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

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.

TSLTX vs. UPRO

Last updated May 27, 2025

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.

Performance

TSLTX vs. UPRO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TSLTX:

-0.64

UPRO:

0.17

Sortino Ratio

TSLTX:

-0.74

UPRO:

0.57

Omega Ratio

TSLTX:

0.87

UPRO:

1.08

Calmar Ratio

TSLTX:

-0.32

UPRO:

0.13

Martin Ratio

TSLTX:

-1.08

UPRO:

0.41

Ulcer Index

TSLTX:

20.56%

UPRO:

15.35%

Daily Std Dev

TSLTX:

31.76%

UPRO:

58.30%

Max Drawdown

TSLTX:

-69.81%

UPRO:

-76.82%

Current Drawdown

TSLTX:

-65.37%

UPRO:

-23.36%

Returns By Period

In the year-to-date period, TSLTX achieves a -8.85% return, which is significantly higher than UPRO's -14.15% return.

TSLTX

YTD

-8.85%

1M

4.38%

6M

-33.68%

1Y

-20.81%

3Y*

-10.45%

5Y*

-7.39%

10Y*

N/A

UPRO

YTD

-14.15%

1M

14.79%

6M

-19.56%

1Y

7.75%

3Y*

24.34%

5Y*

31.69%

10Y*

21.04%

*Annualized

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Transamerica Small Cap Value

ProShares UltraPro S&P 500

TSLTX vs. UPRO - Expense Ratio Comparison

TSLTX has a 0.80% expense ratio, which is lower than UPRO's 0.92% expense ratio.

UPRO
ProShares UltraPro S&P 500
TSLTX
Transamerica Small Cap Value
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TSLTX vs. UPRO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TSLTX
The Risk-Adjusted Performance Rank of TSLTX is 22
Overall Rank
The Sharpe Ratio Rank of TSLTX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLTX is 11
Sortino Ratio Rank
The Omega Ratio Rank of TSLTX is 11
Omega Ratio Rank
The Calmar Ratio Rank of TSLTX is 33
Calmar Ratio Rank
The Martin Ratio Rank of TSLTX is 22
Martin Ratio Rank
UPRO
The Risk-Adjusted Performance Rank of UPRO is 3333
Overall Rank
The Sharpe Ratio Rank of UPRO is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of UPRO is 4040
Sortino Ratio Rank
The Omega Ratio Rank of UPRO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of UPRO is 2828
Calmar Ratio Rank
The Martin Ratio Rank of UPRO is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current TSLTX Sharpe Ratio is -0.64, which is lower than the UPRO Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of TSLTX and UPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TSLTX vs. UPRO - Dividend Comparison

TSLTX's dividend yield for the trailing twelve months is around 30.71%, more than UPRO's 1.17% yield.

TTM20242023202220212020201920182017201620152014
TSLTX
Transamerica Small Cap Value		30.71%27.99%2.99%21.70%77.67%0.24%4.26%11.17%4.30%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500		1.17%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%

Drawdowns

TSLTX vs. UPRO - Drawdown Comparison

The maximum TSLTX drawdown since its inception was -69.81%, 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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TSLTX vs. UPRO - Volatility Comparison

The current volatility for Transamerica Small Cap Value (TSLTX) is 5.74%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 13.04%. 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.

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