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VWUAX vs. TADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWUAX vs. TADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Transamerica US Growth (TADAX). The values are adjusted to include any dividend payments, if applicable.

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VWUAX vs. TADAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
-15.04%15.49%31.79%45.32%-39.58%2.43%58.80%48.42%0.77%31.26%
TADAX
Transamerica US Growth
-13.15%17.09%28.81%41.45%-31.60%20.65%35.85%39.41%-0.52%28.71%

Returns By Period

In the year-to-date period, VWUAX achieves a -15.04% return, which is significantly lower than TADAX's -13.15% return. Both investments have delivered pretty close results over the past 10 years, with VWUAX having a 13.97% annualized return and TADAX not far ahead at 14.23%.


VWUAX

1D
-0.26%
1M
-8.83%
YTD
-15.04%
6M
-15.45%
1Y
9.26%
3Y*
17.51%
5Y*
3.34%
10Y*
13.97%

TADAX

1D
-0.61%
1M
-9.05%
YTD
-13.15%
6M
-11.89%
1Y
14.01%
3Y*
17.49%
5Y*
8.61%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWUAX vs. TADAX - Expense Ratio Comparison

VWUAX has a 0.28% expense ratio, which is lower than TADAX's 1.02% expense ratio.


Return for Risk

VWUAX vs. TADAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWUAX
VWUAX Risk / Return Rank: 1515
Overall Rank
VWUAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VWUAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
VWUAX Omega Ratio Rank: 1717
Omega Ratio Rank
VWUAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VWUAX Martin Ratio Rank: 1212
Martin Ratio Rank

TADAX
TADAX Risk / Return Rank: 2626
Overall Rank
TADAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TADAX Omega Ratio Rank: 2828
Omega Ratio Rank
TADAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TADAX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWUAX vs. TADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Transamerica US Growth (TADAX). 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.


VWUAXTADAXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.62

-0.24

Sortino ratio

Return per unit of downside risk

0.72

1.04

-0.32

Omega ratio

Gain probability vs. loss probability

1.10

1.14

-0.04

Calmar ratio

Return relative to maximum drawdown

0.31

0.67

-0.37

Martin ratio

Return relative to average drawdown

1.00

2.39

-1.38

VWUAX vs. TADAX - Sharpe Ratio Comparison

The current VWUAX Sharpe Ratio is 0.38, which is lower than the TADAX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VWUAX and TADAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VWUAXTADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.62

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.38

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.65

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.63

-0.26

Correlation

The correlation between VWUAX and TADAX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VWUAX vs. TADAX - Dividend Comparison

VWUAX's dividend yield for the trailing twelve months is around 11.18%, more than TADAX's 5.29% yield.


TTM20252024202320222021202020192018201720162015
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
11.18%9.50%4.70%0.37%0.49%3.60%4.00%13.28%9.80%4.63%1.67%9.10%
TADAX
Transamerica US Growth
5.29%4.59%16.73%3.66%4.60%13.56%9.73%8.29%12.42%10.92%2.29%2.47%

Drawdowns

VWUAX vs. TADAX - Drawdown Comparison

The maximum VWUAX drawdown since its inception was -50.37%, which is greater than TADAX's maximum drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for VWUAX and TADAX.


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Drawdown Indicators


VWUAXTADAXDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-39.29%

-11.08%

Max Drawdown (1Y)

Largest decline over 1 year

-19.12%

-16.48%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-50.17%

-39.29%

-10.88%

Max Drawdown (10Y)

Largest decline over 10 years

-50.17%

-39.29%

-10.88%

Current Drawdown

Current decline from peak

-19.12%

-16.48%

-2.64%

Average Drawdown

Average peak-to-trough decline

-12.87%

-6.43%

-6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

4.66%

+1.15%

Volatility

VWUAX vs. TADAX - Volatility Comparison

Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Transamerica US Growth (TADAX) have volatilities of 5.78% and 5.79%, 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


VWUAXTADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

5.79%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.81%

12.84%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

23.40%

22.75%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.01%

23.05%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.64%

21.85%

+1.79%