TSTFX vs. IIVAX
TSTFX (Transamerica Stock Index) and IIVAX (Transamerica Small/Mid Cap Value Fund) are both mutual funds - TSTFX is a Large Cap Blend Equities fund managed by Transamerica, while IIVAX is a Mid Cap Value Equities fund managed by Transamerica. Over the past 5 years, TSTFX returned 4.85%/yr vs 8.48%/yr for IIVAX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. TSTFX charges 0.30%/yr vs 1.23%/yr for IIVAX.
Performance
TSTFX vs. IIVAX - Performance Comparison
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Returns By Period
In the year-to-date period, TSTFX achieves a 9.17% return, which is significantly lower than IIVAX's 15.66% 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%
IIVAX
- 1D
- -0.67%
- 1M
- 1.95%
- 6M
- 9.91%
- YTD
- 15.66%
- 1Y
- 26.07%
- 3Y*
- 12.12%
- 5Y*
- 8.48%
- 10Y*
- 10.22%
- ALL TIME*
- 10.81%
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. IIVAX - 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% |
IIVAX Transamerica Small/Mid Cap Value Fund | 15.66% | 9.49% | 8.57% | 12.02% | -8.35% | 27.49% | 3.25% | 24.62% | -11.87% | 12.07% |
Correlation
The correlation between TSTFX and IIVAX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.74 |
Over the past year, the correlation between TSTFX and IIVAX has dropped to 0.46 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
TSTFX vs. IIVAX — Risk / Return Rank
TSTFX
IIVAX
TSTFX vs. IIVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) and Transamerica Small/Mid Cap Value Fund (IIVAX). 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 | IIVAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.31 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.67 | -3.19 |
| Martin ratioReturn relative to average drawdown | -0.82 | 9.49 | -10.31 |
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Drawdowns
TSTFX vs. IIVAX - Drawdown Comparison
The maximum TSTFX drawdown since its inception was -34.74%, smaller than the maximum IIVAX drawdown of -57.38%. Use the drawdown chart below to compare losses from any high point for TSTFX and IIVAX.
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Drawdown Indicators
| TSTFX | IIVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -57.38% | +22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -8.87% | -25.87% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -19.76% | -14.98% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -23.12% | -11.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.13% | — |
Current DrawdownCurrent decline from peak | -23.27% | -1.06% | -22.21% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -8.29% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 2.50% | +18.52% |
Volatility
TSTFX vs. IIVAX - Volatility Comparison
Transamerica Stock Index (TSTFX) and Transamerica Small/Mid Cap Value Fund (IIVAX) have volatilities of 3.47% and 3.32%, 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.
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Volatility by Period
| TSTFX | IIVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.32% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 8.95% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 13.39% | +18.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 18.48% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 20.34% | +0.58% |
TSTFX vs. IIVAX - Expense Ratio Comparison
TSTFX has a 0.30% expense ratio, which is lower than IIVAX's 1.23% expense ratio.
Dividends
TSTFX vs. IIVAX - Dividend Comparison
TSTFX's dividend yield for the trailing twelve months is around 0.81%, less than IIVAX's 9.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIVAX Transamerica Small/Mid Cap Value Fund | 9.15% | 10.58% | 12.75% | 4.83% | 9.72% | 10.94% | 0.48% | 3.17% | 12.58% | 13.20% | 5.91% | 9.34% |
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 IIVAX have a correlation of 0.46, 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 IIVAX (3.32%). In terms of maximum drawdown, TSTFX dropped -34.74% vs IIVAX's -57.38%.
IIVAX currently has the higher Sharpe Ratio (1.77 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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