TGRGX vs. TSWIX
TGRGX (Transamerica International Focus) and TSWIX (Transamerica International Equity) are both Foreign Large Cap Equities funds from Transamerica. Over the past 5 years, TGRGX returned 0.46%/yr vs 10.19%/yr for TSWIX. Their correlation of 0.91 means they have usually moved in the same direction. TGRGX charges 1.05%/yr vs 0.84%/yr for TSWIX.
Performance
TGRGX vs. TSWIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TGRGX achieves a 3.76% return, which is significantly lower than TSWIX's 16.49% 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%
TSWIX
- 1D
- 2.62%
- 1M
- 3.35%
- 6M
- 10.51%
- YTD
- 16.49%
- 1Y
- 32.43%
- 3Y*
- 17.76%
- 5Y*
- 10.19%
- 10Y*
- 9.31%
- ALL TIME*
- 7.14%
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. TSWIX - 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% |
TSWIX Transamerica International Equity | 16.49% | 32.53% | 3.55% | 16.09% | -14.05% | 13.23% | 6.75% | 10.16% |
Correlation
The correlation between TGRGX and TSWIX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.91 |
The correlation between TGRGX and TSWIX has been stable across timeframes, ranging from 0.85 to 0.91 - 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. TSWIX — Risk / Return Rank
TGRGX
TSWIX
TGRGX vs. TSWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) and Transamerica International Equity (TSWIX). 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 | TSWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.35 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.48 | -2.63 |
| Martin ratioReturn relative to average drawdown | -0.39 | 9.52 | -9.91 |
Loading charts...
Drawdowns
TGRGX vs. TSWIX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, smaller than the maximum TSWIX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for TGRGX and TSWIX.
Loading charts...
Drawdown Indicators
| TGRGX | TSWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -58.76% | +23.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -12.07% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -16.33% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -30.25% | -4.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.58% | — |
Current DrawdownCurrent decline from peak | -4.54% | 0.00% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -13.76% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 3.15% | +2.19% |
Volatility
TGRGX vs. TSWIX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to Transamerica International Equity (TSWIX) at 4.65%. This indicates that TGRGX's price experiences larger fluctuations and is considered to be riskier than TSWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TGRGX | TSWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 4.65% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 13.09% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 15.73% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 16.65% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 17.11% | +2.30% |
TGRGX vs. TSWIX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is higher than TSWIX's 0.84% expense ratio.
Dividends
TGRGX vs. TSWIX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than TSWIX's 6.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSWIX Transamerica International Equity | 6.59% | 7.68% | 3.03% | 3.16% | 1.12% | 3.55% | 1.22% | 2.75% | 5.56% | 3.08% | 1.90% | 2.64% |
Frequently Asked Questions
TGRGX and TSWIX have a correlation of 0.85, 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 TSWIX (4.65%). In terms of maximum drawdown, TGRGX dropped -35.21% vs TSWIX's -58.76%.
TSWIX currently has the higher Sharpe Ratio (1.91 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 TSWIX
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