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ISIN
US8935091582
CUSIP
893509158
Inception Date
Aug 30, 2011
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

EMTIX Performance Chart

Transamerica Emerging Markets Debt Fund (EMTIX) is up 5.3% since the beginning of the year. EMTIX is currently trading at $10 per share. Investors who bought $1,000 worth of EMTIX shares 5 years ago would now be looking at an investment worth $1,203.


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S&P 500 Index

Returns By Period

Transamerica Emerging Markets Debt Fund (EMTIX) has returned 5.31% so far this year and 15.20% over the past 12 months. Over the last ten years, EMTIX has returned 4.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Transamerica Emerging Markets Debt Fund

1D
-0.20%
1M
2.12%
YTD
5.31%
6M
5.96%
1Y
15.20%
3Y*
10.33%
5Y*
3.77%
10Y*
4.64%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMTIX Monthly Returns History

Based on dividend-adjusted daily data since Sep 2, 2011, EMTIX's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +7.9%, while the worst month was Mar 2020 at -15.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EMTIX closed higher 47% of trading days. The best single day was Mar 26, 2020 with a return of +3.1%, while the worst single day was Mar 18, 2020 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.26%1.01%-3.90%3.68%1.42%0.90%5.31%
20251.56%1.09%-0.73%0.22%1.44%2.36%0.86%1.82%1.26%1.68%0.72%1.45%14.58%
2024-0.33%0.65%1.37%-1.73%1.65%-0.24%1.98%1.95%2.14%-1.90%0.54%-1.37%4.69%
20234.55%-2.79%1.50%0.69%-0.45%3.05%2.47%-2.08%-2.41%-1.05%5.54%3.76%13.05%
2022-1.84%-4.24%0.20%-5.28%0.33%-7.01%3.07%0.00%-6.64%-0.63%7.89%0.93%-13.33%
2021-0.98%-1.99%-2.33%2.18%1.58%0.31%0.18%1.28%-2.45%-0.47%-2.73%1.50%-4.00%

Benchmark Metrics

Transamerica Emerging Markets Debt Fund has an annualized alpha of 2.76%, beta of 0.16, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since September 02, 2011.

  • This fund participated in 55.92% of S&P 500 Index downside but only 40.23% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.16 may look defensive, but with R2 of 0.19 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.19 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.76%
Beta
0.16
0.19
Upside Capture
40.23%
Downside Capture
55.92%

Expense Ratio

EMTIX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EMTIX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


EMTIX Risk / Return Rank: 8888
Overall Rank
EMTIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMTIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
EMTIX Omega Ratio Rank: 9292
Omega Ratio Rank
EMTIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMTIX Martin Ratio Rank: 8080
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Transamerica Emerging Markets Debt Fund (EMTIX) and compare them to S&P 500 Index.

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.


EMTIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.66

1.37

+0.29

Calmar ratioReturn relative to maximum drawdown

3.25

2.78

+0.47

Martin ratioReturn relative to average drawdown

13.88

12.44

+1.44

Dividends

Dividend History

Transamerica Emerging Markets Debt Fund provided a 5.40% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.55$0.56$0.63$0.47$0.36$0.42$0.23$0.51$0.32$0.56$0.36$0.40

Dividend yield

5.40%5.77%6.98%5.11%4.16%4.03%2.02%4.80%3.27%5.10%3.48%4.30%

Monthly Dividends

The table displays the monthly dividend distributions for Transamerica Emerging Markets Debt Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.13$0.00$0.00$0.00$0.13
2025$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.20$0.56
2024$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.21$0.63
2023$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.16$0.00$0.00$0.10$0.47
2022$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.08$0.04$0.00$0.11$0.36
2021$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.18$0.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Transamerica Emerging Markets Debt Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Transamerica Emerging Markets Debt Fund was 25.28%, occurring on Oct 21, 2022. Recovery took 476 trading sessions.

The current Transamerica Emerging Markets Debt Fund drawdown is 0.59%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-25.28%Oct 2022
1y 1mo1y 11mo
3y 10dSep 2021 - Sep 2024
COVID crash2020
-23.70%Mar 2020
28d7mo 28d
8mo 26dFeb 2020 - Nov 2020
2016 correction2016
-14.39%Jan 2016
1y 5mo5mo 23d
1y 11moJul 2014 - Jul 2016
2013 correction2013
-12.16%Jun 2013
1mo 15d11mo 17d
1y 27dMay 2013 - Jun 2014
Rate-hike selloffLate 2018
-10.77%Sep 2018
7mo 8d9mo 19d
1y 4moJan 2018 - Jun 2019

Drawdown Indicators


EMTIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-56.78%

+31.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.69%

-9.10%

+4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-6.44%

-18.90%

+12.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-25.43%

+0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

-33.92%

+8.64%

Current Drawdown

Current decline from peak

-0.59%

-1.80%

+1.21%

Average Drawdown

Average peak-to-trough decline

-4.88%

-10.71%

+5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

2.03%

-0.93%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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