Transamerica Small Correlations

ISCGX Fund

USD 5.23 0.04 0.77%

The current 90-days correlation between Transamerica Small Cap and William Blair Small is 0.28 (i.e., Modest diversification). The correlation of Transamerica Small is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Transamerica Small Correlation With Market

Very poor diversification

The correlation between Transamerica Small Cap and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Transamerica Small Cap and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Transamerica Small Cap. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Transamerica Mutual Fund

0.74	TEOJX	Transamerica Emerging	Pair Corr
0.74	TEOIX	Transamerica Emerging	Pair Corr
0.74	TEOOX	Transamerica Emerging	Pair Corr
0.96	TWQZX	Transamerica Large Cap	Pair Corr
0.96	TWQAX	Transamerica Large Cap	Pair Corr
0.96	TWQIX	Transamerica Large Cap	Pair Corr
0.96	TWQCX	Transamerica Large Cap	Pair Corr
0.87	EMTIX	Transamerica Emerging	Pair Corr
0.86	EMTCX	Transamerica Emerging	Pair Corr
0.85	EMTAX	Transamerica Emerging	Pair Corr
0.68	TFLAX	Transamerica Floating	Pair Corr
0.69	TFLIX	Transamerica Floating	Pair Corr
0.65	TFLCX	Transamerica Floating	Pair Corr
0.84	IMDRX	Transamerica Asset	Pair Corr
0.99	IMCGX	Transamerica Mid Cap	Pair Corr
0.85	IMGRX	Transamerica Asset	Pair Corr
0.84	IMLAX	Transamerica Asset	Pair Corr
0.61	TFXIX	Transamerica Flexible	Pair Corr
0.85	IMLLX	Transamerica Asset	Pair Corr
0.83	IMOAX	Transamerica Asset	Pair Corr
0.83	IMOLX	Transamerica Asset	Pair Corr
0.87	INCLX	Transamerica High Yield	Pair Corr
0.88	TGWFX	Transamerica Large Growth	Pair Corr
0.88	TGWTX	Transamerica Large Growth	Pair Corr
0.88	TGWRX	Transamerica Large Growth	Pair Corr
0.65	THCYX	Transamerica High Yield	Pair Corr
0.67	THAYX	Transamerica High Yield	Pair Corr
0.71	THYIX	Transamerica High Yield	Pair Corr
0.69	THYTX	Transamerica High Yield	Pair Corr
0.86	TIHIX	Transamerica International	Pair Corr
0.85	TIHBX	Transamerica International	Pair Corr
0.86	TIHJX	Transamerica International	Pair Corr
0.85	TIHAX	Transamerica International	Pair Corr

Moving against Transamerica Mutual Fund

0.41

TIOCX

Transamerica Inflation

Pair Corr

Related Correlations Analysis

	FTHNX	VIESX	AIISX	RYOFX	LVAQX	MXLSX	BOSVX	WBVNX
FTHNX		0.63	0.88	0.97	0.95	0.95	0.95	0.98	FTHNX
VIESX	0.63		0.85	0.62	0.54	0.71	0.58	0.66	VIESX
AIISX	0.88	0.85		0.9	0.88	0.92	0.9	0.91	AIISX
RYOFX	0.97	0.62	0.9		0.96	0.95	0.97	0.96	RYOFX
LVAQX	0.95	0.54	0.88	0.96		0.91	0.99	0.96	LVAQX
MXLSX	0.95	0.71	0.92	0.95	0.91		0.92	0.95	MXLSX
BOSVX	0.95	0.58	0.9	0.97	0.99	0.92		0.97	BOSVX
WBVNX	0.98	0.66	0.91	0.96	0.96	0.95	0.97		WBVNX
	FTHNX	VIESX	AIISX	RYOFX	LVAQX	MXLSX	BOSVX	WBVNX

Risk-Adjusted Indicators

There is a big difference between Transamerica Mutual Fund performing well and Transamerica Small Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Transamerica Small's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FTHNX	0.67	0.04	0.04	0.09	0.72	(0.69)	1.76	(1.31)	3.68
VIESX	0.47	0.06	0.04	0.22	0.40	(0.55)	1.13	(0.80)	2.64
AIISX	0.53	0.15	0.16	0.57	0.42	(0.63)	1.21	(0.88)	3.03
RYOFX	1.20	0.20	0.17	0.15	1.03	(1.43)	2.60	(2.53)	13.60
LVAQX	0.83	0.17	0.20	0.24	0.52	(0.98)	2.49	(1.35)	7.90
MXLSX	0.73	0.09	0.06	0.38	0.80	(0.79)	2.16	(1.47)	4.52
BOSVX	1.00	0.29	0.30	0.34	0.53	(1.24)	2.82	(1.44)	9.89
WBVNX	0.73	0.14	0.17	0.18	0.57	(0.85)	2.14	(1.13)	4.46

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC