TSWIX vs. IALAX
Compare and contrast key facts about Transamerica International Equity (TSWIX) and Transamerica Capital Growth Fund (IALAX).
TSWIX is managed by Transamerica. It was launched on Dec 17, 1992. IALAX is managed by Transamerica. It was launched on Mar 1, 1999.
Performance
TSWIX vs. IALAX - Performance Comparison
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TSWIX vs. IALAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWIX Transamerica International Equity | -2.81% | 32.53% | 3.55% | 16.09% | -14.05% | 13.23% | 6.75% | 21.14% | -15.95% | 22.58% |
IALAX Transamerica Capital Growth Fund | -18.81% | 20.54% | 43.92% | 47.30% | -60.39% | 0.10% | 111.63% | 21.63% | 6.59% | 43.81% |
Returns By Period
In the year-to-date period, TSWIX achieves a -2.81% return, which is significantly higher than IALAX's -18.81% return. Over the past 10 years, TSWIX has underperformed IALAX with an annualized return of 7.68%, while IALAX has yielded a comparatively higher 12.67% annualized return.
TSWIX
- 1D
- 0.79%
- 1M
- -11.38%
- YTD
- -2.81%
- 6M
- 3.94%
- 1Y
- 17.40%
- 3Y*
- 12.81%
- 5Y*
- 7.27%
- 10Y*
- 7.68%
IALAX
- 1D
- -0.61%
- 1M
- -8.35%
- YTD
- -18.81%
- 6M
- -26.34%
- 1Y
- 9.12%
- 3Y*
- 21.13%
- 5Y*
- -3.36%
- 10Y*
- 12.67%
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TSWIX vs. IALAX - Expense Ratio Comparison
TSWIX has a 0.84% expense ratio, which is lower than IALAX's 1.01% expense ratio.
Return for Risk
TSWIX vs. IALAX — Risk / Return Rank
TSWIX
IALAX
TSWIX vs. IALAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Equity (TSWIX) and Transamerica Capital Growth Fund (IALAX). 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.
| TSWIX | IALAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.23 | +0.69 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.57 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.07 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.13 | +0.97 |
Martin ratioReturn relative to average drawdown | 4.50 | 0.33 | +4.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSWIX | IALAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.23 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | -0.08 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.37 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.37 | +0.01 |
Correlation
The correlation between TSWIX and IALAX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TSWIX vs. IALAX - Dividend Comparison
TSWIX's dividend yield for the trailing twelve months is around 7.90%, while IALAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWIX Transamerica International Equity | 7.90% | 7.68% | 3.03% | 3.16% | 1.12% | 3.55% | 1.22% | 2.75% | 5.56% | 3.08% | 1.90% | 2.64% |
IALAX Transamerica Capital Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 20.49% | 5.37% | 10.49% | 4.92% | 23.22% | 22.63% | 3.34% |
Drawdowns
TSWIX vs. IALAX - Drawdown Comparison
The maximum TSWIX drawdown since its inception was -58.76%, smaller than the maximum IALAX drawdown of -69.30%. Use the drawdown chart below to compare losses from any high point for TSWIX and IALAX.
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Drawdown Indicators
| TSWIX | IALAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.76% | -69.30% | +10.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -29.07% | +16.19% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -69.30% | +39.05% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -69.30% | +29.72% |
Current DrawdownCurrent decline from peak | -11.38% | -33.66% | +22.28% |
Average DrawdownAverage peak-to-trough decline | -13.89% | -14.78% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 11.27% | -7.96% |
Volatility
TSWIX vs. IALAX - Volatility Comparison
The current volatility for Transamerica International Equity (TSWIX) is 7.16%, while Transamerica Capital Growth Fund (IALAX) has a volatility of 8.57%. This indicates that TSWIX experiences smaller price fluctuations and is considered to be less risky than IALAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSWIX | IALAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 8.57% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 22.03% | -11.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 33.36% | -15.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 41.72% | -25.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 34.50% | -17.20% |