TMIFX vs. VHCOX
TMIFX (Transamerica Mid Cap Growth) and VHCOX (Vanguard Capital Opportunity Fund Investor Shares) are both Mid Cap Growth Equities funds. Over the past 5 years, TMIFX returned 3.15%/yr vs 12.69%/yr for VHCOX. Their correlation of 0.86 means they have usually moved in the same direction. TMIFX charges 0.95%/yr vs 0.40%/yr for VHCOX.
Performance
TMIFX vs. VHCOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMIFX achieves a 5.75% return, which is significantly lower than VHCOX's 20.17% return.
TMIFX
- 1D
- 1.55%
- 1M
- -4.17%
- 6M
- 7.61%
- YTD
- 5.75%
- 1Y
- 1.42%
- 3Y*
- 11.41%
- 5Y*
- 3.15%
- 10Y*
- —
- ALL TIME*
- 8.41%
VHCOX
- 1D
- 3.32%
- 1M
- -3.88%
- 6M
- 14.36%
- YTD
- 20.17%
- 1Y
- 43.29%
- 3Y*
- 22.22%
- 5Y*
- 12.69%
- 10Y*
- 15.98%
- ALL TIME*
- 13.24%
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 |
TMIFX vs. VHCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMIFX Transamerica Mid Cap Growth | 5.75% | 6.85% | 16.25% | 31.92% | -32.11% | 8.15% | 30.28% | 42.96% | -19.90% | 12.49% |
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 20.17% | 25.74% | 14.00% | 25.55% | -17.61% | 20.85% | 22.73% | 27.20% | -3.76% | 18.87% |
Correlation
The correlation between TMIFX and VHCOX is 0.80, 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. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2017 | 0.86 |
The correlation between TMIFX and VHCOX has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TMIFX vs. VHCOX — Risk / Return Rank
TMIFX
VHCOX
TMIFX vs. VHCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Mid Cap Growth (TMIFX) and Vanguard Capital Opportunity Fund Investor Shares (VHCOX). 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.
| TMIFX | VHCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.35 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.21 | -3.35 |
| Martin ratioReturn relative to average drawdown | -0.36 | 11.76 | -12.12 |
Loading charts...
Drawdowns
TMIFX vs. VHCOX - Drawdown Comparison
The maximum TMIFX drawdown since its inception was -55.26%, roughly equal to the maximum VHCOX drawdown of -54.76%. Use the drawdown chart below to compare losses from any high point for TMIFX and VHCOX.
Loading charts...
Drawdown Indicators
| TMIFX | VHCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.26% | -54.76% | -0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -12.43% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -25.66% | -23.87% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -55.26% | -27.59% | -27.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -16.47% | -7.92% | -8.55% |
Average DrawdownAverage peak-to-trough decline | -19.05% | -9.97% | -9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 3.40% | +2.61% |
Volatility
TMIFX vs. VHCOX - Volatility Comparison
The current volatility for Transamerica Mid Cap Growth (TMIFX) is 4.54%, while Vanguard Capital Opportunity Fund Investor Shares (VHCOX) has a volatility of 6.81%. This indicates that TMIFX experiences smaller price fluctuations and is considered to be less risky than VHCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TMIFX | VHCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 6.81% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 17.10% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 20.13% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.69% | 20.40% | +15.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.89% | 20.51% | +9.38% |
TMIFX vs. VHCOX - Expense Ratio Comparison
TMIFX has a 0.95% expense ratio, which is higher than VHCOX's 0.40% expense ratio.
Dividends
TMIFX vs. VHCOX - Dividend Comparison
TMIFX's dividend yield for the trailing twelve months is around 23.27%, more than VHCOX's 8.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMIFX Transamerica Mid Cap Growth | 23.27% | 24.61% | 4.10% | 0.00% | 0.00% | 43.24% | 4.67% | 1.66% | 53.57% | 0.09% | 0.00% | 0.00% |
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 8.00% | 9.62% | 8.16% | 2.33% | 9.26% | 10.44% | 9.10% | 6.41% | 12.11% | 3.87% | 5.66% | 5.30% |
Frequently Asked Questions
TMIFX and VHCOX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VHCOX has higher volatility (6.81%) compared to TMIFX (4.54%). In terms of maximum drawdown, TMIFX dropped -55.26% vs VHCOX's -54.76%.
VHCOX currently has the higher Sharpe Ratio (1.98 vs -0.11), 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.
Find the right allocation for TMIFX and VHCOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer