IAAAX vs. VEU
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Vanguard FTSE All-World ex-US ETF (VEU).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
IAAAX vs. VEU - Performance Comparison
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IAAAX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | -3.55% | 21.45% | 17.37% | 20.04% | -19.24% | 16.14% | 18.87% | 21.75% | -11.48% | 20.17% |
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, IAAAX achieves a -3.55% return, which is significantly lower than VEU's 3.60% return. Over the past 10 years, IAAAX has outperformed VEU with an annualized return of 9.92%, while VEU has yielded a comparatively lower 9.16% annualized return.
IAAAX
- 1D
- 2.97%
- 1M
- -6.10%
- YTD
- -3.55%
- 6M
- -0.47%
- 1Y
- 18.90%
- 3Y*
- 15.86%
- 5Y*
- 7.70%
- 10Y*
- 9.92%
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
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IAAAX vs. VEU - Expense Ratio Comparison
IAAAX has a 0.49% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
IAAAX vs. VEU — Risk / Return Rank
IAAAX
VEU
IAAAX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Vanguard FTSE All-World ex-US ETF (VEU). 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 | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.69 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.32 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.57 | -1.00 |
Martin ratioReturn relative to average drawdown | 7.22 | 9.83 | -2.61 |
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 | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.69 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.49 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.54 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.23 | +0.16 |
Correlation
The correlation between IAAAX and VEU is 0.90, 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. VEU - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 7.48%, more than VEU's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 7.48% | 7.21% | 5.16% | 2.79% | 8.74% | 8.25% | 4.13% | 9.02% | 19.05% | 11.01% | 8.16% | 9.44% |
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
IAAAX vs. VEU - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for IAAAX and VEU.
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Drawdown Indicators
| IAAAX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -61.52% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -11.43% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | -29.31% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -34.98% | -0.36% |
Current DrawdownCurrent decline from peak | -7.17% | -7.36% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -9.59% | -13.23% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.99% | -0.32% |
Volatility
IAAAX vs. VEU - Volatility Comparison
The current volatility for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) is 6.16%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 7.65%. This indicates that IAAAX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAAAX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 7.65% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 11.61% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 17.25% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 15.83% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 17.13% | -0.34% |