IAAAX vs. VTIVX
Compare and contrast key facts about Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Vanguard Target Retirement 2045 Fund (VTIVX).
IAAAX is managed by Transamerica. It was launched on Feb 28, 2002. VTIVX is managed by Vanguard. It was launched on Oct 27, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAAAX or VTIVX.
Performance
IAAAX vs. VTIVX - Performance Comparison
Returns By Period
In the year-to-date period, IAAAX achieves a 18.26% return, which is significantly higher than VTIVX's 14.55% return. Both investments have delivered pretty close results over the past 10 years, with IAAAX having a 8.28% annualized return and VTIVX not far ahead at 8.57%.
IAAAX
18.26%
-0.69%
6.18%
26.09%
10.44%
8.28%
VTIVX
14.55%
-1.26%
6.08%
21.69%
9.68%
8.57%
Key characteristics
| IAAAX | VTIVX | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.24 |
| Sortino Ratio | 3.03 | 3.11 |
| Omega Ratio | 1.40 | 1.41 |
| Calmar Ratio | 2.23 | 2.83 |
| Martin Ratio | 14.19 | 14.59 |
| Ulcer Index | 1.89% | 1.53% |
| Daily Std Dev | 12.04% | 9.94% |
| Max Drawdown | -56.57% | -51.69% |
| Current Drawdown | -1.86% | -1.80% |
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IAAAX vs. VTIVX - Expense Ratio Comparison
IAAAX has a 0.49% expense ratio, which is higher than VTIVX's 0.08% expense ratio.
Correlation
The correlation between IAAAX and VTIVX is 0.97, 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. VTIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) and Vanguard Target Retirement 2045 Fund (VTIVX). 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. VTIVX - Dividend Comparison
IAAAX's dividend yield for the trailing twelve months is around 1.10%, less than VTIVX's 1.99% 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% |
VTIVX Vanguard Target Retirement 2045 Fund | 1.99% | 2.28% | 2.13% | 2.22% | 1.60% | 2.23% | 2.39% | 1.90% | 1.99% | 2.17% | 2.05% | 1.88% |
Drawdowns
IAAAX vs. VTIVX - Drawdown Comparison
The maximum IAAAX drawdown since its inception was -56.57%, which is greater than VTIVX's maximum drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for IAAAX and VTIVX. For additional features, visit the drawdowns tool.
Volatility
IAAAX vs. VTIVX - Volatility Comparison
Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) has a higher volatility of 3.53% compared to Vanguard Target Retirement 2045 Fund (VTIVX) at 2.78%. This indicates that IAAAX's price experiences larger fluctuations and is considered to be riskier than VTIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.