TGRGX vs. QFVOX
TGRGX (Transamerica International Focus) and QFVOX (Pear Tree Polaris Foreign Value Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, TGRGX returned 0.46%/yr vs 11.46%/yr for QFVOX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. TGRGX charges 1.05%/yr vs 1.40%/yr for QFVOX.
Performance
TGRGX vs. QFVOX - Performance Comparison
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Returns By Period
In the year-to-date period, TGRGX achieves a 3.76% return, which is significantly lower than QFVOX's 19.24% return.
TGRGX
- 1D
- 2.87%
- 1M
- -2.18%
- 6M
- 4.06%
- YTD
- 3.76%
- 1Y
- -0.33%
- 3Y*
- 3.66%
- 5Y*
- 0.46%
- 10Y*
- —
- ALL TIME*
- 5.83%
QFVOX
- 1D
- 1.07%
- 1M
- 2.04%
- 6M
- 10.51%
- YTD
- 19.24%
- 1Y
- 37.45%
- 3Y*
- 18.11%
- 5Y*
- 11.46%
- 10Y*
- 10.30%
- ALL TIME*
- 7.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TGRGX vs. QFVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TGRGX Transamerica International Focus | 3.76% | 6.79% | -0.73% | 12.65% | -20.27% | 10.78% | 21.16% | 14.39% |
QFVOX Pear Tree Polaris Foreign Value Fund | 19.24% | 33.85% | -0.70% | 19.88% | -17.14% | 19.44% | 2.65% | 6.36% |
Correlation
The correlation between TGRGX and QFVOX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.68 |
Over the past year, the correlation between TGRGX and QFVOX has dropped to 0.44 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
TGRGX vs. QFVOX — Risk / Return Rank
TGRGX
QFVOX
TGRGX vs. QFVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) and Pear Tree Polaris Foreign Value Fund (QFVOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TGRGX | QFVOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.43 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.23 | -3.37 |
| Martin ratioReturn relative to average drawdown | -0.39 | 11.47 | -11.87 |
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Drawdowns
TGRGX vs. QFVOX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, smaller than the maximum QFVOX drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for TGRGX and QFVOX.
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Drawdown Indicators
| TGRGX | QFVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -70.51% | +35.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -11.02% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -14.92% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -32.90% | -1.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.52% | — |
Current DrawdownCurrent decline from peak | -4.54% | -0.18% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -15.22% | +5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 3.11% | +2.23% |
Volatility
TGRGX vs. QFVOX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to Pear Tree Polaris Foreign Value Fund (QFVOX) at 4.22%. This indicates that TGRGX's price experiences larger fluctuations and is considered to be riskier than QFVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGRGX | QFVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 4.22% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 13.83% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 15.43% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 15.58% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 16.37% | +3.04% |
TGRGX vs. QFVOX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is lower than QFVOX's 1.40% expense ratio.
Dividends
TGRGX vs. QFVOX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than QFVOX's 4.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QFVOX Pear Tree Polaris Foreign Value Fund | 4.74% | 5.66% | 1.95% | 1.88% | 1.43% | 10.11% | 1.58% | 1.14% | 0.98% | 0.60% | 1.02% | 1.58% |
TGRGX Transamerica International Focus | 0.88% | 0.91% | 20.50% | 8.42% | 1.74% | 5.85% | 0.78% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TGRGX and QFVOX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGRGX has higher volatility (5.54%) compared to QFVOX (4.22%). In terms of maximum drawdown, TGRGX dropped -35.21% vs QFVOX's -70.51%.
QFVOX currently has the higher Sharpe Ratio (2.31 vs -0.12), 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.
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