TSTFX vs. BKTSX

Last updated Jun 4, 2026

TSTFX (Transamerica Stock Index) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 5 years, TSTFX returned 6.41%/yr vs 13.12%/yr for BKTSX. With a 0.95 correlation, they move nearly in lockstep. TSTFX charges 0.30%/yr vs 0.02%/yr for BKTSX.

Performance

TSTFX vs. BKTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Stock Index (TSTFX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with TSTFX having a 11.55% return and BKTSX slightly higher at 11.73%.

TSTFX

• 1D: 0.11%
• 1M: 5.79%
• YTD: 11.55%
• 6M: -21.00%
• 1Y: -8.95%
• 3Y*: 9.00%
• 5Y*: 6.41%
• 10Y*: —

BKTSX

• 1D: 0.23%
• 1M: 5.68%
• YTD: 11.73%
• 6M: 11.61%
• 1Y: 28.67%
• 3Y*: 22.30%
• 5Y*: 13.12%
• 10Y*: 15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSTFX vs. BKTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSTFX Transamerica Stock Index	11.55%	-17.03%	24.66%	25.99%	-18.27%	28.84%	18.10%	31.17%	-4.75%	14.78%
BKTSX iShares Total U.S. Stock Market Index Fund Class K	11.73%	17.15%	23.83%	26.02%	-19.05%	25.56%	20.82%	31.12%	-5.37%	15.57%

Correlation

The correlation between TSTFX and BKTSX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017	0.95

The correlation between TSTFX and BKTSX shifts across timeframes, from 0.83 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TSTFX vs. BKTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSTFX

TSTFX Risk / Return Rank: 2
TSTFX Sharpe Ratio Rank: 2
TSTFX Sortino Ratio Rank: 2
TSTFX Omega Ratio Rank: 2
TSTFX Calmar Ratio Rank: 2
TSTFX Martin Ratio Rank: 2

BKTSX

BKTSX Risk / Return Rank: 70
BKTSX Sharpe Ratio Rank: 70
BKTSX Sortino Ratio Rank: 63
BKTSX Omega Ratio Rank: 62
BKTSX Calmar Ratio Rank: 73
BKTSX Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSTFX vs. BKTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.

	TSTFX	BKTSX	Difference
Sharpe ratio: Return per unit of total volatility	-0.29	2.44	-2.73
Sortino ratio: Return per unit of downside risk	-0.12	3.33	-3.45
Omega ratio: Gain probability vs. loss probability	0.96	1.44	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.27	3.34	-3.62
Martin ratio: Return relative to average drawdown	-0.47	15.37	-15.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSTFX vs. BKTSX - Sharpe Ratio Comparison

The current TSTFX Sharpe Ratio is -0.29, which is lower than the BKTSX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of TSTFX and BKTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TSTFX	BKTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.29	2.44	-2.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.76	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.83	-0.30

Drawdowns

TSTFX vs. BKTSX - Drawdown Comparison

The maximum TSTFX drawdown since its inception was -34.74%, roughly equal to the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for TSTFX and BKTSX.

Drawdown Indicators

	TSTFX	BKTSX	Difference
Max Drawdown Largest peak-to-trough decline	-34.74%	-34.97%	+0.23%
Max Drawdown (1Y) Largest decline over 1 year	-34.74%	-8.87%	-25.87%
Max Drawdown (3Y) Largest decline over 3 years	-34.74%	-19.29%	-15.45%
Max Drawdown (5Y) Largest decline over 5 years	-34.74%	-24.98%	-9.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-21.59%	0.00%	-21.59%
Average Drawdown Average peak-to-trough decline	-6.04%	-4.53%	-1.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.90%	1.93%	+16.97%

Volatility

TSTFX vs. BKTSX - Volatility Comparison

Transamerica Stock Index (TSTFX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 2.81% and 2.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSTFX	BKTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.94%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	34.38%	9.13%	+25.25%
Volatility (1Y) Calculated over the trailing 1-year period	32.29%	12.15%	+20.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.51%	17.36%	+4.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.01%	18.41%	+2.60%

TSTFX vs. BKTSX - Expense Ratio Comparison

TSTFX has a 0.30% expense ratio, which is higher than BKTSX's 0.02% expense ratio.

Dividends

TSTFX vs. BKTSX - Dividend Comparison

TSTFX's dividend yield for the trailing twelve months is around 0.87%, less than BKTSX's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BKTSX iShares Total U.S. Stock Market Index Fund Class K	1.04%	1.14%	1.27%	1.46%	1.64%	1.58%	1.51%	2.15%	2.49%	2.17%	1.54%
TSTFX Transamerica Stock Index	0.87%	0.70%	2.61%	4.32%	6.77%	6.57%	4.69%	5.60%	4.69%	2.85%	0.00%

Frequently Asked Questions

Can I hold both TSTFX and BKTSX in my portfolio?

TSTFX and BKTSX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSTFX or BKTSX?

BKTSX has higher volatility (2.94%) compared to TSTFX (2.81%). In terms of maximum drawdown, TSTFX dropped -34.74% vs BKTSX's -34.97%.

Which has better risk-adjusted returns?

BKTSX currently has the higher Sharpe Ratio (2.44 vs -0.29), 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.