TSLTX vs. UPRO
Compare and contrast key facts about Transamerica Small Cap Value (TSLTX) and ProShares UltraPro S&P 500 (UPRO).
TSLTX is managed by Transamerica. It was launched on Jan 23, 2003. UPRO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (300%). It was launched on Jun 23, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLTX or UPRO.
Key characteristics
| TSLTX | UPRO | |
|---|---|---|
| YTD Return | 19.82% | 76.25% |
| 1Y Return | 43.86% | 129.67% |
| 3Y Return (Ann) | 4.51% | 10.27% |
| 5Y Return (Ann) | 9.87% | 26.16% |
| Sharpe Ratio | 2.00 | 3.36 |
| Sortino Ratio | 2.90 | 3.60 |
| Omega Ratio | 1.36 | 1.50 |
| Calmar Ratio | 0.76 | 2.75 |
| Martin Ratio | 11.60 | 20.54 |
| Ulcer Index | 3.58% | 6.03% |
| Daily Std Dev | 20.79% | 36.85% |
| Max Drawdown | -55.58% | -76.82% |
| Current Drawdown | -34.49% | 0.00% |
Correlation
The correlation between TSLTX and UPRO 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. UPRO - Performance Comparison
In the year-to-date period, TSLTX achieves a 19.82% return, which is significantly lower than UPRO's 76.25% 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. UPRO - Expense Ratio Comparison
TSLTX has a 0.80% expense ratio, which is lower than UPRO's 0.92% expense ratio.
Risk-Adjusted Performance
TSLTX vs. UPRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and ProShares UltraPro S&P 500 (UPRO). 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. UPRO - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 2.50%, more than UPRO's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 2.50% | 2.99% | 1.33% | 1.31% | 0.24% | 2.14% | 1.01% | 4.30% | 0.00% | 0.00% | 0.00% | 0.00% |
UPRO ProShares UltraPro S&P 500 | 0.72% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
Drawdowns
TSLTX vs. UPRO - Drawdown Comparison
The maximum TSLTX drawdown since its inception was -55.58%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for TSLTX and UPRO. For additional features, visit the drawdowns tool.
Volatility
TSLTX vs. UPRO - Volatility Comparison
The current volatility for Transamerica Small Cap Value (TSLTX) is 6.99%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.82%. This indicates that TSLTX experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.