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

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.


-0.50.00.51.00.7

Performance

TSLTX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Small Cap Value (TSLTX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.89%
6.77%
TSLTX
SWPPX

Key characteristics

Sharpe Ratio

TSLTX:

0.63

SWPPX:

1.84

Sortino Ratio

TSLTX:

1.02

SWPPX:

2.47

Omega Ratio

TSLTX:

1.13

SWPPX:

1.34

Calmar Ratio

TSLTX:

0.25

SWPPX:

2.75

Martin Ratio

TSLTX:

3.31

SWPPX:

11.98

Ulcer Index

TSLTX:

3.72%

SWPPX:

1.94%

Daily Std Dev

TSLTX:

19.69%

SWPPX:

12.64%

Max Drawdown

TSLTX:

-55.58%

SWPPX:

-55.06%

Current Drawdown

TSLTX:

-38.94%

SWPPX:

-4.76%

Returns By Period

In the year-to-date period, TSLTX achieves a 11.68% return, which is significantly lower than SWPPX's 23.15% return.


TSLTX

YTD

11.68%

1M

-4.25%

6M

12.08%

1Y

14.29%

5Y*

8.05%

10Y*

N/A

SWPPX

YTD

23.15%

1M

-1.90%

6M

6.61%

1Y

25.06%

5Y*

14.27%

10Y*

12.81%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSLTX vs. SWPPX - Expense Ratio Comparison

TSLTX has a 0.80% expense ratio, which is higher than SWPPX's 0.02% 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 SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

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.


Sharpe ratio
The chart of Sharpe ratio for TSLTX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.000.631.84
The chart of Sortino ratio for TSLTX, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.022.47
The chart of Omega ratio for TSLTX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.34
The chart of Calmar ratio for TSLTX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.0014.000.252.75
The chart of Martin ratio for TSLTX, currently valued at 3.31, compared to the broader market0.0020.0040.0060.003.3111.98
TSLTX
SWPPX

The current TSLTX Sharpe Ratio is 0.63, which is lower than the SWPPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of TSLTX and SWPPX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.63
1.84
TSLTX
SWPPX

Dividends

TSLTX vs. SWPPX - Dividend Comparison

TSLTX's dividend yield for the trailing twelve months is around 2.68%, while SWPPX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TSLTX
Transamerica Small Cap Value
0.00%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
0.00%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.94%
-4.76%
TSLTX
SWPPX

Volatility

TSLTX vs. SWPPX - Volatility Comparison

Transamerica Small Cap Value (TSLTX) has a higher volatility of 5.33% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.79%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.33%
3.79%
TSLTX
SWPPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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