IAAAX vs. VOYA
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Voya Financial, Inc. (VOYA).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAAAX or VOYA.
Performance
IAAAX vs. VOYA - Performance Comparison
Returns By Period
In the year-to-date period, IAAAX achieves a 18.26% return, which is significantly higher than VOYA's 13.46% return. Over the past 10 years, IAAAX has outperformed VOYA with an annualized return of 8.28%, while VOYA has yielded a comparatively lower 7.77% annualized return.
IAAAX
18.26%
-0.69%
6.18%
26.09%
10.44%
8.28%
VOYA
13.46%
-2.66%
11.02%
17.67%
8.76%
7.77%
Key characteristics
| IAAAX | VOYA | |
|---|---|---|
| Sharpe Ratio | 2.23 | 0.80 |
| Sortino Ratio | 3.03 | 1.29 |
| Omega Ratio | 1.40 | 1.17 |
| Calmar Ratio | 2.23 | 1.22 |
| Martin Ratio | 14.19 | 3.12 |
| Ulcer Index | 1.89% | 5.98% |
| Daily Std Dev | 12.04% | 23.38% |
| Max Drawdown | -56.57% | -52.15% |
| Current Drawdown | -1.86% | -3.08% |
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Correlation
The correlation between IAAAX and VOYA is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IAAAX vs. VOYA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Voya Financial, Inc. (VOYA). 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. VOYA - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 1.10%, less than VOYA's 2.03% 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% |
VOYA Voya Financial, Inc. | 2.03% | 1.64% | 1.37% | 1.05% | 1.02% | 0.52% | 0.10% | 0.08% | 0.10% | 0.11% | 0.09% | 0.06% |
Drawdowns
IAAAX vs. VOYA - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, which is greater than VOYA's maximum drawdown of -52.15%. Use the drawdown chart below to compare losses from any high point for IAAAX and VOYA. For additional features, visit the drawdowns tool.
Volatility
IAAAX vs. VOYA - Volatility Comparison
The current volatility for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) is 3.53%, while Voya Financial, Inc. (VOYA) has a volatility of 12.71%. This indicates that IAAAX experiences smaller price fluctuations and is considered to be less risky than VOYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.