TGRGX vs. TSLTX
TGRGX (Transamerica International Focus) and TSLTX (Transamerica Small Cap Value) are both mutual funds - TGRGX is a Foreign Large Cap Equities fund managed by Transamerica, while TSLTX is a Small Cap Value Equities fund managed by Transamerica. Over the past 5 years, TGRGX returned 0.46%/yr vs 10.00%/yr for TSLTX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. TGRGX charges 1.05%/yr vs 0.80%/yr for TSLTX.
Performance
TGRGX vs. TSLTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TGRGX achieves a 3.76% return, which is significantly lower than TSLTX's 25.34% 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%
TSLTX
- 1D
- 1.09%
- 1M
- -0.15%
- 6M
- 17.18%
- YTD
- 25.34%
- 1Y
- 43.08%
- 3Y*
- 15.92%
- 5Y*
- 10.00%
- 10Y*
- —
- ALL TIME*
- 9.08%
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. TSLTX - 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% |
TSLTX Transamerica Small Cap Value | 25.34% | 9.56% | 12.59% | 8.84% | -12.51% | 31.10% | 5.99% | 5.86% |
Correlation
The correlation between TGRGX and TSLTX is 0.63, 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. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.64 |
The correlation between TGRGX and TSLTX has been stable across timeframes, ranging from 0.63 to 0.67 - 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. TSLTX — Risk / Return Rank
TGRGX
TSLTX
TGRGX vs. TSLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) and Transamerica Small Cap Value (TSLTX). 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 | TSLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.43 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 5.14 | -5.29 |
| Martin ratioReturn relative to average drawdown | -0.39 | 16.92 | -17.32 |
Loading charts...
Drawdowns
TGRGX vs. TSLTX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, smaller than the maximum TSLTX drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for TGRGX and TSLTX.
Loading charts...
Drawdown Indicators
| TGRGX | TSLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -55.58% | +20.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -7.73% | -6.81% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -26.62% | +8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -55.58% | +21.12% |
Current DrawdownCurrent decline from peak | -4.54% | -15.45% | +10.91% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -28.21% | +18.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 2.35% | +2.99% |
Volatility
TGRGX vs. TSLTX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to Transamerica Small Cap Value (TSLTX) at 3.76%. This indicates that TGRGX's price experiences larger fluctuations and is considered to be riskier than TSLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TGRGX | TSLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 3.76% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 11.01% | +4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 16.29% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 49.93% | -31.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 43.22% | -23.81% |
TGRGX vs. TSLTX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is higher than TSLTX's 0.80% expense ratio.
Dividends
TGRGX vs. TSLTX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than TSLTX's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TGRGX Transamerica International Focus | 0.88% | 0.91% | 20.50% | 8.42% | 1.74% | 5.85% | 0.78% | 1.72% | 0.00% |
TSLTX Transamerica Small Cap Value | 4.29% | 5.38% | 27.99% | 2.99% | 21.70% | 77.67% | 0.24% | 4.26% | 11.17% |
Frequently Asked Questions
TGRGX and TSLTX have a correlation of 0.63, 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 TSLTX (3.76%). In terms of maximum drawdown, TGRGX dropped -35.21% vs TSLTX's -55.58%.
TSLTX currently has the higher Sharpe Ratio (2.45 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 TSLTX
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