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 managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLTX or SWPPX.
Key characteristics
| TSLTX | SWPPX | |
|---|---|---|
| YTD Return | 21.24% | 27.25% |
| 1Y Return | 43.78% | 37.82% |
| 3Y Return (Ann) | 4.78% | 10.34% |
| 5Y Return (Ann) | 10.34% | 16.03% |
| Sharpe Ratio | 2.20 | 3.22 |
| Sortino Ratio | 3.14 | 4.26 |
| Omega Ratio | 1.39 | 1.61 |
| Calmar Ratio | 0.84 | 4.73 |
| Martin Ratio | 12.72 | 21.35 |
| Ulcer Index | 3.58% | 1.87% |
| Daily Std Dev | 20.75% | 12.36% |
| Max Drawdown | -55.58% | -55.06% |
| Current Drawdown | -33.71% | 0.00% |
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.
Performance
TSLTX vs. SWPPX - Performance Comparison
In the year-to-date period, TSLTX achieves a 21.24% return, which is significantly lower than SWPPX's 27.25% 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. SWPPX - Expense Ratio Comparison
TSLTX has a 0.80% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
TSLTX vs. SWPPX - Risk-Adjusted Performance 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.
Dividends
TSLTX vs. SWPPX - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 2.47%, more than SWPPX's 1.12% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.12% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
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. For additional features, visit the drawdowns tool.
Volatility
TSLTX vs. SWPPX - Volatility Comparison
Transamerica Small Cap Value (TSLTX) has a higher volatility of 6.86% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.88%. 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.