TLAFX vs. FLCPX
TLAFX (Transamerica Large Core Fund) and FLCPX (Fidelity SAI U.S. Large Cap Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, TLAFX returned 14.96%/yr vs 15.80%/yr for FLCPX. With a 0.98 correlation, they move nearly in lockstep. TLAFX charges 0.76%/yr vs 0.02%/yr for FLCPX.
Performance
TLAFX vs. FLCPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TLAFX having a 9.55% return and FLCPX slightly higher at 9.81%. Over the past 10 years, TLAFX has underperformed FLCPX with an annualized return of 14.96%, while FLCPX has yielded a comparatively higher 15.80% annualized return.
TLAFX
- 1D
- -0.16%
- 1M
- 1.07%
- YTD
- 9.55%
- 6M
- 8.59%
- 1Y
- 25.46%
- 3Y*
- 20.49%
- 5Y*
- 13.46%
- 10Y*
- 14.96%
FLCPX
- 1D
- -0.37%
- 1M
- 0.10%
- YTD
- 9.81%
- 6M
- 8.81%
- 1Y
- 25.50%
- 3Y*
- 21.42%
- 5Y*
- 13.62%
- 10Y*
- 15.80%
TLAFX vs. FLCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLAFX Transamerica Large Core Fund | 9.55% | 17.56% | 22.59% | 25.87% | -16.76% | 29.74% | 15.30% | 26.68% | -7.19% | 22.57% |
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 9.81% | 17.84% | 25.08% | 26.25% | -18.06% | 28.61% | 18.24% | 31.59% | -4.38% | 21.74% |
Correlation
The correlation between TLAFX and FLCPX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2016 | 0.98 |
The correlation between TLAFX and FLCPX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
TLAFX vs. FLCPX — Risk / Return Rank
TLAFX
FLCPX
TLAFX vs. FLCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Large Core Fund (TLAFX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.
| TLAFX | FLCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.03 | -0.04 |
| Martin ratioReturn relative to average drawdown | 13.40 | 13.66 | -0.26 |
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Drawdowns
TLAFX vs. FLCPX - Drawdown Comparison
The maximum TLAFX drawdown since its inception was -33.94%, roughly equal to the maximum FLCPX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for TLAFX and FLCPX.
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Drawdown Indicators
| TLAFX | FLCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.94% | -33.87% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -8.89% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.84% | -18.76% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.72% | -24.40% | -6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.94% | -33.87% | -0.07% |
Current DrawdownCurrent decline from peak | -1.28% | -1.71% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -4.17% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.97% | +0.02% |
Volatility
TLAFX vs. FLCPX - Volatility Comparison
Transamerica Large Core Fund (TLAFX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX) have volatilities of 4.63% and 4.67%, 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
| TLAFX | FLCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.67% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 9.90% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.27% | 12.51% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 17.16% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 18.21% | +1.30% |
TLAFX vs. FLCPX - Expense Ratio Comparison
TLAFX has a 0.76% expense ratio, which is higher than FLCPX's 0.02% expense ratio.
Dividends
TLAFX vs. FLCPX - Dividend Comparison
TLAFX's dividend yield for the trailing twelve months is around 14.26%, more than FLCPX's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 0.51% | 0.56% | 6.11% | 7.05% | 11.23% | 10.38% | 3.93% | 1.74% | 2.18% | 1.57% | 0.76% |
TLAFX Transamerica Large Core Fund | 14.26% | 15.89% | 23.39% | 7.88% | 6.40% | 16.53% | 9.17% | 1.44% | 22.85% | 4.89% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, TLAFX and FLCPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FLCPX has higher volatility (4.67%) compared to TLAFX (4.63%). In terms of maximum drawdown, TLAFX dropped -33.94% vs FLCPX's -33.87%.
TLAFX currently has the higher Sharpe Ratio (2.18 vs 2.16), 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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