PortfoliosLab logoPortfoliosLab logo
TSLTX vs. TADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLTX vs. TADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Small Cap Value (TSLTX) and Transamerica US Growth (TADAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TSLTX vs. TADAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TSLTX
Transamerica Small Cap Value
4.45%9.56%12.59%8.84%-12.51%31.10%5.99%20.91%-16.42%
TADAX
Transamerica US Growth
-13.15%17.09%28.81%41.45%-31.60%20.65%35.85%39.41%-3.93%

Returns By Period

In the year-to-date period, TSLTX achieves a 4.45% return, which is significantly higher than TADAX's -13.15% return.


TSLTX

1D
-0.74%
1M
-5.26%
YTD
4.45%
6M
8.54%
1Y
25.83%
3Y*
12.00%
5Y*
6.18%
10Y*

TADAX

1D
-0.61%
1M
-9.05%
YTD
-13.15%
6M
-11.89%
1Y
14.01%
3Y*
17.49%
5Y*
8.61%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. TADAX - Expense Ratio Comparison

TSLTX has a 0.80% expense ratio, which is lower than TADAX's 1.02% expense ratio.


Return for Risk

TSLTX vs. TADAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSLTX
TSLTX Risk / Return Rank: 6969
Overall Rank
TSLTX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TSLTX Sortino Ratio Rank: 7070
Sortino Ratio Rank
TSLTX Omega Ratio Rank: 6565
Omega Ratio Rank
TSLTX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TSLTX Martin Ratio Rank: 7171
Martin Ratio Rank

TADAX
TADAX Risk / Return Rank: 2626
Overall Rank
TADAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TADAX Omega Ratio Rank: 2828
Omega Ratio Rank
TADAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TADAX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSLTX vs. TADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and Transamerica US Growth (TADAX). 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.


TSLTXTADAXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.62

+0.57

Sortino ratio

Return per unit of downside risk

1.73

1.04

+0.69

Omega ratio

Gain probability vs. loss probability

1.24

1.14

+0.10

Calmar ratio

Return relative to maximum drawdown

1.63

0.67

+0.96

Martin ratio

Return relative to average drawdown

6.75

2.39

+4.36

TSLTX vs. TADAX - Sharpe Ratio Comparison

The current TSLTX Sharpe Ratio is 1.20, which is higher than the TADAX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of TSLTX and TADAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TSLTXTADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.62

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.38

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.63

-0.47

Correlation

The correlation between TSLTX and TADAX is 0.63, 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.


Dividends

TSLTX vs. TADAX - Dividend Comparison

TSLTX's dividend yield for the trailing twelve months is around 5.15%, less than TADAX's 5.29% yield.


TTM20252024202320222021202020192018201720162015
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%
TADAX
Transamerica US Growth
5.29%4.59%16.73%3.66%4.60%13.56%9.73%8.29%12.42%10.92%2.29%2.47%

Drawdowns

TSLTX vs. TADAX - Drawdown Comparison

The maximum TSLTX drawdown since its inception was -55.58%, which is greater than TADAX's maximum drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for TSLTX and TADAX.


Loading graphics...

Drawdown Indicators


TSLTXTADAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.58%

-39.29%

-16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-16.48%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-55.58%

-39.29%

-16.29%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

Current Drawdown

Current decline from peak

-29.54%

-16.48%

-13.06%

Average Drawdown

Average peak-to-trough decline

-28.61%

-6.43%

-22.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

4.66%

-1.16%

Volatility

TSLTX vs. TADAX - Volatility Comparison

The current volatility for Transamerica Small Cap Value (TSLTX) is 5.20%, while Transamerica US Growth (TADAX) has a volatility of 5.79%. This indicates that TSLTX experiences smaller price fluctuations and is considered to be less risky than TADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TSLTXTADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

5.79%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

12.84%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.70%

22.75%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.05%

23.05%

+27.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.02%

21.85%

+22.17%