VWUAX vs. TADAX

Last updated Jun 5, 2026

VWUAX (Vanguard U.S. Growth Fund Admiral Shares) and TADAX (Transamerica US Growth) are both Large Cap Growth Equities funds. Over the past 10 years, VWUAX returned 16.02%/yr vs 16.70%/yr for TADAX. With a 0.96 correlation, they move nearly in lockstep. VWUAX charges 0.28%/yr vs 1.02%/yr for TADAX.

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.

Returns By Period

In the year-to-date period, VWUAX achieves a 3.27% return, which is significantly lower than TADAX's 8.89% return. Both investments have delivered pretty close results over the past 10 years, with VWUAX having a 16.02% annualized return and TADAX not far ahead at 16.70%.

VWUAX

• 1D: -1.47%
• 1M: 4.41%
• YTD: 3.27%
• 6M: 1.73%
• 1Y: 15.41%
• 3Y*: 21.80%
• 5Y*: 6.60%
• 10Y*: 16.02%

TADAX

• 1D: -1.14%
• 1M: 6.04%
• YTD: 8.89%
• 6M: 7.41%
• 1Y: 26.57%
• 3Y*: 23.33%
• 5Y*: 12.66%
• 10Y*: 16.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWUAX vs. TADAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWUAX Vanguard U.S. Growth Fund Admiral Shares	3.27%	15.49%	31.79%	45.32%	-39.58%	2.43%	58.80%	48.42%	0.77%	31.26%
TADAX Transamerica US Growth	8.89%	17.09%	28.81%	41.45%	-31.60%	20.65%	35.85%	39.41%	-0.52%	28.71%

Correlation

The correlation between VWUAX and TADAX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010	0.96

The correlation between VWUAX and TADAX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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: 11
VWUAX Sharpe Ratio Rank: 13
VWUAX Sortino Ratio Rank: 12
VWUAX Omega Ratio Rank: 13
VWUAX Calmar Ratio Rank: 9
VWUAX Martin Ratio Rank: 9

TADAX

TADAX Risk / Return Rank: 27
TADAX Sharpe Ratio Rank: 33
TADAX Sortino Ratio Rank: 29
TADAX Omega Ratio Rank: 30
TADAX Calmar Ratio Rank: 21
TADAX Martin Ratio Rank: 23

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.

	VWUAX	TADAX	Difference
Sharpe ratio: Return per unit of total volatility	0.97	1.64	-0.67
Sortino ratio: Return per unit of downside risk	1.39	2.25	-0.86
Omega ratio: Gain probability vs. loss probability	1.18	1.29	-0.11
Calmar ratio: Return relative to maximum drawdown	0.85	1.67	-0.82
Martin ratio: Return relative to average drawdown	2.51	5.71	-3.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWUAX vs. TADAX - Sharpe Ratio Comparison

The current VWUAX Sharpe Ratio is 0.97, which is lower than the TADAX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VWUAX and TADAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VWUAX	TADAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	1.64	-0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.55	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.76	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.70	-0.29

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.

Drawdown Indicators

	VWUAX	TADAX	Difference
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 (3Y) Largest decline over 3 years	-25.01%	-24.04%	-0.97%
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	-2.22%	-1.36%	-0.86%
Average Drawdown Average peak-to-trough decline	-12.82%	-6.40%	-6.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.42%	4.80%	+1.62%

Volatility

VWUAX vs. TADAX - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) is 4.05%, while Transamerica US Growth (TADAX) has a volatility of 4.31%. This indicates that VWUAX experiences smaller price fluctuations and is considered to be less risky than TADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWUAX	TADAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	4.31%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	12.57%	12.72%	-0.15%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	16.75%	-0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.93%	23.14%	+1.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.71%	21.94%	+1.77%

VWUAX vs. TADAX - Expense Ratio Comparison

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

Dividends

VWUAX vs. TADAX - Dividend Comparison

VWUAX's dividend yield for the trailing twelve months is around 9.20%, more than TADAX's 4.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TADAX Transamerica US Growth	4.22%	4.59%	16.73%	3.66%	4.60%	13.56%	9.73%	8.29%	12.42%	10.92%	2.29%	2.47%
VWUAX Vanguard U.S. Growth Fund Admiral Shares	9.20%	9.50%	4.70%	0.37%	0.49%	3.60%	4.00%	13.28%	9.80%	4.63%	1.67%	9.10%

Frequently Asked Questions

Can I hold both VWUAX and TADAX in my portfolio?

With a correlation of 0.96, VWUAX and TADAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VWUAX or TADAX?

TADAX has higher volatility (4.31%) compared to VWUAX (4.05%). In terms of maximum drawdown, VWUAX dropped -50.37% vs TADAX's -39.29%.

Which has better risk-adjusted returns?

TADAX currently has the higher Sharpe Ratio (1.64 vs 0.97), 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.