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TBLRX vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBLRX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Balanced II (TBLRX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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TBLRX vs. VIG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TBLRX
Transamerica Balanced II
-4.80%12.78%14.47%18.18%-16.46%16.57%15.11%21.34%-2.23%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-0.62%

Returns By Period

In the year-to-date period, TBLRX achieves a -4.80% return, which is significantly lower than VIG's -1.77% return.


TBLRX

1D
0.10%
1M
-5.55%
YTD
-4.80%
6M
-2.99%
1Y
9.48%
3Y*
11.18%
5Y*
6.63%
10Y*

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBLRX vs. VIG - Expense Ratio Comparison

TBLRX has a 1.07% expense ratio, which is higher than VIG's 0.04% expense ratio.


Return for Risk

TBLRX vs. VIG — Risk / Return Rank

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

TBLRX
TBLRX Risk / Return Rank: 4747
Overall Rank
TBLRX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TBLRX Sortino Ratio Rank: 4646
Sortino Ratio Rank
TBLRX Omega Ratio Rank: 4848
Omega Ratio Rank
TBLRX Calmar Ratio Rank: 4646
Calmar Ratio Rank
TBLRX Martin Ratio Rank: 5454
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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.

TBLRX vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Balanced II (TBLRX) and Vanguard Dividend Appreciation ETF (VIG). 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.


TBLRXVIGDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.83

+0.07

Sortino ratio

Return per unit of downside risk

1.36

1.28

+0.07

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.16

1.28

-0.13

Martin ratio

Return relative to average drawdown

5.25

5.73

-0.48

TBLRX vs. VIG - Sharpe Ratio Comparison

The current TBLRX Sharpe Ratio is 0.90, which is comparable to the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TBLRX and VIG, 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


TBLRXVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.83

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.69

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.57

+0.04

Correlation

The correlation between TBLRX and VIG is 0.89, 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

TBLRX vs. VIG - Dividend Comparison

TBLRX's dividend yield for the trailing twelve months is around 32.35%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
TBLRX
Transamerica Balanced II
32.35%30.86%14.76%3.31%5.67%9.15%4.58%3.60%4.51%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

TBLRX vs. VIG - Drawdown Comparison

The maximum TBLRX drawdown since its inception was -25.35%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for TBLRX and VIG.


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Drawdown Indicators


TBLRXVIGDifference

Max Drawdown

Largest peak-to-trough decline

-25.35%

-46.81%

+21.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-10.83%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

-20.39%

-4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-6.01%

-6.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-6.19%

-5.55%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.42%

-0.74%

Volatility

TBLRX vs. VIG - Volatility Comparison

The current volatility for Transamerica Balanced II (TBLRX) is 2.95%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 4.07%. This indicates that TBLRX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBLRXVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

4.07%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

7.84%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.00%

15.31%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

14.26%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.01%

16.05%

-2.04%