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IAAAX vs. TIMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAAAX vs. TIMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Transamerica Intermediate Muni (TIMUX). The values are adjusted to include any dividend payments, if applicable.

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IAAAX vs. TIMUX - 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%
TIMUX
Transamerica Intermediate Muni
-0.40%3.88%2.47%5.52%-12.27%2.30%4.30%7.43%1.08%5.61%

Returns By Period

In the year-to-date period, IAAAX achieves a -6.33% return, which is significantly lower than TIMUX's -0.40% return. Over the past 10 years, IAAAX has outperformed TIMUX with an annualized return of 9.59%, while TIMUX has yielded a comparatively lower 1.63% 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%

TIMUX

1D
0.19%
1M
-2.56%
YTD
-0.40%
6M
1.46%
1Y
3.79%
3Y*
2.81%
5Y*
0.13%
10Y*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAAAX vs. TIMUX - Expense Ratio Comparison

Both IAAAX and TIMUX have an expense ratio of 0.49%.


Return for Risk

IAAAX vs. TIMUX — 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

TIMUX
TIMUX Risk / Return Rank: 4848
Overall Rank
TIMUX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TIMUX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIMUX Omega Ratio Rank: 7676
Omega Ratio Rank
TIMUX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TIMUX Martin Ratio Rank: 2929
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. TIMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Transamerica Intermediate Muni (TIMUX). 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.


IAAAXTIMUXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.99

-0.09

Sortino ratio

Return per unit of downside risk

1.35

1.32

+0.03

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.13

1.01

+0.12

Martin ratio

Return relative to average drawdown

5.26

3.20

+2.05

IAAAX vs. TIMUX - Sharpe Ratio Comparison

The current IAAAX Sharpe Ratio is 0.90, which is comparable to the TIMUX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IAAAX and TIMUX, 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


IAAAXTIMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.99

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.03

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.39

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.70

-0.31

Correlation

The correlation between IAAAX and TIMUX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IAAAX vs. TIMUX - Dividend Comparison

IAAAX's dividend yield for the trailing twelve months is around 7.70%, more than TIMUX's 3.14% 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%
TIMUX
Transamerica Intermediate Muni
3.14%3.47%3.09%2.03%1.79%2.11%2.24%2.55%2.46%2.07%2.53%2.21%

Drawdowns

IAAAX vs. TIMUX - Drawdown Comparison

The maximum IAAAX drawdown since its inception was -56.57%, which is greater than TIMUX's maximum drawdown of -17.93%. Use the drawdown chart below to compare losses from any high point for IAAAX and TIMUX.


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Drawdown Indicators


IAAAXTIMUXDifference

Max Drawdown

Largest peak-to-trough decline

-56.57%

-17.93%

-38.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-4.67%

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.29%

-17.93%

-11.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.34%

-17.93%

-17.41%

Current Drawdown

Current decline from peak

-9.85%

-2.56%

-7.29%

Average Drawdown

Average peak-to-trough decline

-9.59%

-3.20%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.47%

+1.16%

Volatility

IAAAX vs. TIMUX - Volatility Comparison

Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) has a higher volatility of 5.15% compared to Transamerica Intermediate Muni (TIMUX) at 1.01%. This indicates that IAAAX's price experiences larger fluctuations and is considered to be riskier than TIMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAAAXTIMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

1.01%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

1.55%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

4.48%

+13.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

4.11%

+12.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

4.20%

+12.57%