IAAAX vs. EWC
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares MSCI Canada ETF (EWC).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002. EWC is a passively managed fund by iShares that tracks the performance of the MSCI Canada Index. It was launched on Mar 12, 1996.
Performance
IAAAX vs. EWC - Performance Comparison
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IAAAX vs. EWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | -6.33% | 21.45% | 17.37% | 20.04% | -19.24% | 16.14% | 18.87% | 21.75% | -11.48% | 20.17% |
EWC iShares MSCI Canada ETF | 1.59% | 35.92% | 12.38% | 14.73% | -12.95% | 26.98% | 5.52% | 27.58% | -17.16% | 15.73% |
Returns By Period
In the year-to-date period, IAAAX achieves a -6.33% return, which is significantly lower than EWC's 1.59% return. Over the past 10 years, IAAAX has underperformed EWC with an annualized return of 9.59%, while EWC has yielded a comparatively higher 11.09% annualized return.
IAAAX
- 1D
- -0.25%
- 1M
- -9.28%
- YTD
- -6.33%
- 6M
- -3.06%
- 1Y
- 15.86%
- 3Y*
- 14.74%
- 5Y*
- 7.40%
- 10Y*
- 9.59%
EWC
- 1D
- 2.56%
- 1M
- -5.50%
- YTD
- 1.59%
- 6M
- 9.35%
- 1Y
- 36.56%
- 3Y*
- 19.46%
- 5Y*
- 11.87%
- 10Y*
- 11.09%
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IAAAX vs. EWC - Expense Ratio Comparison
Both IAAAX and EWC have an expense ratio of 0.49%.
Return for Risk
IAAAX vs. EWC — Risk / Return Rank
IAAAX
EWC
IAAAX vs. EWC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares MSCI Canada ETF (EWC). 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.
| IAAAX | EWC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 2.21 | -1.31 |
Sortino ratioReturn per unit of downside risk | 1.35 | 2.89 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.50 | -2.37 |
Martin ratioReturn relative to average drawdown | 5.26 | 16.55 | -11.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IAAAX | EWC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.21 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.69 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.40 | -0.01 |
Correlation
The correlation between IAAAX and EWC is 0.72, 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
IAAAX vs. EWC - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 7.70%, more than EWC's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 7.70% | 7.21% | 5.16% | 2.79% | 8.74% | 8.25% | 4.13% | 9.02% | 19.05% | 11.01% | 8.16% | 9.44% |
EWC iShares MSCI Canada ETF | 1.43% | 1.45% | 2.23% | 2.27% | 2.34% | 1.85% | 2.09% | 2.16% | 2.65% | 1.97% | 1.75% | 2.34% |
Drawdowns
IAAAX vs. EWC - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, smaller than the maximum EWC drawdown of -60.75%. Use the drawdown chart below to compare losses from any high point for IAAAX and EWC.
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Drawdown Indicators
| IAAAX | EWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -60.75% | +4.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -10.63% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | -24.81% | -4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -42.66% | +7.32% |
Current DrawdownCurrent decline from peak | -9.85% | -5.79% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -9.59% | -13.21% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.25% | +0.38% |
Volatility
IAAAX vs. EWC - Volatility Comparison
The current volatility for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) is 5.15%, while iShares MSCI Canada ETF (EWC) has a volatility of 5.87%. This indicates that IAAAX experiences smaller price fluctuations and is considered to be less risky than EWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAAAX | EWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 5.87% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 11.56% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 16.62% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 17.24% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 18.80% | -2.03% |