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IBALX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBALX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Multi-Managed Balanced Fund (IBALX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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IBALX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBALX
Transamerica Multi-Managed Balanced Fund
-4.82%12.69%14.53%18.44%-16.48%16.65%15.55%21.33%-3.99%13.84%
BDJ
BlackRock Enhanced Equity Dividend Fund
-7.23%26.12%16.87%-6.67%0.83%26.56%-7.58%37.43%-10.42%20.78%

Returns By Period

In the year-to-date period, IBALX achieves a -4.82% return, which is significantly higher than BDJ's -7.23% return. Over the past 10 years, IBALX has underperformed BDJ with an annualized return of 8.68%, while BDJ has yielded a comparatively higher 9.77% annualized return.


IBALX

1D
0.03%
1M
-5.58%
YTD
-4.82%
6M
-3.08%
1Y
9.42%
3Y*
11.16%
5Y*
6.67%
10Y*
8.68%

BDJ

1D
2.01%
1M
-10.23%
YTD
-7.23%
6M
-0.27%
1Y
10.26%
3Y*
9.52%
5Y*
7.49%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBALX vs. BDJ - Expense Ratio Comparison

IBALX has a 0.96% expense ratio, which is higher than BDJ's 0.86% expense ratio.


Return for Risk

IBALX vs. BDJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBALX
IBALX Risk / Return Rank: 4747
Overall Rank
IBALX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IBALX Sortino Ratio Rank: 4646
Sortino Ratio Rank
IBALX Omega Ratio Rank: 4747
Omega Ratio Rank
IBALX Calmar Ratio Rank: 4646
Calmar Ratio Rank
IBALX Martin Ratio Rank: 5353
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2727
Overall Rank
BDJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2626
Omega Ratio Rank
BDJ Calmar Ratio Rank: 2828
Calmar Ratio Rank
BDJ Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBALX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Multi-Managed Balanced Fund (IBALX) and BlackRock Enhanced Equity Dividend Fund (BDJ). 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.


IBALXBDJDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.62

+0.28

Sortino ratio

Return per unit of downside risk

1.35

0.94

+0.41

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.15

0.79

+0.36

Martin ratio

Return relative to average drawdown

5.18

3.01

+2.18

IBALX vs. BDJ - Sharpe Ratio Comparison

The current IBALX Sharpe Ratio is 0.90, which is higher than the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IBALX and BDJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBALXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.62

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.47

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.53

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.30

+0.45

Correlation

The correlation between IBALX and BDJ is 0.64, 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.


Dividends

IBALX vs. BDJ - Dividend Comparison

IBALX's dividend yield for the trailing twelve months is around 6.46%, less than BDJ's 9.93% yield.


TTM20252024202320222021202020192018201720162015
IBALX
Transamerica Multi-Managed Balanced Fund
6.46%6.13%7.92%4.09%3.09%6.82%4.84%4.15%8.16%3.20%1.49%3.44%
BDJ
BlackRock Enhanced Equity Dividend Fund
9.93%9.03%8.21%9.49%12.18%5.95%7.08%6.66%7.21%6.07%6.88%7.36%

Drawdowns

IBALX vs. BDJ - Drawdown Comparison

The maximum IBALX drawdown since its inception was -43.33%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for IBALX and BDJ.


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Drawdown Indicators


IBALXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-43.33%

-59.46%

+16.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.60%

-12.28%

+4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-21.39%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-23.64%

-48.14%

+24.50%

Current Drawdown

Current decline from peak

-6.08%

-10.51%

+4.43%

Average Drawdown

Average peak-to-trough decline

-5.97%

-8.99%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

3.24%

-1.56%

Volatility

IBALX vs. BDJ - Volatility Comparison

The current volatility for Transamerica Multi-Managed Balanced Fund (IBALX) is 2.98%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.31%. This indicates that IBALX experiences smaller price fluctuations and is considered to be less risky than BDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBALXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

5.31%

-2.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.67%

9.40%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

16.63%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.44%

16.12%

-4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.46%

18.38%

-6.92%