TLAFX vs. QUERX
TLAFX (Transamerica Large Core Fund) and QUERX (AQR Large Cap Defensive Style Fund Class R6) are both Large Cap Blend Equities funds. Over the past 10 years, TLAFX returned 14.48%/yr vs 10.90%/yr for QUERX. Their correlation of 0.87 means they have usually moved in the same direction. TLAFX charges 0.76%/yr vs 0.31%/yr for QUERX.
Performance
TLAFX vs. QUERX - Performance Comparison
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Returns By Period
In the year-to-date period, TLAFX achieves a 10.99% return, which is significantly higher than QUERX's 8.24% return. Over the past 10 years, TLAFX has outperformed QUERX with an annualized return of 14.48%, while QUERX has yielded a comparatively lower 10.90% annualized return.
TLAFX
- 1D
- 0.65%
- 1M
- 0.97%
- 6M
- 9.34%
- YTD
- 10.99%
- 1Y
- 21.75%
- 3Y*
- 18.81%
- 5Y*
- 12.92%
- 10Y*
- 14.48%
- ALL TIME*
- 13.70%
QUERX
- 1D
- 0.37%
- 1M
- 1.66%
- 6M
- 4.67%
- YTD
- 8.24%
- 1Y
- 10.70%
- 3Y*
- 10.96%
- 5Y*
- 6.07%
- 10Y*
- 10.90%
- ALL TIME*
- 10.83%
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 |
TLAFX vs. QUERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLAFX Transamerica Large Core Fund | 10.99% | 17.56% | 22.59% | 25.87% | -16.76% | 29.74% | 15.30% | 26.68% | -7.19% | 22.57% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 8.24% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
Correlation
The correlation between TLAFX and QUERX is 0.64, 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. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.87 |
Over the past year, the correlation between TLAFX and QUERX has dropped to 0.64 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
TLAFX vs. QUERX — Risk / Return Rank
TLAFX
QUERX
TLAFX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Large Core Fund (TLAFX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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 | QUERX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 1.65 | +0.62 |
| Martin ratioReturn relative to average drawdown | 9.92 | 5.52 | +4.40 |
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Drawdowns
TLAFX vs. QUERX - Drawdown Comparison
The maximum TLAFX drawdown since its inception was -33.94%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for TLAFX and QUERX.
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Drawdown Indicators
| TLAFX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.94% | -30.81% | -3.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -5.93% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -18.84% | -10.21% | -8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -30.72% | -22.04% | -8.68% |
Max Drawdown (10Y)Largest decline over 10 years | -33.94% | -30.81% | -3.13% |
Current DrawdownCurrent decline from peak | -0.32% | 0.00% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -3.88% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.77% | +0.27% |
Volatility
TLAFX vs. QUERX - Volatility Comparison
Transamerica Large Core Fund (TLAFX) has a higher volatility of 3.54% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 1.84%. This indicates that TLAFX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLAFX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 1.84% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 6.21% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 8.21% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 13.01% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 15.19% | +4.24% |
TLAFX vs. QUERX - Expense Ratio Comparison
TLAFX has a 0.76% expense ratio, which is higher than QUERX's 0.31% expense ratio.
Dividends
TLAFX vs. QUERX - Dividend Comparison
TLAFX's dividend yield for the trailing twelve months is around 14.18%, less than QUERX's 21.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUERX AQR Large Cap Defensive Style Fund Class R6 | 21.12% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
TLAFX Transamerica Large Core Fund | 14.18% | 15.89% | 23.39% | 7.88% | 6.40% | 16.53% | 9.17% | 1.44% | 22.85% | 4.89% | 0.00% | 0.00% |
Frequently Asked Questions
TLAFX and QUERX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLAFX has higher volatility (3.54%) compared to QUERX (1.84%). In terms of maximum drawdown, TLAFX dropped -33.94% vs QUERX's -30.81%.
TLAFX currently has the higher Sharpe Ratio (1.60 vs 1.20), 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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