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TSLTX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TSLTX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Small Cap Value (TSLTX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.47%
14.71%
TSLTX
SCHG

Returns By Period

In the year-to-date period, TSLTX achieves a 18.94% return, which is significantly lower than SCHG's 32.77% return.


TSLTX

YTD

18.94%

1M

5.49%

6M

17.48%

1Y

34.48%

5Y (annualized)

10.37%

10Y (annualized)

N/A

SCHG

YTD

32.77%

1M

2.85%

6M

15.79%

1Y

38.25%

5Y (annualized)

20.42%

10Y (annualized)

16.44%

Key characteristics


TSLTXSCHG
Sharpe Ratio1.732.29
Sortino Ratio2.522.97
Omega Ratio1.311.42
Calmar Ratio0.673.14
Martin Ratio9.6112.46
Ulcer Index3.62%3.12%
Daily Std Dev20.10%16.99%
Max Drawdown-55.58%-34.59%
Current Drawdown-34.97%-1.33%

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TSLTX vs. SCHG - Expense Ratio Comparison

TSLTX has a 0.80% expense ratio, which is higher than SCHG's 0.04% expense ratio.


TSLTX
Transamerica Small Cap Value
Expense ratio chart for TSLTX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.6

The correlation between TSLTX and SCHG is 0.59, 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.

Risk-Adjusted Performance

TSLTX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


Sharpe ratio
The chart of Sharpe ratio for TSLTX, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.005.001.732.29
The chart of Sortino ratio for TSLTX, currently valued at 2.52, compared to the broader market0.005.0010.002.522.97
The chart of Omega ratio for TSLTX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.42
The chart of Calmar ratio for TSLTX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.673.14
The chart of Martin ratio for TSLTX, currently valued at 9.61, compared to the broader market0.0020.0040.0060.0080.00100.009.6112.46
TSLTX
SCHG

The current TSLTX Sharpe Ratio is 1.73, which is comparable to the SCHG Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TSLTX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.73
2.29
TSLTX
SCHG

Dividends

TSLTX vs. SCHG - Dividend Comparison

TSLTX's dividend yield for the trailing twelve months is around 2.51%, more than SCHG's 0.40% yield.


TTM20232022202120202019201820172016201520142013
TSLTX
Transamerica Small Cap Value
2.51%2.99%1.33%1.31%0.24%2.14%1.01%4.30%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

TSLTX vs. SCHG - Drawdown Comparison

The maximum TSLTX drawdown since its inception was -55.58%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TSLTX and SCHG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.97%
-1.33%
TSLTX
SCHG

Volatility

TSLTX vs. SCHG - Volatility Comparison

Transamerica Small Cap Value (TSLTX) has a higher volatility of 7.02% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.50%. This indicates that TSLTX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.02%
5.50%
TSLTX
SCHG