TWQZX vs. TLOFX
TWQZX (Transamerica Large Cap Value Fund) and TLOFX (Transamerica Large Value Opportunities) are both Large Cap Value Equities funds from Transamerica. Over the past 5 years, TWQZX returned 13.50%/yr vs 10.40%/yr for TLOFX. Their correlation of 0.93 means they have usually moved in the same direction. TWQZX charges 0.61%/yr vs 0.75%/yr for TLOFX.
Performance
TWQZX vs. TLOFX - Performance Comparison
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Returns By Period
In the year-to-date period, TWQZX achieves a 14.23% return, which is significantly higher than TLOFX's 12.17% return.
TWQZX
- 1D
- 1.24%
- 1M
- 2.67%
- 6M
- 9.03%
- YTD
- 14.23%
- 1Y
- 29.53%
- 3Y*
- 19.93%
- 5Y*
- 13.50%
- 10Y*
- 11.67%
- ALL TIME*
- 12.53%
TLOFX
- 1D
- 1.03%
- 1M
- 1.76%
- 6M
- 8.01%
- YTD
- 12.17%
- 1Y
- 18.54%
- 3Y*
- 14.27%
- 5Y*
- 10.40%
- 10Y*
- —
- ALL TIME*
- 10.14%
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 |
TWQZX vs. TLOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWQZX Transamerica Large Cap Value Fund | 14.23% | 23.94% | 17.19% | 13.20% | -7.13% | 31.23% | 1.29% | 18.09% | -10.40% | 10.64% |
TLOFX Transamerica Large Value Opportunities | 12.17% | 9.67% | 18.60% | 7.98% | -3.84% | 28.85% | -1.14% | 23.15% | -9.05% | 14.24% |
Correlation
The correlation between TWQZX and TLOFX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.93 |
The correlation between TWQZX and TLOFX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
TWQZX vs. TLOFX — Risk / Return Rank
TWQZX
TLOFX
TWQZX vs. TLOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Large Cap Value Fund (TWQZX) and Transamerica Large Value Opportunities (TLOFX). 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.
| TWQZX | TLOFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.29 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.08 | +1.51 |
| Martin ratioReturn relative to average drawdown | 16.12 | 8.54 | +7.59 |
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Drawdowns
TWQZX vs. TLOFX - Drawdown Comparison
The maximum TWQZX drawdown since its inception was -42.44%, which is greater than TLOFX's maximum drawdown of -37.99%. Use the drawdown chart below to compare losses from any high point for TWQZX and TLOFX.
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Drawdown Indicators
| TWQZX | TLOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.44% | -37.99% | -4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.61% | -8.18% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -15.22% | -15.28% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -18.69% | -24.34% | +5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -42.44% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.20% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -6.21% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.99% | -0.29% |
Volatility
TWQZX vs. TLOFX - Volatility Comparison
Transamerica Large Cap Value Fund (TWQZX) and Transamerica Large Value Opportunities (TLOFX) have volatilities of 2.97% and 2.96%, 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
| TWQZX | TLOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 2.96% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.98% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 10.53% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 16.93% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 18.60% | -0.44% |
TWQZX vs. TLOFX - Expense Ratio Comparison
TWQZX has a 0.61% expense ratio, which is lower than TLOFX's 0.75% expense ratio.
Dividends
TWQZX vs. TLOFX - Dividend Comparison
TWQZX's dividend yield for the trailing twelve months is around 3.44%, less than TLOFX's 13.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLOFX Transamerica Large Value Opportunities | 13.27% | 15.11% | 23.72% | 1.73% | 8.52% | 17.26% | 2.02% | 2.52% | 23.00% | 3.02% | 0.00% | 0.00% |
TWQZX Transamerica Large Cap Value Fund | 3.44% | 4.01% | 3.06% | 8.74% | 7.07% | 2.41% | 1.97% | 4.88% | 13.02% | 13.17% | 9.91% | 13.44% |
Frequently Asked Questions
TWQZX and TLOFX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TWQZX has higher volatility (2.97%) compared to TLOFX (2.96%). In terms of maximum drawdown, TWQZX dropped -42.44% vs TLOFX's -37.99%.
TWQZX currently has the higher Sharpe Ratio (2.36 vs 1.62), 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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