TGRGX vs. TADAX
TGRGX (Transamerica International Focus) and TADAX (Transamerica US Growth) are both mutual funds - TGRGX is a Foreign Large Cap Equities fund managed by Transamerica, while TADAX is a Large Cap Growth Equities fund managed by Transamerica. Over the past 5 years, TGRGX returned 0.46%/yr vs 9.38%/yr for TADAX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. TGRGX charges 1.05%/yr vs 1.02%/yr for TADAX.
Performance
TGRGX vs. TADAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TGRGX achieves a 3.76% return, which is significantly higher than TADAX's 1.72% 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%
TADAX
- 1D
- 3.14%
- 1M
- -2.93%
- 6M
- 2.53%
- YTD
- 1.72%
- 1Y
- 11.18%
- 3Y*
- 17.90%
- 5Y*
- 9.38%
- 10Y*
- 15.49%
- ALL TIME*
- 13.66%
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. TADAX - 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% |
TADAX Transamerica US Growth | 1.72% | 17.09% | 28.81% | 41.45% | -31.60% | 20.65% | 35.85% | 17.03% |
Correlation
The correlation between TGRGX and TADAX is 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.71 |
The correlation between TGRGX and TADAX has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TGRGX vs. TADAX — Risk / Return Rank
TGRGX
TADAX
TGRGX vs. TADAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) and Transamerica US Growth (TADAX). 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 | TADAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.09 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.54 | -0.69 |
| Martin ratioReturn relative to average drawdown | -0.39 | 1.69 | -2.08 |
Loading charts...
Drawdowns
TGRGX vs. TADAX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, smaller than the maximum TADAX drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for TGRGX and TADAX.
Loading charts...
Drawdown Indicators
| TGRGX | TADAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -39.29% | +4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -16.48% | +1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -24.04% | +6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -39.29% | +4.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.29% | — |
Current DrawdownCurrent decline from peak | -4.54% | -7.86% | +3.32% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -6.39% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 5.28% | +0.06% |
Volatility
TGRGX vs. TADAX - Volatility Comparison
The current volatility for Transamerica International Focus (TGRGX) is 5.54%, while Transamerica US Growth (TADAX) has a volatility of 6.36%. This indicates that TGRGX experiences smaller price fluctuations and is considered to be less risky than TADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TGRGX | TADAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 6.36% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 15.20% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 19.00% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 23.49% | -5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 22.09% | -2.68% |
TGRGX vs. TADAX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is higher than TADAX's 1.02% expense ratio.
Dividends
TGRGX vs. TADAX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than TADAX's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TADAX Transamerica US Growth | 4.51% | 4.59% | 16.73% | 3.66% | 4.60% | 13.56% | 9.73% | 8.29% | 12.42% | 10.92% | 2.29% | 2.47% |
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 TADAX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TADAX has higher volatility (6.36%) compared to TGRGX (5.54%). In terms of maximum drawdown, TGRGX dropped -35.21% vs TADAX's -39.29%.
TADAX currently has the higher Sharpe Ratio (0.47 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.
Find the right allocation for TGRGX and TADAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer