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TLOFX vs. TMLPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLOFX vs. TMLPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Large Value Opportunities (TLOFX) and Transamerica Energy Infrastructure (TMLPX). The values are adjusted to include any dividend payments, if applicable.

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TLOFX vs. TMLPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLOFX
Transamerica Large Value Opportunities
-2.67%9.67%18.60%7.98%-3.84%28.85%-1.14%23.15%-9.05%14.24%
TMLPX
Transamerica Energy Infrastructure
22.91%3.87%38.51%5.07%9.12%23.54%-11.25%15.66%-15.29%0.31%

Returns By Period

In the year-to-date period, TLOFX achieves a -2.67% return, which is significantly lower than TMLPX's 22.91% return.


TLOFX

1D
-0.23%
1M
-8.18%
YTD
-2.67%
6M
-2.38%
1Y
5.26%
3Y*
11.03%
5Y*
8.66%
10Y*

TMLPX

1D
-0.75%
1M
4.09%
YTD
22.91%
6M
21.45%
1Y
20.55%
3Y*
22.91%
5Y*
17.80%
10Y*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLOFX vs. TMLPX - Expense Ratio Comparison

TLOFX has a 0.75% expense ratio, which is lower than TMLPX's 1.26% expense ratio.


Return for Risk

TLOFX vs. TMLPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TLOFX
TLOFX Risk / Return Rank: 1616
Overall Rank
TLOFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLOFX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLOFX Omega Ratio Rank: 1616
Omega Ratio Rank
TLOFX Calmar Ratio Rank: 1515
Calmar Ratio Rank
TLOFX Martin Ratio Rank: 1818
Martin Ratio Rank

TMLPX
TMLPX Risk / Return Rank: 5858
Overall Rank
TMLPX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TMLPX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TMLPX Omega Ratio Rank: 6464
Omega Ratio Rank
TMLPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TMLPX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLOFX vs. TMLPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Large Value Opportunities (TLOFX) and Transamerica Energy Infrastructure (TMLPX). 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.


TLOFXTMLPXDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.18

-0.76

Sortino ratio

Return per unit of downside risk

0.70

1.53

-0.83

Omega ratio

Gain probability vs. loss probability

1.10

1.24

-0.14

Calmar ratio

Return relative to maximum drawdown

0.43

1.41

-0.99

Martin ratio

Return relative to average drawdown

1.85

4.02

-2.18

TLOFX vs. TMLPX - Sharpe Ratio Comparison

The current TLOFX Sharpe Ratio is 0.42, which is lower than the TMLPX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TLOFX and TMLPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TLOFXTMLPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.18

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.05

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.24

+0.24

Correlation

The correlation between TLOFX and TMLPX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TLOFX vs. TMLPX - Dividend Comparison

TLOFX's dividend yield for the trailing twelve months is around 15.39%, more than TMLPX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
TLOFX
Transamerica Large Value Opportunities
15.39%15.11%23.72%1.73%8.52%17.26%2.02%2.52%23.00%3.02%0.00%0.00%
TMLPX
Transamerica Energy Infrastructure
3.68%4.33%3.71%7.34%4.83%4.33%6.09%5.65%6.10%5.51%3.95%5.58%

Drawdowns

TLOFX vs. TMLPX - Drawdown Comparison

The maximum TLOFX drawdown since its inception was -37.99%, smaller than the maximum TMLPX drawdown of -67.18%. Use the drawdown chart below to compare losses from any high point for TLOFX and TMLPX.


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Drawdown Indicators


TLOFXTMLPXDifference

Max Drawdown

Largest peak-to-trough decline

-37.99%

-67.18%

+29.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-14.74%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.34%

-16.60%

-7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-55.61%

Current Drawdown

Current decline from peak

-8.18%

-0.75%

-7.43%

Average Drawdown

Average peak-to-trough decline

-6.41%

-22.87%

+16.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

5.17%

-2.51%

Volatility

TLOFX vs. TMLPX - Volatility Comparison

The current volatility for Transamerica Large Value Opportunities (TLOFX) is 3.38%, while Transamerica Energy Infrastructure (TMLPX) has a volatility of 4.12%. This indicates that TLOFX experiences smaller price fluctuations and is considered to be less risky than TMLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLOFXTMLPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

4.12%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.49%

9.35%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.20%

17.80%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

17.03%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

21.79%

-2.96%