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IAAAX vs. IVW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAAAX vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

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IAAAX vs. IVW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IVW
iShares S&P 500 Growth ETF
-8.16%21.95%35.82%29.83%-29.50%31.80%33.19%30.77%-0.21%27.21%

Returns By Period

In the year-to-date period, IAAAX achieves a -6.33% return, which is significantly higher than IVW's -8.16% return. Over the past 10 years, IAAAX has underperformed IVW with an annualized return of 9.59%, while IVW has yielded a comparatively higher 15.63% 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%

IVW

1D
4.05%
1M
-5.31%
YTD
-8.16%
6M
-6.12%
1Y
22.36%
3Y*
21.71%
5Y*
12.10%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAAAX vs. IVW - Expense Ratio Comparison

IAAAX has a 0.49% expense ratio, which is higher than IVW's 0.18% expense ratio.


Return for Risk

IAAAX vs. IVW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAAAX
IAAAX Risk / Return Rank: 4848
Overall Rank
IAAAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IAAAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IAAAX Omega Ratio Rank: 4949
Omega Ratio Rank
IAAAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
IAAAX Martin Ratio Rank: 5454
Martin Ratio Rank

IVW
IVW Risk / Return Rank: 6666
Overall Rank
IVW Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IVW Sortino Ratio Rank: 6565
Sortino Ratio Rank
IVW Omega Ratio Rank: 6464
Omega Ratio Rank
IVW Calmar Ratio Rank: 6969
Calmar Ratio Rank
IVW Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAAAX vs. IVW - 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 500 Growth ETF (IVW). 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.


IAAAXIVWDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.01

-0.11

Sortino ratio

Return per unit of downside risk

1.35

1.57

-0.22

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.13

1.65

-0.53

Martin ratio

Return relative to average drawdown

5.26

6.48

-1.22

IAAAX vs. IVW - Sharpe Ratio Comparison

The current IAAAX Sharpe Ratio is 0.90, which is comparable to the IVW Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IAAAX and IVW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IAAAXIVWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.01

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.58

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.76

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.41

-0.02

Correlation

The correlation between IAAAX and IVW is 0.87, 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. IVW - Dividend Comparison

IAAAX's dividend yield for the trailing twelve months is around 7.70%, more than IVW's 0.43% yield.


TTM20252024202320222021202020192018201720162015
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%
IVW
iShares S&P 500 Growth ETF
0.43%0.40%0.43%1.03%0.92%0.46%0.82%1.63%1.28%1.30%1.51%1.51%

Drawdowns

IAAAX vs. IVW - Drawdown Comparison

The maximum IAAAX drawdown since its inception was -56.57%, roughly equal to the maximum IVW drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for IAAAX and IVW.


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Drawdown Indicators


IAAAXIVWDifference

Max Drawdown

Largest peak-to-trough decline

-56.57%

-57.33%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-13.75%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.29%

-32.72%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-35.34%

-32.72%

-2.62%

Current Drawdown

Current decline from peak

-9.85%

-10.26%

+0.41%

Average Drawdown

Average peak-to-trough decline

-9.59%

-17.73%

+8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.51%

-0.88%

Volatility

IAAAX vs. IVW - Volatility Comparison

The current volatility for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) is 5.15%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 7.14%. This indicates that IAAAX experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAAAXIVWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

7.14%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

12.61%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

22.25%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

21.12%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

20.54%

-3.77%