TRDIX vs. SVAIX
TRDIX (Transamerica Sustainable Equity Income Fund) and SVAIX (Federated Hermes Strategic Value Dividend Fund) are both Large Cap Value Equities funds. Over the past 10 years, TRDIX returned 8.42%/yr vs 8.20%/yr for SVAIX. A 0.73 correlation means they provide meaningful diversification when combined. TRDIX charges 0.74%/yr vs 0.81%/yr for SVAIX.
Performance
TRDIX vs. SVAIX - Performance Comparison
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Returns By Period
In the year-to-date period, TRDIX achieves a 17.21% return, which is significantly higher than SVAIX's 9.55% return. Both investments have delivered pretty close results over the past 10 years, with TRDIX having a 8.42% annualized return and SVAIX not far behind at 8.20%.
TRDIX
- 1D
- 0.70%
- 1M
- 4.64%
- YTD
- 17.21%
- 6M
- 17.14%
- 1Y
- 25.66%
- 3Y*
- 18.23%
- 5Y*
- 8.64%
- 10Y*
- 8.42%
SVAIX
- 1D
- 1.32%
- 1M
- -0.03%
- YTD
- 9.55%
- 6M
- 9.79%
- 1Y
- 20.66%
- 3Y*
- 15.83%
- 5Y*
- 10.44%
- 10Y*
- 8.20%
TRDIX vs. SVAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRDIX Transamerica Sustainable Equity Income Fund | 17.21% | 11.15% | 16.62% | 6.17% | -11.25% | 22.44% | -7.53% | 23.47% | -12.21% | 16.22% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 9.55% | 15.26% | 16.47% | -1.81% | 8.47% | 21.52% | -7.88% | 19.59% | -8.23% | 15.10% |
Correlation
The correlation between TRDIX and SVAIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014 | 0.73 |
Over the past year, the correlation between TRDIX and SVAIX has dropped to 0.47 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
TRDIX vs. SVAIX — Risk / Return Rank
TRDIX
SVAIX
TRDIX vs. SVAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Sustainable Equity Income Fund (TRDIX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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.
| TRDIX | SVAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 5.61 | -3.15 |
| Martin ratioReturn relative to average drawdown | 10.19 | 15.25 | -5.05 |
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
| TRDIX | SVAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.51 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.80 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.54 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.52 | -0.12 |
Drawdowns
TRDIX vs. SVAIX - Drawdown Comparison
The maximum TRDIX drawdown since its inception was -47.02%, smaller than the maximum SVAIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for TRDIX and SVAIX.
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Drawdown Indicators
| TRDIX | SVAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.02% | -50.62% | +3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -4.66% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.15% | -12.64% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -31.35% | -16.13% | -15.22% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -36.53% | -10.49% |
Current DrawdownCurrent decline from peak | 0.00% | -2.54% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -8.96% | -7.71% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.60% | -0.08% |
Volatility
TRDIX vs. SVAIX - Volatility Comparison
Transamerica Sustainable Equity Income Fund (TRDIX) has a higher volatility of 3.63% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 3.44%. This indicates that TRDIX's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRDIX | SVAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 3.44% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 7.45% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 10.45% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.91% | 13.64% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 15.44% | +4.33% |
TRDIX vs. SVAIX - Expense Ratio Comparison
TRDIX has a 0.74% expense ratio, which is lower than SVAIX's 0.81% expense ratio.
Dividends
TRDIX vs. SVAIX - Dividend Comparison
TRDIX's dividend yield for the trailing twelve months is around 1.23%, less than SVAIX's 6.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVAIX Federated Hermes Strategic Value Dividend Fund | 6.01% | 6.41% | 7.58% | 4.32% | 9.68% | 3.72% | 4.28% | 8.75% | 8.54% | 10.36% | 5.24% | 8.67% |
TRDIX Transamerica Sustainable Equity Income Fund | 1.23% | 1.47% | 8.93% | 1.89% | 2.13% | 17.89% | 2.19% | 15.03% | 20.64% | 8.73% | 16.84% | 19.55% |
Frequently Asked Questions
TRDIX and SVAIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRDIX has higher volatility (3.63%) compared to SVAIX (3.44%). In terms of maximum drawdown, TRDIX dropped -47.02% vs SVAIX's -50.62%.
SVAIX currently has the higher Sharpe Ratio (2.51 vs 2.14), 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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