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

Performance

TSLTX vs. VFIAX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.47%
12.86%
TSLTX
VFIAX

Returns By Period

In the year-to-date period, TSLTX achieves a 18.94% return, which is significantly lower than VFIAX's 26.21% return.


TSLTX

YTD

18.94%

1M

5.49%

6M

17.48%

1Y

34.48%

5Y (annualized)

10.37%

10Y (annualized)

N/A

VFIAX

YTD

26.21%

1M

1.78%

6M

13.65%

1Y

32.34%

5Y (annualized)

15.66%

10Y (annualized)

13.16%

Key characteristics


TSLTXVFIAX
Sharpe Ratio1.732.69
Sortino Ratio2.523.58
Omega Ratio1.311.50
Calmar Ratio0.673.89
Martin Ratio9.6117.49
Ulcer Index3.62%1.88%
Daily Std Dev20.10%12.24%
Max Drawdown-55.58%-55.20%
Current Drawdown-34.97%-0.81%

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TSLTX vs. VFIAX - Expense Ratio Comparison

TSLTX has a 0.80% expense ratio, which is higher than VFIAX's 0.04% 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 VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.7

The correlation between TSLTX and VFIAX 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.

Risk-Adjusted Performance

TSLTX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 1.73, compared to the broader market-1.000.001.002.003.004.005.001.732.69
The chart of Sortino ratio for TSLTX, currently valued at 2.52, compared to the broader market0.005.0010.002.523.58
The chart of Omega ratio for TSLTX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.50
The chart of Calmar ratio for TSLTX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.673.89
The chart of Martin ratio for TSLTX, currently valued at 9.61, compared to the broader market0.0020.0040.0060.0080.00100.009.6117.49
TSLTX
VFIAX

The current TSLTX Sharpe Ratio is 1.73, which is lower than the VFIAX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of TSLTX and VFIAX, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.73
2.69
TSLTX
VFIAX

Dividends

TSLTX vs. VFIAX - Dividend Comparison

TSLTX's dividend yield for the trailing twelve months is around 2.51%, more than VFIAX's 1.23% yield.


TTM20232022202120202019201820172016201520142013
TSLTX
Transamerica Small Cap Value
2.51%2.99%1.33%1.31%0.24%2.14%1.01%4.30%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.23%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TSLTX vs. VFIAX - Drawdown Comparison

The maximum TSLTX drawdown since its inception was -55.58%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TSLTX and VFIAX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.97%
-0.81%
TSLTX
VFIAX

Volatility

TSLTX vs. VFIAX - Volatility Comparison

Transamerica Small Cap Value (TSLTX) has a higher volatility of 7.02% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.95%. This indicates that TSLTX's price experiences larger fluctuations and is considered to be riskier than VFIAX 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%JuneJulyAugustSeptemberOctoberNovember
7.02%
3.95%
TSLTX
VFIAX