TSTFX vs. QUERX
TSTFX (Transamerica Stock Index) and QUERX (AQR Large Cap Defensive Style Fund Class R6) are both Large Cap Blend Equities funds. Over the past 5 years, TSTFX returned 4.85%/yr vs 5.99%/yr for QUERX. Their correlation of 0.83 means they have usually moved in the same direction. TSTFX charges 0.30%/yr vs 0.31%/yr for QUERX.
Performance
TSTFX vs. QUERX - 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 QUERX's 7.85% 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%
QUERX
- 1D
- 0.58%
- 1M
- 1.28%
- 6M
- 4.75%
- YTD
- 7.85%
- 1Y
- 10.30%
- 3Y*
- 10.75%
- 5Y*
- 5.99%
- 10Y*
- 10.80%
- ALL TIME*
- 10.80%
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. QUERX - 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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 7.85% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 15.08% |
Correlation
The correlation between TSTFX and QUERX is 0.54, 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. | 0.54 |
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 QUERX has dropped to 0.54 - 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. QUERX — Risk / Return Rank
TSTFX
QUERX
TSTFX vs. QUERX - 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 Class R6 (QUERX). 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 | QUERX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.46 | -1.98 |
| Martin ratioReturn relative to average drawdown | -0.82 | 4.89 | -5.70 |
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Drawdowns
TSTFX vs. QUERX - Drawdown Comparison
The maximum TSTFX drawdown since its inception was -34.74%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for TSTFX and QUERX.
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Drawdown Indicators
| TSTFX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -30.81% | -3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -5.93% | -28.81% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -10.21% | -24.53% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -22.04% | -12.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.81% | — |
Current DrawdownCurrent decline from peak | -23.27% | -0.32% | -22.95% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -3.88% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 1.77% | +19.25% |
Volatility
TSTFX vs. QUERX - Volatility Comparison
Transamerica Stock Index (TSTFX) has a higher volatility of 3.47% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 1.82%. This indicates that TSTFX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSTFX | QUERX | 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% | 6.20% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 8.21% | +24.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 13.01% | +8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 15.19% | +5.73% |
TSTFX vs. QUERX - Expense Ratio Comparison
TSTFX has a 0.30% expense ratio, which is lower than QUERX's 0.31% expense ratio.
Dividends
TSTFX vs. QUERX - Dividend Comparison
TSTFX's dividend yield for the trailing twelve months is around 0.81%, less than QUERX's 21.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUERX AQR Large Cap Defensive Style Fund Class R6 | 21.20% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
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 QUERX have a correlation of 0.54, 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 QUERX (1.82%). In terms of maximum drawdown, TSTFX dropped -34.74% vs QUERX's -30.81%.
QUERX currently has the higher Sharpe Ratio (1.06 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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