IAAAX vs. VFIAX
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAAAX or VFIAX.
Performance
IAAAX vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, IAAAX achieves a 18.26% return, which is significantly lower than VFIAX's 25.02% return. Over the past 10 years, IAAAX has underperformed VFIAX with an annualized return of 8.28%, while VFIAX has yielded a comparatively higher 13.09% annualized return.
IAAAX
18.26%
-0.69%
6.18%
26.09%
10.44%
8.28%
VFIAX
25.02%
0.59%
11.73%
32.35%
15.47%
13.09%
Key characteristics
| IAAAX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.65 |
| Sortino Ratio | 3.03 | 3.55 |
| Omega Ratio | 1.40 | 1.49 |
| Calmar Ratio | 2.23 | 3.85 |
| Martin Ratio | 14.19 | 17.34 |
| Ulcer Index | 1.89% | 1.88% |
| Daily Std Dev | 12.04% | 12.27% |
| Max Drawdown | -56.57% | -55.20% |
| Current Drawdown | -1.86% | -1.75% |
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IAAAX vs. VFIAX - Expense Ratio Comparison
IAAAX has a 0.49% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Correlation
The correlation between IAAAX and VFIAX is 0.94, 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.
Risk-Adjusted Performance
IAAAX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
Dividends
IAAAX vs. VFIAX - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 1.10%, less than VFIAX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 1.10% | 1.30% | 0.53% | 3.02% | 0.71% | 1.68% | 1.65% | 2.09% | 1.72% | 1.61% | 1.46% | 2.01% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IAAAX vs. VFIAX - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for IAAAX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
IAAAX vs. VFIAX - Volatility Comparison
The current volatility for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) is 3.53%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.05%. This indicates that IAAAX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.