TSTFX vs. AUEIX
TSTFX (Transamerica Stock Index) and AUEIX (AQR Large Cap Defensive Style Fund) are both Large Cap Blend Equities funds. Over the past 5 years, TSTFX returned 4.85%/yr vs 5.93%/yr for AUEIX. Their correlation of 0.83 means they have usually moved in the same direction. TSTFX charges 0.30%/yr vs 0.37%/yr for AUEIX.
Performance
TSTFX vs. AUEIX - Performance Comparison
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Returns By Period
In the year-to-date period, TSTFX achieves a 9.17% return, which is significantly higher than AUEIX's 7.82% return.
TSTFX
- 1D
- 1.71%
- 1M
- -0.58%
- 6M
- 7.61%
- YTD
- 9.17%
- 1Y
- -16.19%
- 3Y*
- 5.71%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 10.46%
AUEIX
- 1D
- 0.58%
- 1M
- 1.28%
- 6M
- 4.68%
- YTD
- 7.82%
- 1Y
- 10.25%
- 3Y*
- 10.69%
- 5Y*
- 5.93%
- 10Y*
- 10.72%
- ALL TIME*
- 12.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TSTFX vs. AUEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSTFX Transamerica Stock Index | 9.17% | -17.03% | 24.66% | 25.99% | -18.27% | 28.84% | 18.10% | 31.17% | -4.75% | 14.78% |
AUEIX AQR Large Cap Defensive Style Fund | 7.82% | 6.95% | 13.85% | 9.49% | -13.81% | 23.52% | 13.10% | 28.63% | -0.27% | 15.02% |
Correlation
The correlation between TSTFX and AUEIX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.83 |
Over the past year, the correlation between TSTFX and AUEIX has dropped to 0.52 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
TSTFX vs. AUEIX — Risk / Return Rank
TSTFX
AUEIX
TSTFX vs. AUEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) and AQR Large Cap Defensive Style Fund (AUEIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSTFX | AUEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.45 | -1.97 |
| Martin ratioReturn relative to average drawdown | -0.82 | 4.81 | -5.63 |
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Drawdowns
TSTFX vs. AUEIX - Drawdown Comparison
The maximum TSTFX drawdown since its inception was -34.74%, which is greater than AUEIX's maximum drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for TSTFX and AUEIX.
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Drawdown Indicators
| TSTFX | AUEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -30.82% | -3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -5.91% | -28.83% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -10.27% | -24.47% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -22.08% | -12.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.82% | — |
Current DrawdownCurrent decline from peak | -23.27% | -0.31% | -22.96% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -3.39% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 1.78% | +19.24% |
Volatility
TSTFX vs. AUEIX - Volatility Comparison
Transamerica Stock Index (TSTFX) has a higher volatility of 3.47% compared to AQR Large Cap Defensive Style Fund (AUEIX) at 1.82%. This indicates that TSTFX's price experiences larger fluctuations and is considered to be riskier than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSTFX | AUEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 1.82% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 6.22% | +3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 8.23% | +23.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 13.00% | +8.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 15.17% | +5.75% |
TSTFX vs. AUEIX - Expense Ratio Comparison
TSTFX has a 0.30% expense ratio, which is lower than AUEIX's 0.37% expense ratio.
Dividends
TSTFX vs. AUEIX - Dividend Comparison
TSTFX's dividend yield for the trailing twelve months is around 0.81%, less than AUEIX's 21.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 21.05% | 22.70% | 24.31% | 24.28% | 10.26% | 2.54% | 1.29% | 1.12% | 1.67% | 2.36% | 1.99% | 6.18% |
TSTFX Transamerica Stock Index | 0.81% | 0.70% | 2.61% | 4.32% | 6.77% | 6.57% | 4.69% | 5.60% | 4.69% | 2.85% | 0.00% | 0.00% |
Frequently Asked Questions
TSTFX and AUEIX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSTFX has higher volatility (3.47%) compared to AUEIX (1.82%). In terms of maximum drawdown, TSTFX dropped -34.74% vs AUEIX's -30.82%.
AUEIX currently has the higher Sharpe Ratio (1.05 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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