TGWFX vs. FDSSX
TGWFX (Transamerica Large Growth Fund) and FDSSX (Fidelity Stock Selector All Cap Fund) are both Large Cap Growth Equities funds. Over the past 10 years, TGWFX returned 15.16%/yr vs 14.84%/yr for FDSSX. Their correlation of 0.87 means they have usually moved in the same direction. TGWFX charges 0.90%/yr vs 0.68%/yr for FDSSX.
Performance
TGWFX vs. FDSSX - 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 FDSSX's 14.50% return. Both investments have delivered pretty close results over the past 10 years, with TGWFX having a 15.16% annualized return and FDSSX not far behind at 14.84%.
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%
FDSSX
- 1D
- 1.87%
- 1M
- -0.79%
- 6M
- 11.52%
- YTD
- 14.50%
- 1Y
- 28.35%
- 3Y*
- 19.68%
- 5Y*
- 12.00%
- 10Y*
- 14.84%
- ALL TIME*
- 11.46%
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 |
TGWFX vs. FDSSX - 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% |
FDSSX Fidelity Stock Selector All Cap Fund | 14.50% | 18.89% | 19.79% | 26.94% | -19.55% | 23.14% | 24.90% | 32.21% | -8.61% | 24.42% |
Correlation
The correlation between TGWFX and FDSSX is 0.81, 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. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.87 |
The correlation between TGWFX and FDSSX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
TGWFX vs. FDSSX — Risk / Return Rank
TGWFX
FDSSX
TGWFX vs. FDSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Large Growth Fund (TGWFX) and Fidelity Stock Selector All Cap Fund (FDSSX). 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 | FDSSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.33 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 2.83 | -2.75 |
| Martin ratioReturn relative to average drawdown | 0.20 | 12.79 | -12.59 |
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Drawdowns
TGWFX vs. FDSSX - Drawdown Comparison
The maximum TGWFX drawdown since its inception was -56.40%, roughly equal to the maximum FDSSX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for TGWFX and FDSSX.
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Drawdown Indicators
| TGWFX | FDSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.40% | -56.77% | +0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -9.19% | -12.00% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -20.86% | -7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -56.40% | -25.22% | -31.18% |
Max Drawdown (10Y)Largest decline over 10 years | -56.40% | -34.37% | -22.03% |
Current DrawdownCurrent decline from peak | -9.12% | -2.29% | -6.83% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -9.85% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.39% | 2.03% | +6.36% |
Volatility
TGWFX vs. FDSSX - Volatility Comparison
Transamerica Large Growth Fund (TGWFX) has a higher volatility of 6.20% compared to Fidelity Stock Selector All Cap Fund (FDSSX) at 3.73%. This indicates that TGWFX's price experiences larger fluctuations and is considered to be riskier than FDSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGWFX | FDSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 3.73% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 18.01% | 11.38% | +6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 14.26% | +8.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.66% | 17.90% | +14.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 18.58% | +9.28% |
TGWFX vs. FDSSX - Expense Ratio Comparison
TGWFX has a 0.90% expense ratio, which is higher than FDSSX's 0.68% expense ratio.
Dividends
TGWFX vs. FDSSX - Dividend Comparison
TGWFX's dividend yield for the trailing twelve months is around 38.41%, more than FDSSX's 4.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDSSX Fidelity Stock Selector All Cap Fund | 4.18% | 4.79% | 4.83% | 2.03% | 0.36% | 0.84% | 5.22% | 6.09% | 4.46% | 3.07% | 1.04% | 5.16% |
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 FDSSX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGWFX has higher volatility (6.20%) compared to FDSSX (3.73%). In terms of maximum drawdown, TGWFX dropped -56.40% vs FDSSX's -56.77%.
FDSSX currently has the higher Sharpe Ratio (1.82 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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