TRDIX vs. SWLVX

Last updated Jun 6, 2026

TRDIX (Transamerica Sustainable Equity Income Fund) and SWLVX (Schwab U.S. Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, TRDIX returned 8.64%/yr vs 10.50%/yr for SWLVX. Their correlation of 0.94 suggests significant overlap in exposure. TRDIX charges 0.74%/yr vs 0.04%/yr for SWLVX.

Performance

TRDIX vs. SWLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Sustainable Equity Income Fund (TRDIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRDIX achieves a 17.21% return, which is significantly higher than SWLVX's 15.07% return.

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%

SWLVX

• 1D: 0.75%
• 1M: 2.75%
• YTD: 15.07%
• 6M: 15.53%
• 1Y: 29.99%
• 3Y*: 18.99%
• 5Y*: 10.50%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRDIX vs. SWLVX - 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%	0.39%
SWLVX Schwab U.S. Large-Cap Value Index Fund	15.07%	15.87%	14.36%	11.45%	-7.61%	25.15%	2.64%	26.49%	-8.39%	0.30%

Correlation

The correlation between TRDIX and SWLVX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Dec 20, 2017	0.94

The correlation between TRDIX and SWLVX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

TRDIX vs. SWLVX — Risk / Return Rank

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

TRDIX

TRDIX Risk / Return Rank: 52
TRDIX Sharpe Ratio Rank: 56
TRDIX Sortino Ratio Rank: 56
TRDIX Omega Ratio Rank: 52
TRDIX Calmar Ratio Rank: 45
TRDIX Martin Ratio Rank: 51

SWLVX

SWLVX Risk / Return Rank: 86
SWLVX Sharpe Ratio Rank: 86
SWLVX Sortino Ratio Rank: 83
SWLVX Omega Ratio Rank: 78
SWLVX Calmar Ratio Rank: 89
SWLVX Martin Ratio Rank: 92

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.

TRDIX vs. SWLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Sustainable Equity Income Fund (TRDIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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	SWLVX	Difference
Sharpe ratio: Return per unit of total volatility	2.14	2.77	-0.62
Sortino ratio: Return per unit of downside risk	3.07	3.89	-0.83
Omega ratio: Gain probability vs. loss probability	1.38	1.50	-0.12
Calmar ratio: Return relative to maximum drawdown	2.46	4.38	-1.92
Martin ratio: Return relative to average drawdown	10.19	18.42	-8.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRDIX vs. SWLVX - Sharpe Ratio Comparison

The current TRDIX Sharpe Ratio is 2.14, which is comparable to the SWLVX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of TRDIX and SWLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TRDIX	SWLVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	2.77	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.71	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.57	-0.17

Drawdowns

TRDIX vs. SWLVX - Drawdown Comparison

The maximum TRDIX drawdown since its inception was -47.02%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for TRDIX and SWLVX.

Drawdown Indicators

	TRDIX	SWLVX	Difference
Max Drawdown Largest peak-to-trough decline	-47.02%	-38.34%	-8.68%
Max Drawdown (1Y) Largest decline over 1 year	-10.50%	-6.82%	-3.68%
Max Drawdown (3Y) Largest decline over 3 years	-15.15%	-15.61%	+0.46%
Max Drawdown (5Y) Largest decline over 5 years	-31.35%	-19.05%	-12.30%
Max Drawdown (10Y) Largest decline over 10 years	-47.02%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.96%	-4.84%	-4.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	1.62%	+0.90%

Volatility

TRDIX vs. SWLVX - Volatility Comparison

Transamerica Sustainable Equity Income Fund (TRDIX) has a higher volatility of 3.63% compared to Schwab U.S. Large-Cap Value Index Fund (SWLVX) at 2.93%. This indicates that TRDIX's price experiences larger fluctuations and is considered to be riskier than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRDIX	SWLVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.63%	2.93%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	9.59%	8.18%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	12.03%	10.80%	+1.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.91%	14.86%	+3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	18.55%	+1.22%

TRDIX vs. SWLVX - Expense Ratio Comparison

TRDIX has a 0.74% expense ratio, which is higher than SWLVX's 0.04% expense ratio.

Dividends

TRDIX vs. SWLVX - Dividend Comparison

TRDIX's dividend yield for the trailing twelve months is around 1.23%, less than SWLVX's 1.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SWLVX Schwab U.S. Large-Cap Value Index Fund	1.76%	2.02%	2.75%	2.56%	2.29%	4.86%	2.00%	4.35%	1.87%	0.00%	0.00%	0.00%
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

Can I hold both TRDIX and SWLVX in my portfolio?

With a correlation of 0.92, TRDIX and SWLVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TRDIX or SWLVX?

TRDIX has higher volatility (3.63%) compared to SWLVX (2.93%). In terms of maximum drawdown, TRDIX dropped -47.02% vs SWLVX's -38.34%.

Which has better risk-adjusted returns?

SWLVX currently has the higher Sharpe Ratio (2.77 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.