IAAAX vs. IEMG
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares Core MSCI Emerging Markets ETF (IEMG).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAAAX or IEMG.
Performance
IAAAX vs. IEMG - Performance Comparison
Returns By Period
In the year-to-date period, IAAAX achieves a 18.26% return, which is significantly higher than IEMG's 8.41% return. Over the past 10 years, IAAAX has outperformed IEMG with an annualized return of 8.28%, while IEMG has yielded a comparatively lower 3.33% annualized return.
IAAAX
18.26%
-0.69%
6.18%
26.09%
10.44%
8.28%
IEMG
8.41%
-5.25%
0.12%
13.35%
3.87%
3.33%
Key characteristics
| IAAAX | IEMG | |
|---|---|---|
| Sharpe Ratio | 2.23 | 0.90 |
| Sortino Ratio | 3.03 | 1.34 |
| Omega Ratio | 1.40 | 1.16 |
| Calmar Ratio | 2.23 | 0.53 |
| Martin Ratio | 14.19 | 4.42 |
| Ulcer Index | 1.89% | 3.06% |
| Daily Std Dev | 12.04% | 15.08% |
| Max Drawdown | -56.57% | -38.72% |
| Current Drawdown | -1.86% | -14.14% |
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IAAAX vs. IEMG - Expense Ratio Comparison
IAAAX has a 0.49% expense ratio, which is higher than IEMG's 0.14% expense ratio.
Correlation
The correlation between IAAAX and IEMG is 0.77, 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.
Risk-Adjusted Performance
IAAAX vs. IEMG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.
Dividends
IAAAX vs. IEMG - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 1.10%, less than IEMG's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 1.10% | 1.30% | 0.53% | 3.02% | 0.71% | 1.68% | 1.65% | 2.09% | 1.72% | 1.61% | 1.46% | 2.01% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.74% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
Drawdowns
IAAAX vs. IEMG - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, which is greater than IEMG's maximum drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for IAAAX and IEMG. For additional features, visit the drawdowns tool.
Volatility
IAAAX vs. IEMG - Volatility Comparison
The current volatility for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) is 3.53%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 4.61%. This indicates that IAAAX experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.