TGWFX vs. CHASX
TGWFX (Transamerica Large Growth Fund) and CHASX (Chase Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, TGWFX returned 15.16%/yr vs 19.51%/yr for CHASX. Their correlation of 0.84 means they have usually moved in the same direction. TGWFX charges 0.90%/yr vs 1.14%/yr for CHASX.
Performance
TGWFX vs. CHASX - Performance Comparison
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Returns By Period
In the year-to-date period, TGWFX achieves a -2.79% return, which is significantly lower than CHASX's 22.47% return. Over the past 10 years, TGWFX has underperformed CHASX with an annualized return of 15.16%, while CHASX has yielded a comparatively higher 19.51% annualized return.
TGWFX
- 1D
- 2.58%
- 1M
- -4.62%
- 6M
- 1.83%
- YTD
- -2.79%
- 1Y
- 3.91%
- 3Y*
- 18.58%
- 5Y*
- 3.84%
- 10Y*
- 15.16%
- ALL TIME*
- 14.85%
CHASX
- 1D
- 2.60%
- 1M
- -0.77%
- 6M
- 18.71%
- YTD
- 22.47%
- 1Y
- 37.51%
- 3Y*
- 37.85%
- 5Y*
- 20.82%
- 10Y*
- 19.51%
- ALL TIME*
- 11.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CHASX Chase Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
TGWFX vs. CHASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGWFX Transamerica Large Growth Fund | -2.79% | 19.57% | 37.05% | 43.40% | -46.00% | 10.81% | 72.98% | 34.38% | -0.64% | 32.45% |
CHASX Chase Growth Fund | 22.47% | 20.61% | 64.71% | 25.91% | -20.41% | 22.32% | 18.27% | 42.63% | -3.96% | 24.49% |
Correlation
The correlation between TGWFX and CHASX is 0.75, 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. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.84 |
The correlation between TGWFX and CHASX has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
TGWFX vs. CHASX — Risk / Return Rank
TGWFX
CHASX
TGWFX vs. CHASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Large Growth Fund (TGWFX) and Chase Growth Fund (CHASX). 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.
| TGWFX | CHASX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.31 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 3.52 | -3.44 |
| Martin ratioReturn relative to average drawdown | 0.20 | 13.93 | -13.72 |
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Drawdowns
TGWFX vs. CHASX - Drawdown Comparison
The maximum TGWFX drawdown since its inception was -56.40%, which is greater than CHASX's maximum drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for TGWFX and CHASX.
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Drawdown Indicators
| TGWFX | CHASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.40% | -45.94% | -10.46% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -9.90% | -11.29% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -23.40% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -56.40% | -24.63% | -31.77% |
Max Drawdown (10Y)Largest decline over 10 years | -56.40% | -30.40% | -26.00% |
Current DrawdownCurrent decline from peak | -9.12% | -3.73% | -5.39% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -9.11% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.39% | 2.50% | +5.89% |
Volatility
TGWFX vs. CHASX - Volatility Comparison
Transamerica Large Growth Fund (TGWFX) and Chase Growth Fund (CHASX) have volatilities of 6.20% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGWFX | CHASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 6.38% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 18.01% | 15.31% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 19.29% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.66% | 20.53% | +12.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 20.04% | +7.82% |
TGWFX vs. CHASX - Expense Ratio Comparison
TGWFX has a 0.90% expense ratio, which is lower than CHASX's 1.14% expense ratio.
Dividends
TGWFX vs. CHASX - Dividend Comparison
TGWFX's dividend yield for the trailing twelve months is around 38.41%, more than CHASX's 7.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHASX Chase Growth Fund | 7.45% | 9.12% | 36.67% | 5.80% | 5.49% | 20.15% | 7.83% | 22.82% | 12.92% | 11.92% | 9.14% | 10.24% |
TGWFX Transamerica Large Growth Fund | 38.41% | 37.34% | 21.74% | 0.00% | 1.42% | 25.01% | 16.24% | 21.28% | 9.80% | 4.38% | 0.00% | 0.00% |
Frequently Asked Questions
TGWFX and CHASX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHASX has higher volatility (6.38%) compared to TGWFX (6.20%). In terms of maximum drawdown, TGWFX dropped -56.40% vs CHASX's -45.94%.
CHASX currently has the higher Sharpe Ratio (1.81 vs 0.07), 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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