Correlation
The correlation between TSLTX and XMMO 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. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLTX or XMMO.
Performance
TSLTX vs. XMMO - Performance Comparison
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Key characteristics
TSLTX:
-0.60
XMMO:
0.33
TSLTX:
-0.61
XMMO:
0.69
TSLTX:
0.89
XMMO:
1.09
TSLTX:
-0.28
XMMO:
0.38
TSLTX:
-0.94
XMMO:
1.10
TSLTX:
20.66%
XMMO:
8.54%
TSLTX:
31.88%
XMMO:
24.66%
TSLTX:
-69.81%
XMMO:
-55.37%
TSLTX:
-64.53%
XMMO:
-7.83%
Returns By Period
In the year-to-date period, TSLTX achieves a -6.64% return, which is significantly lower than XMMO's 1.58% return.
TSLTX
-6.64%
6.91%
-31.47%
-18.88%
-11.72%
-7.91%
N/A
XMMO
1.58%
9.77%
-7.68%
8.18%
16.24%
16.92%
15.24%
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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.
Risk-Adjusted Performance
TSLTX vs. XMMO — Risk-Adjusted Performance Rank
TSLTX
XMMO
TSLTX vs. XMMO - Risk-Adjusted Performance 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.
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Dividends
TSLTX vs. XMMO - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 29.98%, more than XMMO's 0.49% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 29.98% | 27.99% | 2.99% | 21.70% | 77.67% | 0.24% | 4.26% | 11.17% | 4.30% | 0.00% | 0.00% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.49% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% |
Drawdowns
TSLTX vs. XMMO - Drawdown Comparison
The maximum TSLTX drawdown since its inception was -69.81%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for TSLTX and XMMO.
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Volatility
TSLTX vs. XMMO - Volatility Comparison
Transamerica Small Cap Value (TSLTX) has a higher volatility of 6.14% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 5.14%. This indicates that TSLTX's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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