IAXIX vs. TGFRX
Compare and contrast key facts about VY T. Rowe Price Diversified Mid Cap Growth Portfolio (IAXIX) and Tanaka Growth Fund (TGFRX).
IAXIX is managed by T. Rowe Price. It was launched on Dec 10, 2001. TGFRX is managed by Tanaka. It was launched on Dec 30, 1998.
Performance
IAXIX vs. TGFRX - Performance Comparison
Loading graphics...
IAXIX vs. TGFRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAXIX VY T. Rowe Price Diversified Mid Cap Growth Portfolio | -5.82% | 10.02% | 23.56% | 20.96% | -24.03% | 13.90% | 31.84% | 37.03% | -3.25% | 24.82% |
TGFRX Tanaka Growth Fund | 2.11% | 39.56% | 17.98% | 50.24% | -22.62% | 26.54% | 50.87% | 18.78% | -25.18% | 7.28% |
Returns By Period
In the year-to-date period, IAXIX achieves a -5.82% return, which is significantly lower than TGFRX's 2.11% return. Over the past 10 years, IAXIX has underperformed TGFRX with an annualized return of 12.07%, while TGFRX has yielded a comparatively higher 13.73% annualized return.
IAXIX
- 1D
- 3.81%
- 1M
- -6.67%
- YTD
- -5.82%
- 6M
- -8.57%
- 1Y
- 10.68%
- 3Y*
- 12.82%
- 5Y*
- 5.64%
- 10Y*
- 12.07%
TGFRX
- 1D
- 5.92%
- 1M
- -7.38%
- YTD
- 2.11%
- 6M
- 3.42%
- 1Y
- 38.93%
- 3Y*
- 31.29%
- 5Y*
- 11.64%
- 10Y*
- 13.73%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IAXIX vs. TGFRX - Expense Ratio Comparison
IAXIX has a 0.78% expense ratio, which is lower than TGFRX's 2.19% expense ratio.
Return for Risk
IAXIX vs. TGFRX — Risk / Return Rank
IAXIX
TGFRX
IAXIX vs. TGFRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY T. Rowe Price Diversified Mid Cap Growth Portfolio (IAXIX) and Tanaka Growth Fund (TGFRX). 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.
| IAXIX | TGFRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 1.06 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.59 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.93 | -3.17 |
Martin ratioReturn relative to average drawdown | -0.76 | 7.48 | -8.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IAXIX | TGFRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 1.06 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.01 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.02 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.02 | +0.41 |
Correlation
The correlation between IAXIX and TGFRX is 0.80, 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
IAXIX vs. TGFRX - Dividend Comparison
IAXIX's dividend yield for the trailing twelve months is around 15.74%, more than TGFRX's 12.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAXIX VY T. Rowe Price Diversified Mid Cap Growth Portfolio | 15.74% | 14.82% | 10.16% | 0.13% | 33.01% | 16.53% | 7.02% | 10.49% | 11.65% | 7.56% | 13.36% | 17.67% |
TGFRX Tanaka Growth Fund | 12.75% | 13.02% | 6.89% | 0.00% | 0.11% | 7.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IAXIX vs. TGFRX - Drawdown Comparison
The maximum IAXIX drawdown since its inception was -57.55%, smaller than the maximum TGFRX drawdown of -95.35%. Use the drawdown chart below to compare losses from any high point for IAXIX and TGFRX.
Loading graphics...
Drawdown Indicators
| IAXIX | TGFRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.55% | -95.35% | +37.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -16.01% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -35.55% | -95.35% | +59.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.92% | -95.35% | +59.43% |
Current DrawdownCurrent decline from peak | -10.93% | -92.38% | +81.45% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -31.67% | +22.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | 7.24% | +0.68% |
Volatility
IAXIX vs. TGFRX - Volatility Comparison
The current volatility for VY T. Rowe Price Diversified Mid Cap Growth Portfolio (IAXIX) is 7.40%, while Tanaka Growth Fund (TGFRX) has a volatility of 12.37%. This indicates that IAXIX experiences smaller price fluctuations and is considered to be less risky than TGFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IAXIX | TGFRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 12.37% | -4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 24.40% | -10.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.23% | 35.36% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.57% | 793.45% | -770.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 561.16% | -539.62% |