IAAAX vs. IJJ
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares S&P MidCap 400 Value ETF (IJJ).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002. IJJ is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400/Citigroup Value Index. It was launched on Jul 24, 2000.
Performance
IAAAX vs. IJJ - Performance Comparison
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IAAAX vs. IJJ - 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% |
IJJ iShares S&P MidCap 400 Value ETF | 1.03% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
Returns By Period
In the year-to-date period, IAAAX achieves a -6.33% return, which is significantly lower than IJJ's 1.03% return. Both investments have delivered pretty close results over the past 10 years, with IAAAX having a 9.59% annualized return and IJJ not far ahead at 9.88%.
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%
IJJ
- 1D
- 2.39%
- 1M
- -5.14%
- YTD
- 1.03%
- 6M
- 3.11%
- 1Y
- 12.69%
- 3Y*
- 10.82%
- 5Y*
- 7.08%
- 10Y*
- 9.88%
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IAAAX vs. IJJ - Expense Ratio Comparison
IAAAX has a 0.49% expense ratio, which is higher than IJJ's 0.25% expense ratio.
Return for Risk
IAAAX vs. IJJ — Risk / Return Rank
IAAAX
IJJ
IAAAX vs. IJJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares S&P MidCap 400 Value ETF (IJJ). 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 | IJJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.61 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.01 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 0.91 | +0.22 |
Martin ratioReturn relative to average drawdown | 5.26 | 3.43 | +1.83 |
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 | IJJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.61 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.36 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.45 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Correlation
The correlation between IAAAX and IJJ is 0.84, 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. IJJ - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 7.70%, more than IJJ's 1.77% 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% |
IJJ iShares S&P MidCap 400 Value ETF | 1.77% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
Drawdowns
IAAAX vs. IJJ - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, roughly equal to the maximum IJJ drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for IAAAX and IJJ.
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Drawdown Indicators
| IAAAX | IJJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -58.00% | +1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -14.54% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | -22.68% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -46.11% | +10.77% |
Current DrawdownCurrent decline from peak | -9.85% | -7.51% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -9.59% | -7.97% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.85% | -1.22% |
Volatility
IAAAX vs. IJJ - Volatility Comparison
The current volatility for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) is 5.15%, while iShares S&P MidCap 400 Value ETF (IJJ) has a volatility of 5.47%. This indicates that IAAAX experiences smaller price fluctuations and is considered to be less risky than IJJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAAAX | IJJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 5.47% | -0.32% |
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% | 20.88% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 19.64% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 22.04% | -5.27% |