TGRGX vs. RWIIX
TGRGX (Transamerica International Focus) and RWIIX (Redwood AlphaFactor Tactical International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, TGRGX returned 0.46%/yr vs 2.07%/yr for RWIIX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. TGRGX charges 1.05%/yr vs 1.22%/yr for RWIIX.
Performance
TGRGX vs. RWIIX - 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 RWIIX's 8.02% 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%
RWIIX
- 1D
- 1.08%
- 1M
- 1.89%
- 6M
- 3.85%
- YTD
- 8.02%
- 1Y
- 18.70%
- 3Y*
- 3.06%
- 5Y*
- 2.07%
- 10Y*
- —
- ALL TIME*
- 3.77%
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. RWIIX - 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% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.02% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 0.82% |
Correlation
The correlation between TGRGX and RWIIX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.63 |
The correlation between TGRGX and RWIIX has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.
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Return for Risk
TGRGX vs. RWIIX — Risk / Return Rank
TGRGX
RWIIX
TGRGX vs. RWIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) and Redwood AlphaFactor Tactical International Fund (RWIIX). 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 | RWIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.28 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.48 | -2.62 |
| Martin ratioReturn relative to average drawdown | -0.39 | 6.02 | -6.42 |
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Drawdowns
TGRGX vs. RWIIX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, which is greater than RWIIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for TGRGX and RWIIX.
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Drawdown Indicators
| TGRGX | RWIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -20.34% | -14.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -6.94% | -7.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -20.34% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -20.34% | -14.12% |
Current DrawdownCurrent decline from peak | -4.54% | -1.89% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -7.73% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 2.86% | +2.48% |
Volatility
TGRGX vs. RWIIX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to Redwood AlphaFactor Tactical International Fund (RWIIX) at 3.20%. This indicates that TGRGX's price experiences larger fluctuations and is considered to be riskier than RWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGRGX | RWIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 3.20% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 9.42% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 11.68% | +5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 11.70% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 10.98% | +8.43% |
TGRGX vs. RWIIX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is lower than RWIIX's 1.22% expense ratio.
Dividends
TGRGX vs. RWIIX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than RWIIX's 8.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
RWIIX Redwood AlphaFactor Tactical International Fund | 8.09% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% |
TGRGX Transamerica International Focus | 0.88% | 0.91% | 20.50% | 8.42% | 1.74% | 5.85% | 0.78% | 1.72% | 0.00% | 0.00% |
Frequently Asked Questions
TGRGX and RWIIX have a correlation of 0.67, 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 RWIIX (3.20%). In terms of maximum drawdown, TGRGX dropped -35.21% vs RWIIX's -20.34%.
RWIIX currently has the higher Sharpe Ratio (1.48 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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