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TSLTX vs. EMTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLTX vs. EMTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Small Cap Value (TSLTX) and Transamerica Emerging Markets Debt Fund (EMTIX). The values are adjusted to include any dividend payments, if applicable.

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TSLTX vs. EMTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TSLTX
Transamerica Small Cap Value
4.45%9.56%12.59%8.84%-12.51%31.10%5.99%20.91%-16.42%
EMTIX
Transamerica Emerging Markets Debt Fund
-1.26%14.58%4.69%13.05%-13.33%-4.00%7.14%13.48%-6.54%

Returns By Period

In the year-to-date period, TSLTX achieves a 4.45% return, which is significantly higher than EMTIX's -1.26% return.


TSLTX

1D
-0.74%
1M
-5.26%
YTD
4.45%
6M
8.54%
1Y
25.83%
3Y*
12.00%
5Y*
6.18%
10Y*

EMTIX

1D
-0.32%
1M
-4.41%
YTD
-1.26%
6M
2.58%
1Y
11.00%
3Y*
9.08%
5Y*
3.28%
10Y*
4.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLTX vs. EMTIX - Expense Ratio Comparison

TSLTX has a 0.80% expense ratio, which is lower than EMTIX's 0.85% expense ratio.


Return for Risk

TSLTX vs. EMTIX — Risk / Return Rank

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

TSLTX
TSLTX Risk / Return Rank: 6969
Overall Rank
TSLTX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TSLTX Sortino Ratio Rank: 7070
Sortino Ratio Rank
TSLTX Omega Ratio Rank: 6565
Omega Ratio Rank
TSLTX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TSLTX Martin Ratio Rank: 7171
Martin Ratio Rank

EMTIX
EMTIX Risk / Return Rank: 9292
Overall Rank
EMTIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMTIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMTIX Omega Ratio Rank: 9494
Omega Ratio Rank
EMTIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMTIX Martin Ratio Rank: 9191
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.

TSLTX vs. EMTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and Transamerica Emerging Markets Debt Fund (EMTIX). 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.


TSLTXEMTIXDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.21

-1.02

Sortino ratio

Return per unit of downside risk

1.73

2.99

-1.25

Omega ratio

Gain probability vs. loss probability

1.24

1.48

-0.24

Calmar ratio

Return relative to maximum drawdown

1.63

2.34

-0.71

Martin ratio

Return relative to average drawdown

6.75

10.43

-3.68

TSLTX vs. EMTIX - Sharpe Ratio Comparison

The current TSLTX Sharpe Ratio is 1.20, which is lower than the EMTIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TSLTX and EMTIX, 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


TSLTXEMTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.21

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.58

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.71

-0.55

Correlation

The correlation between TSLTX and EMTIX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TSLTX vs. EMTIX - Dividend Comparison

TSLTX's dividend yield for the trailing twelve months is around 5.15%, less than EMTIX's 5.76% yield.


TTM20252024202320222021202020192018201720162015
TSLTX
Transamerica Small Cap Value
5.15%5.38%27.99%2.99%21.70%77.67%0.24%4.26%11.17%0.00%0.00%0.00%
EMTIX
Transamerica Emerging Markets Debt Fund
5.76%5.77%6.98%5.11%4.16%4.03%2.02%4.80%3.27%5.10%3.48%4.30%

Drawdowns

TSLTX vs. EMTIX - Drawdown Comparison

The maximum TSLTX drawdown since its inception was -55.58%, which is greater than EMTIX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for TSLTX and EMTIX.


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Drawdown Indicators


TSLTXEMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.58%

-25.28%

-30.30%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-4.69%

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-55.58%

-25.28%

-30.30%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

Current Drawdown

Current decline from peak

-29.54%

-4.69%

-24.85%

Average Drawdown

Average peak-to-trough decline

-28.61%

-4.94%

-23.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

1.06%

+2.44%

Volatility

TSLTX vs. EMTIX - Volatility Comparison

Transamerica Small Cap Value (TSLTX) has a higher volatility of 5.20% compared to Transamerica Emerging Markets Debt Fund (EMTIX) at 2.44%. This indicates that TSLTX's price experiences larger fluctuations and is considered to be riskier than EMTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLTXEMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

2.44%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

3.41%

+8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

21.70%

5.00%

+16.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.05%

5.66%

+44.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.02%

6.54%

+37.48%