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 11.27%/yr vs 11.30%/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
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Returns By Period
In the year-to-date period, IAAAX achieves a 7.63% return, which is significantly lower than IJJ's 12.50% return. Both investments have delivered pretty close results over the past 10 years, with IAAAX having a 11.27% annualized return and IJJ not far ahead at 11.30%.
IAAAX
- 1D
- 0.11%
- 1M
- -1.36%
- YTD
- 7.63%
- 6M
- 6.52%
- 1Y
- 21.29%
- 3Y*
- 18.75%
- 5Y*
- 8.79%
- 10Y*
- 11.27%
IJJ
- 1D
- 0.90%
- 1M
- 3.60%
- YTD
- 12.50%
- 6M
- 10.69%
- 1Y
- 22.58%
- 3Y*
- 14.51%
- 5Y*
- 8.54%
- 10Y*
- 11.30%
IAAAX vs. IJJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 7.63% | 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 | 12.50% | 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 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2002 | 0.84 |
The correlation between IAAAX and IJJ shifts across timeframes, from 0.68 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| IAAAX | IJJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.14 | 0.00 |
| Martin ratioReturn relative to average drawdown | 9.36 | 7.40 | +1.96 |
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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 | -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 | -2.47% | 0.00% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -7.92% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 3.06% | -0.81% |
Volatility
IAAAX vs. IJJ - Volatility Comparison
Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) has a higher volatility of 5.25% compared to iShares S&P Mid-Cap 400 Value ETF (IJJ) at 3.94%. This indicates that IAAAX's price experiences larger fluctuations and is considered to be riskier 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 | 5.25% | 3.94% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.88% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 15.43% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 19.52% | -3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 22.01% | -5.16% |
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 6.70%, more than IJJ's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 6.70% | 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 Mid-Cap 400 Value ETF | 1.59% | 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 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAAAX has higher volatility (5.25%) compared to IJJ (3.94%). In terms of maximum drawdown, IAAAX dropped -56.57% vs IJJ's -58.00%.
IAAAX currently has the higher Sharpe Ratio (1.54 vs 1.47), 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.
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