TSLTX vs. SWPPX
Compare and contrast key facts about Transamerica Small Cap Value (TSLTX) and Schwab S&P 500 Index Fund (SWPPX).
TSLTX is managed by Transamerica. It was launched on Jan 23, 2003. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
TSLTX vs. SWPPX - Performance Comparison
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TSLTX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 4.45% | 9.56% | 12.59% | 8.84% | -12.51% | 31.10% | 5.99% | 20.91% | -16.42% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -3.82% |
Returns By Period
In the year-to-date period, TSLTX achieves a 4.45% return, which is significantly higher than SWPPX's -7.07% return.
TSLTX
- 1D
- -0.74%
- 1M
- -5.26%
- YTD
- 4.45%
- 6M
- 8.54%
- 1Y
- 25.83%
- 3Y*
- 12.00%
- 5Y*
- 6.18%
- 10Y*
- —
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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TSLTX vs. SWPPX - Expense Ratio Comparison
TSLTX has a 0.80% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
TSLTX vs. SWPPX — Risk / Return Rank
TSLTX
SWPPX
TSLTX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| TSLTX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.84 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.30 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.06 | +0.57 |
Martin ratioReturn relative to average drawdown | 6.75 | 5.14 | +1.61 |
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
| TSLTX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.84 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.68 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.48 | -0.32 |
Correlation
The correlation between TSLTX and SWPPX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TSLTX vs. SWPPX - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 5.15%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
TSLTX vs. SWPPX - Drawdown Comparison
The maximum TSLTX drawdown since its inception was -55.58%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for TSLTX and SWPPX.
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Drawdown Indicators
| TSLTX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.58% | -55.06% | -0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.50% | -12.10% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -55.58% | -24.51% | -31.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -29.54% | -8.89% | -20.65% |
Average DrawdownAverage peak-to-trough decline | -28.61% | -10.00% | -18.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.49% | +1.01% |
Volatility
TSLTX vs. SWPPX - Volatility Comparison
Transamerica Small Cap Value (TSLTX) has a higher volatility of 5.20% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that TSLTX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLTX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 4.29% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 9.11% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.70% | 18.14% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.05% | 16.89% | +33.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.02% | 18.19% | +25.83% |