TSLTX vs. SCHG
Compare and contrast key facts about Transamerica Small Cap Value (TSLTX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TSLTX is managed by Transamerica. It was launched on Jan 23, 2003. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLTX or SCHG.
Key characteristics
| TSLTX | SCHG | |
|---|---|---|
| YTD Return | 21.24% | 34.56% |
| 1Y Return | 43.78% | 44.80% |
| 3Y Return (Ann) | 4.78% | 11.31% |
| 5Y Return (Ann) | 10.34% | 21.01% |
| Sharpe Ratio | 2.20 | 2.80 |
| Sortino Ratio | 3.14 | 3.58 |
| Omega Ratio | 1.39 | 1.51 |
| Calmar Ratio | 0.84 | 3.87 |
| Martin Ratio | 12.72 | 15.40 |
| Ulcer Index | 3.58% | 3.10% |
| Daily Std Dev | 20.75% | 16.96% |
| Max Drawdown | -55.58% | -34.59% |
| Current Drawdown | -33.71% | 0.00% |
Correlation
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.
Performance
TSLTX vs. SCHG - Performance Comparison
In the year-to-date period, TSLTX achieves a 21.24% return, which is significantly lower than SCHG's 34.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
TSLTX vs. SCHG - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 2.47%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 2.47% | 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.
Volatility
TSLTX vs. SCHG - Volatility Comparison
Transamerica Small Cap Value (TSLTX) has a higher volatility of 6.86% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.35%. 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.