Correlation
The correlation between TSWIX and SPY is 0.58, 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.
TSWIX vs. SPY
Compare and contrast key facts about Transamerica International Equity (TSWIX) and SPDR S&P 500 ETF (SPY).
TSWIX is managed by Transamerica. It was launched on Dec 17, 1992. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSWIX or SPY.
Performance
TSWIX vs. SPY - Performance Comparison
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Key characteristics
TSWIX:
0.98
SPY:
0.67
TSWIX:
1.25
SPY:
1.03
TSWIX:
1.18
SPY:
1.15
TSWIX:
0.94
SPY:
0.69
TSWIX:
3.09
SPY:
2.61
TSWIX:
4.98%
SPY:
4.92%
TSWIX:
17.91%
SPY:
20.44%
TSWIX:
-58.65%
SPY:
-55.19%
TSWIX:
-0.17%
SPY:
-3.44%
Returns By Period
In the year-to-date period, TSWIX achieves a 18.01% return, which is significantly higher than SPY's 0.98% return. Over the past 10 years, TSWIX has underperformed SPY with an annualized return of 5.47%, while SPY has yielded a comparatively higher 12.73% annualized return.
TSWIX
18.01%
5.42%
16.37%
17.32%
10.26%
12.19%
5.47%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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TSWIX vs. SPY - Expense Ratio Comparison
TSWIX has a 0.84% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
TSWIX vs. SPY — Risk-Adjusted Performance Rank
TSWIX
SPY
TSWIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Equity (TSWIX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
TSWIX vs. SPY - Dividend Comparison
TSWIX's dividend yield for the trailing twelve months is around 2.57%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWIX Transamerica International Equity | 2.57% | 3.03% | 3.16% | 1.12% | 3.55% | 1.22% | 2.75% | 5.56% | 3.08% | 1.91% | 2.64% | 3.50% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
TSWIX vs. SPY - Drawdown Comparison
The maximum TSWIX drawdown since its inception was -58.65%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TSWIX and SPY.
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Volatility
TSWIX vs. SPY - Volatility Comparison
The current volatility for Transamerica International Equity (TSWIX) is 3.22%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that TSWIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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