TLOFX vs. TSWIX
Compare and contrast key facts about Transamerica Large Value Opportunities (TLOFX) and Transamerica International Equity (TSWIX).
TLOFX is managed by Transamerica. It was launched on Sep 11, 2000. TSWIX is managed by Transamerica. It was launched on Dec 17, 1992.
Performance
TLOFX vs. TSWIX - Performance Comparison
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TLOFX vs. TSWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSWIX Transamerica International Equity | -2.81% | 32.53% | 3.55% | 16.09% | -14.05% | 13.23% | 6.75% | 21.14% | -15.95% | 15.35% |
Returns By Period
In the year-to-date period, TLOFX achieves a -2.67% return, which is significantly higher than TSWIX's -2.81% return.
TLOFX
- 1D
- -0.23%
- 1M
- -8.18%
- YTD
- -2.67%
- 6M
- -2.38%
- 1Y
- 5.26%
- 3Y*
- 11.03%
- 5Y*
- 8.66%
- 10Y*
- —
TSWIX
- 1D
- 0.79%
- 1M
- -11.38%
- YTD
- -2.81%
- 6M
- 3.94%
- 1Y
- 17.40%
- 3Y*
- 12.81%
- 5Y*
- 7.27%
- 10Y*
- 7.68%
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TLOFX vs. TSWIX - Expense Ratio Comparison
TLOFX has a 0.75% expense ratio, which is lower than TSWIX's 0.84% expense ratio.
Return for Risk
TLOFX vs. TSWIX — Risk / Return Rank
TLOFX
TSWIX
TLOFX vs. TSWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Large Value Opportunities (TLOFX) and Transamerica International Equity (TSWIX). 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.
| TLOFX | TSWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.91 | -0.49 |
Sortino ratioReturn per unit of downside risk | 0.70 | 1.30 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.10 | -0.67 |
Martin ratioReturn relative to average drawdown | 1.85 | 4.50 | -2.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLOFX | TSWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.91 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.45 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.09 |
Correlation
The correlation between TLOFX and TSWIX is 0.68, 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. TSWIX - Dividend Comparison
TLOFX's dividend yield for the trailing twelve months is around 15.39%, more than TSWIX's 7.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSWIX Transamerica International Equity | 7.90% | 7.68% | 3.03% | 3.16% | 1.12% | 3.55% | 1.22% | 2.75% | 5.56% | 3.08% | 1.90% | 2.64% |
Drawdowns
TLOFX vs. TSWIX - Drawdown Comparison
The maximum TLOFX drawdown since its inception was -37.99%, smaller than the maximum TSWIX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for TLOFX and TSWIX.
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Drawdown Indicators
| TLOFX | TSWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.99% | -58.76% | +20.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -12.88% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -30.25% | +5.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.58% | — |
Current DrawdownCurrent decline from peak | -8.18% | -11.38% | +3.20% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -13.89% | +7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 3.31% | -0.65% |
Volatility
TLOFX vs. TSWIX - Volatility Comparison
The current volatility for Transamerica Large Value Opportunities (TLOFX) is 3.38%, while Transamerica International Equity (TSWIX) has a volatility of 7.16%. This indicates that TLOFX experiences smaller price fluctuations and is considered to be less risky than TSWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLOFX | TSWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 7.16% | -3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 11.00% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.20% | 17.82% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 16.36% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 17.30% | +1.53% |