TSTFX vs. SILVX
TSTFX (Transamerica Stock Index) and SILVX (SGI U.S. Large Equity Fund) are both Large Cap Blend Equities funds. Over the past 5 years, TSTFX returned 4.85%/yr vs 7.85%/yr for SILVX. Their correlation of 0.82 means they have usually moved in the same direction. TSTFX charges 0.30%/yr vs 0.98%/yr for SILVX.
Performance
TSTFX vs. SILVX - 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 SILVX's 11.62% 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%
SILVX
- 1D
- 0.82%
- 1M
- 0.26%
- 6M
- 7.28%
- YTD
- 11.62%
- 1Y
- 20.78%
- 3Y*
- 14.32%
- 5Y*
- 7.85%
- 10Y*
- 10.34%
- ALL TIME*
- 11.23%
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. SILVX - 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% |
SILVX SGI U.S. Large Equity Fund | 11.62% | 8.89% | 17.65% | 10.43% | -12.99% | 17.31% | 11.48% | 29.22% | 0.19% | 12.45% |
Correlation
The correlation between TSTFX and SILVX is 0.59, 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. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.82 |
Over the past year, the correlation between TSTFX and SILVX has dropped to 0.59 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
TSTFX vs. SILVX — Risk / Return Rank
TSTFX
SILVX
TSTFX vs. SILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) and SGI U.S. Large Equity Fund (SILVX). 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 | SILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.37 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.50 | -3.01 |
| Martin ratioReturn relative to average drawdown | -0.82 | 11.23 | -12.04 |
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Drawdowns
TSTFX vs. SILVX - Drawdown Comparison
The maximum TSTFX drawdown since its inception was -34.74%, which is greater than SILVX's maximum drawdown of -31.29%. Use the drawdown chart below to compare losses from any high point for TSTFX and SILVX.
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Drawdown Indicators
| TSTFX | SILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -31.29% | -3.45% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -7.87% | -26.87% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -12.12% | -22.62% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -21.21% | -13.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.29% | — |
Current DrawdownCurrent decline from peak | -23.27% | -0.15% | -23.12% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -3.57% | -2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 1.75% | +19.27% |
Volatility
TSTFX vs. SILVX - Volatility Comparison
Transamerica Stock Index (TSTFX) has a higher volatility of 3.47% compared to SGI U.S. Large Equity Fund (SILVX) at 2.47%. This indicates that TSTFX's price experiences larger fluctuations and is considered to be riskier than SILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSTFX | SILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 2.47% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 6.97% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 9.33% | +22.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 13.20% | +8.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 14.95% | +5.97% |
TSTFX vs. SILVX - Expense Ratio Comparison
TSTFX has a 0.30% expense ratio, which is lower than SILVX's 0.98% expense ratio.
Dividends
TSTFX vs. SILVX - Dividend Comparison
TSTFX's dividend yield for the trailing twelve months is around 0.81%, less than SILVX's 7.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 7.95% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
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 SILVX have a correlation of 0.59, 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 SILVX (2.47%). In terms of maximum drawdown, TSTFX dropped -34.74% vs SILVX's -31.29%.
SILVX currently has the higher Sharpe Ratio (2.11 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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