‘One may argue that His relation with the goddesses of fortune may be transcendental, but what about His relation with the Yadu dynasty, being born in that family, or His killing nonbelievers like Jarasandha and other asuras directly in contact with the modes of material nature?  The answer is that the divinity of the Personality of Godhead is never in contact with the qualities of the material nature in any circumstances.  Actually He is in contact with such qualities because He is the ultimate source of everything, yet He is above the actions of such qualities.  He is known, therefore, as Yogesvara, or the master of mystic power, or in other words the all-powerful.  Even His learned devotees are not affected by the influence of the material modes.  The great six Goswamis of Vrndavana all came from greatly rich and aristocratic families, but when they adopted the life of mendicants at Vrndavana, superficially they appeared  to be in wretched conditions of life, but factually they were the richest of all in spiritual values.  Such maha-bhagavatas, or first-grade devotees, although moving amongst men, are not contaminated by honour or insult, hunger or satisfaction, sleep or wakefulness, which are all rsultant actions of the three modes of material nature.  Similarly, some of them are engaged in worldly dealings, yet are unaffected.  Unless these neutralities of life are there, one cannot be considered situated in transcendence.  The Divinity and His associates are on the same transcendental plane, and their glories are  always sanctified by the action of yogamaya, or the internal potency of the Lord.  The devotees of the Lord are always transcendental, even if they are sometimes found to have fallen in their behaviour’

[A.C. Bhaktivedanta Swami Prabhupada, Srimad Bhagavatam 1.11.38 Purport]