparatively higher 8.91% annualized return.


TADAX

YTD

-0.77%

1M

17.30%

6M

-12.15%

1Y

-3.61%

3Y*

10.36%

5Y*

4.64%

10Y*

5.01%

VWUAX

YTD

1.79%

1M

19.13%

6M

0.32%

1Y

14.11%

3Y*

20.67%

5Y*

9.21%

10Y*

8.91%

*Annualized

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Transamerica US Growth

TADAX vs. VWUAX - Expense Ratio Comparison

TADAX has a 1.02% expense ratio, which is higher than VWUAX's 0.28% expense ratio.


Risk-Adjusted Performance

TADAX vs. VWUAX — 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 1212
Overall Rank
The Sharpe Ratio Rank of TADAX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of TADAX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of TADAX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of TADAX is 99
Calmar Ratio Rank
The Martin Ratio Rank of TADAX is 1111
Martin Ratio Rank

VWUAX
The Risk-Adjusted Performance Rank of VWUAX is 5252
Overall Rank
The Sharpe Ratio Rank of VWUAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VWUAX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VWUAX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VWUAX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VWUAX is 4646
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. VWUAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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 -0.12, which is lower than the VWUAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of TADAX and VWUAX, 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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Dividends

TADAX vs. VWUAX - Dividend Comparison

TADAX has not paid dividends to shareholders, while VWUAX's dividend yield for the trailing twelve months is around 0.29%.


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%
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
0.29%0.30%0.37%0.49%0.08%0.13%0.47%0.53%0.40%0.57%0.65%0.81%

Drawdowns

TADAX vs. VWUAX - Drawdown Comparison

The maximum TADAX drawdown since its inception was -44.82%, smaller than the maximum VWUAX drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for TADAX and VWUAX. For additional features, visit the drawdowns tool.


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Volatility

TADAX vs. VWUAX - Volatility Comparison

Transamerica US Growth (TADAX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX) have volatilities of 6.92% and 7.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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