IALAX vs. GOVT
Compare and contrast key facts about Transamerica Capital Growth Fund (IALAX) and iShares U.S. Treasury Bond ETF (GOVT).
IALAX is managed by Transamerica. It was launched on Mar 1, 1999. GOVT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Bond Index. It was launched on Feb 14, 2012.
Performance
IALAX vs. GOVT - Performance Comparison
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IALAX vs. GOVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IALAX Transamerica Capital Growth Fund | -18.81% | 20.54% | 43.92% | 47.30% | -60.39% | 0.10% | 111.63% | 21.63% | 6.59% | 43.81% |
GOVT iShares U.S. Treasury Bond ETF | 0.08% | 3.77% | 2.95% | 4.17% | -13.39% | -1.11% | 7.28% | 7.36% | 0.26% | 2.19% |
Returns By Period
In the year-to-date period, IALAX achieves a -18.81% return, which is significantly lower than GOVT's 0.08% return. Over the past 10 years, IALAX has outperformed GOVT with an annualized return of 12.67%, while GOVT has yielded a comparatively lower 0.96% annualized return.
IALAX
- 1D
- -0.61%
- 1M
- -8.35%
- YTD
- -18.81%
- 6M
- -26.34%
- 1Y
- 9.12%
- 3Y*
- 21.13%
- 5Y*
- -3.36%
- 10Y*
- 12.67%
GOVT
- 1D
- 0.09%
- 1M
- -1.70%
- YTD
- 0.08%
- 6M
- 0.83%
- 1Y
- 3.24%
- 3Y*
- 2.55%
- 5Y*
- -0.24%
- 10Y*
- 0.96%
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IALAX vs. GOVT - Expense Ratio Comparison
IALAX has a 1.01% expense ratio, which is higher than GOVT's 0.15% expense ratio.
Return for Risk
IALAX vs. GOVT — Risk / Return Rank
IALAX
GOVT
IALAX vs. GOVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Capital Growth Fund (IALAX) and iShares U.S. Treasury Bond ETF (GOVT). 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.
| IALAX | GOVT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.80 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.17 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.14 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.35 | -1.22 |
Martin ratioReturn relative to average drawdown | 0.33 | 3.49 | -3.15 |
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
| IALAX | GOVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.80 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.04 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.18 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.27 | +0.10 |
Correlation
The correlation between IALAX and GOVT is -0.06. 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
IALAX vs. GOVT - Dividend Comparison
IALAX has not paid dividends to shareholders, while GOVT's dividend yield for the trailing twelve months is around 3.53%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IALAX Transamerica Capital Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 20.49% | 5.37% | 10.49% | 4.92% | 23.22% | 22.63% | 3.34% |
GOVT iShares U.S. Treasury Bond ETF | 3.53% | 3.49% | 3.14% | 2.65% | 1.77% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% |
Drawdowns
IALAX vs. GOVT - Drawdown Comparison
The maximum IALAX drawdown since its inception was -69.30%, which is greater than GOVT's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for IALAX and GOVT.
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Drawdown Indicators
| IALAX | GOVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.30% | -19.07% | -50.23% |
Max Drawdown (1Y)Largest decline over 1 year | -29.07% | -2.58% | -26.49% |
Max Drawdown (5Y)Largest decline over 5 years | -69.30% | -16.60% | -52.70% |
Max Drawdown (10Y)Largest decline over 10 years | -69.30% | -19.07% | -50.23% |
Current DrawdownCurrent decline from peak | -33.66% | -7.00% | -26.66% |
Average DrawdownAverage peak-to-trough decline | -14.78% | -5.23% | -9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.27% | 1.00% | +10.27% |
Volatility
IALAX vs. GOVT - Volatility Comparison
Transamerica Capital Growth Fund (IALAX) has a higher volatility of 8.57% compared to iShares U.S. Treasury Bond ETF (GOVT) at 1.45%. This indicates that IALAX's price experiences larger fluctuations and is considered to be riskier than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IALAX | GOVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 1.45% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 22.03% | 2.45% | +19.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.36% | 4.06% | +29.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.72% | 6.03% | +35.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.50% | 5.23% | +29.27% |