IAAAX vs. IJJ
IAAAX (Transamerica Asset Allocation Growth Portfolio Fund) and IJJ (iShares S&P Mid-Cap 400 Value ETF) are both funds - IAAAX is a Diversified Portfolio fund managed by Transamerica, while IJJ is a Mid Cap Value Equities fund tracking the S&P MidCap 400 Value Index. Over the past 10 years, IAAAX returned 11.08%/yr vs 10.25%/yr for IJJ. Their correlation of 0.84 suggests significant overlap in exposure. IAAAX charges 0.49%/yr vs 0.18%/yr for IJJ.
Performance
IAAAX vs. IJJ - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with IAAAX having a 9.64% return and IJJ slightly lower at 9.44%. Over the past 10 years, IAAAX has outperformed IJJ with an annualized return of 11.08%, while IJJ has yielded a comparatively lower 10.25% annualized return.
IAAAX
- 1D
- -0.64%
- 1M
- 3.92%
- YTD
- 9.64%
- 6M
- 10.37%
- 1Y
- 25.50%
- 3Y*
- 19.78%
- 5Y*
- 9.52%
- 10Y*
- 11.08%
IJJ
- 1D
- 0.45%
- 1M
- 1.23%
- YTD
- 9.44%
- 6M
- 9.54%
- 1Y
- 21.89%
- 3Y*
- 14.45%
- 5Y*
- 7.53%
- 10Y*
- 10.25%
IAAAX vs. IJJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 9.64% | 21.45% | 17.37% | 20.04% | -19.24% | 16.14% | 18.87% | 21.75% | -11.48% | 20.17% |
IJJ iShares S&P Mid-Cap 400 Value ETF | 9.44% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
Correlation
The correlation between IAAAX and IJJ is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2002 | 0.84 |
The correlation between IAAAX and IJJ shifts across timeframes, from 0.69 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 Mid-Cap 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 | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.08 | +0.55 |
| Martin ratioReturn relative to average drawdown | 11.76 | 7.17 | +4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IAAAX | IJJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.44 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.39 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.47 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.47 | -0.05 |
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.
Loading charts...
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 | -9.85% | -10.59% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -17.90% | -22.68% | +4.78% |
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 | -0.64% | 0.00% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -7.93% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 3.06% | -0.86% |
Volatility
IAAAX vs. IJJ - Volatility Comparison
The current volatility for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) is 3.39%, while iShares S&P Mid-Cap 400 Value ETF (IJJ) has a volatility of 3.70%. 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.
Loading charts...
Volatility by Period
| IAAAX | IJJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.70% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 10.65% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 15.28% | -2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 19.57% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 22.03% | -5.18% |
IAAAX vs. IJJ - Expense Ratio Comparison
IAAAX has a 0.49% expense ratio, which is higher than IJJ's 0.18% expense ratio.
Dividends
IAAAX vs. IJJ - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 6.58%, more than IJJ's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 6.58% | 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 Mid-Cap 400 Value ETF | 1.63% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
Frequently Asked Questions
IAAAX and IJJ have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJJ has higher volatility (3.70%) compared to IAAAX (3.39%). In terms of maximum drawdown, IAAAX dropped -56.57% vs IJJ's -58.00%.
IAAAX currently has the higher Sharpe Ratio (1.99 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for IAAAX and IJJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer