TSLTX vs. XMMO
Compare and contrast key facts about Transamerica Small Cap Value (TSLTX) and Invesco S&P MidCap Momentum ETF (XMMO).
TSLTX is managed by Transamerica. It was launched on Jan 23, 2003. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Performance
TSLTX vs. XMMO - Performance Comparison
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TSLTX vs. XMMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 6.96% | 9.56% | 12.59% | 8.84% | -12.51% | 31.10% | 5.99% | 20.91% | -16.42% |
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 29.17% | 36.78% | -2.18% |
Returns By Period
The year-to-date returns for both stocks are quite close, with TSLTX having a 6.96% return and XMMO slightly lower at 6.86%.
TSLTX
- 1D
- 2.41%
- 1M
- -3.66%
- YTD
- 6.96%
- 6M
- 10.52%
- 1Y
- 28.01%
- 3Y*
- 12.89%
- 5Y*
- 6.36%
- 10Y*
- —
XMMO
- 1D
- 1.85%
- 1M
- -2.62%
- YTD
- 6.86%
- 6M
- 9.51%
- 1Y
- 29.37%
- 3Y*
- 25.85%
- 5Y*
- 12.62%
- 10Y*
- 18.41%
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TSLTX vs. XMMO - Expense Ratio Comparison
TSLTX has a 0.80% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Return for Risk
TSLTX vs. XMMO — Risk / Return Rank
TSLTX
XMMO
TSLTX vs. XMMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and Invesco S&P MidCap Momentum ETF (XMMO). 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.
| TSLTX | XMMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.34 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.91 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.41 | -0.42 |
Martin ratioReturn relative to average drawdown | 8.21 | 11.42 | -3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLTX | XMMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.34 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.60 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.55 | -0.38 |
Correlation
The correlation between TSLTX and XMMO is 0.78, 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.
Dividends
TSLTX vs. XMMO - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 5.03%, more than XMMO's 0.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 5.03% | 5.38% | 27.99% | 2.99% | 21.70% | 77.67% | 0.24% | 4.26% | 11.17% | 0.00% | 0.00% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Drawdowns
TSLTX vs. XMMO - Drawdown Comparison
The maximum TSLTX drawdown since its inception was -55.58%, roughly equal to the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for TSLTX and XMMO.
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Drawdown Indicators
| TSLTX | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.58% | -55.37% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.50% | -12.81% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -55.58% | -27.91% | -27.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.74% | — |
Current DrawdownCurrent decline from peak | -27.85% | -2.62% | -25.23% |
Average DrawdownAverage peak-to-trough decline | -28.61% | -9.52% | -19.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.70% | +0.82% |
Volatility
TSLTX vs. XMMO - Volatility Comparison
The current volatility for Transamerica Small Cap Value (TSLTX) is 5.76%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. This indicates that TSLTX experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLTX | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 9.04% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 14.39% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.78% | 22.03% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.06% | 21.27% | +28.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.02% | 22.11% | +21.91% |