TSLTX vs. VFIAX
Compare and contrast key facts about Transamerica Small Cap Value (TSLTX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
TSLTX is managed by Transamerica. It was launched on Jan 23, 2003. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLTX or VFIAX.
Key characteristics
| TSLTX | VFIAX | |
|---|---|---|
| YTD Return | 21.24% | 27.24% |
| 1Y Return | 43.78% | 37.81% |
| 3Y Return (Ann) | 4.78% | 10.32% |
| 5Y Return (Ann) | 10.34% | 16.00% |
| Sharpe Ratio | 2.20 | 3.24 |
| Sortino Ratio | 3.14 | 4.29 |
| Omega Ratio | 1.39 | 1.61 |
| Calmar Ratio | 0.84 | 4.73 |
| Martin Ratio | 12.72 | 21.42 |
| Ulcer Index | 3.58% | 1.87% |
| Daily Std Dev | 20.75% | 12.29% |
| Max Drawdown | -55.58% | -55.20% |
| Current Drawdown | -33.71% | 0.00% |
Correlation
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.
Performance
TSLTX vs. VFIAX - Performance Comparison
In the year-to-date period, TSLTX achieves a 21.24% return, which is significantly lower than VFIAX's 27.24% 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. VFIAX - Expense Ratio Comparison
TSLTX has a 0.80% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
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.
Dividends
TSLTX vs. VFIAX - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 2.47%, more than VFIAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 2.47% | 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 | 1.22% | 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.
Volatility
TSLTX vs. VFIAX - Volatility Comparison
Transamerica Small Cap Value (TSLTX) has a higher volatility of 6.86% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.89%. 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.