TSLTX vs. TSLL
Compare and contrast key facts about Transamerica Small Cap Value (TSLTX) and Direxion Daily TSLA Bull 1.5X Shares (TSLL).
TSLTX is managed by Transamerica. It was launched on Jan 23, 2003. TSLL is an actively managed fund by Direxion. It was launched on Jun 9, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLTX or TSLL.
Key characteristics
| TSLTX | TSLL | |
|---|---|---|
| YTD Return | 20.18% | 40.93% |
| 1Y Return | 42.81% | 62.73% |
| Sharpe Ratio | 2.05 | 0.63 |
| Sortino Ratio | 2.97 | 1.74 |
| Omega Ratio | 1.37 | 1.21 |
| Calmar Ratio | 0.79 | 0.91 |
| Martin Ratio | 11.87 | 1.99 |
| Ulcer Index | 3.58% | 36.77% |
| Daily Std Dev | 20.73% | 116.77% |
| Max Drawdown | -55.58% | -81.21% |
| Current Drawdown | -34.29% | -22.02% |
Correlation
The correlation between TSLTX and TSLL is 0.41, 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. TSLL - Performance Comparison
In the year-to-date period, TSLTX achieves a 20.18% return, which is significantly lower than TSLL's 40.93% 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. TSLL - Expense Ratio Comparison
TSLTX has a 0.80% expense ratio, which is lower than TSLL's 1.08% expense ratio.
Risk-Adjusted Performance
TSLTX vs. TSLL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and Direxion Daily TSLA Bull 1.5X Shares (TSLL). 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. TSLL - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 2.49%, less than TSLL's 3.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 2.49% | 2.99% | 1.33% | 1.31% | 0.24% | 2.14% | 1.01% | 4.30% |
TSLL Direxion Daily TSLA Bull 1.5X Shares | 3.24% | 4.43% | 1.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSLTX vs. TSLL - Drawdown Comparison
The maximum TSLTX drawdown since its inception was -55.58%, smaller than the maximum TSLL drawdown of -81.21%. Use the drawdown chart below to compare losses from any high point for TSLTX and TSLL. For additional features, visit the drawdowns tool.
Volatility
TSLTX vs. TSLL - Volatility Comparison
The current volatility for Transamerica Small Cap Value (TSLTX) is 6.96%, while Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a volatility of 52.64%. This indicates that TSLTX experiences smaller price fluctuations and is considered to be less risky than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.