ICLAX vs. IIVAX
Compare and contrast key facts about Transamerica Asset Allocation Conservative Portfolio (ICLAX) and Transamerica Small/Mid Cap Value Fund (IIVAX).
ICLAX is managed by Transamerica. It was launched on Feb 28, 2002. IIVAX is managed by Transamerica. It was launched on Apr 2, 2001.
Performance
ICLAX vs. IIVAX - Performance Comparison
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ICLAX vs. IIVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICLAX Transamerica Asset Allocation Conservative Portfolio | -2.70% | 12.18% | 7.30% | 10.23% | -15.19% | 5.43% | 13.16% | 12.33% | -4.36% | 11.12% |
IIVAX Transamerica Small/Mid Cap Value Fund | 0.78% | 9.49% | 8.57% | 12.02% | -8.35% | 27.49% | 3.25% | 24.62% | -11.87% | 15.16% |
Returns By Period
In the year-to-date period, ICLAX achieves a -2.70% return, which is significantly lower than IIVAX's 0.78% return. Over the past 10 years, ICLAX has underperformed IIVAX with an annualized return of 4.96%, while IIVAX has yielded a comparatively higher 9.33% annualized return.
ICLAX
- 1D
- 0.27%
- 1M
- -5.02%
- YTD
- -2.70%
- 6M
- -0.97%
- 1Y
- 8.07%
- 3Y*
- 7.56%
- 5Y*
- 2.87%
- 10Y*
- 4.96%
IIVAX
- 1D
- -0.19%
- 1M
- -6.68%
- YTD
- 0.78%
- 6M
- 2.98%
- 1Y
- 13.12%
- 3Y*
- 9.96%
- 5Y*
- 6.32%
- 10Y*
- 9.33%
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ICLAX vs. IIVAX - Expense Ratio Comparison
ICLAX has a 0.47% expense ratio, which is lower than IIVAX's 1.23% expense ratio.
Return for Risk
ICLAX vs. IIVAX — Risk / Return Rank
ICLAX
IIVAX
ICLAX vs. IIVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Conservative Portfolio (ICLAX) and Transamerica Small/Mid Cap Value Fund (IIVAX). 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.
| ICLAX | IIVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.74 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.16 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.92 | +0.53 |
Martin ratioReturn relative to average drawdown | 5.78 | 3.62 | +2.16 |
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
| ICLAX | IIVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.74 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.34 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.46 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.48 | +0.22 |
Correlation
The correlation between ICLAX and IIVAX is 0.76, 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
ICLAX vs. IIVAX - Dividend Comparison
ICLAX's dividend yield for the trailing twelve months is around 3.24%, less than IIVAX's 10.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICLAX Transamerica Asset Allocation Conservative Portfolio | 3.24% | 3.27% | 2.80% | 2.50% | 1.79% | 7.84% | 4.16% | 4.06% | 7.97% | 7.69% | 4.61% | 5.90% |
IIVAX Transamerica Small/Mid Cap Value Fund | 10.50% | 10.58% | 12.75% | 4.83% | 9.72% | 10.94% | 0.48% | 3.17% | 12.58% | 13.20% | 5.91% | 9.34% |
Drawdowns
ICLAX vs. IIVAX - Drawdown Comparison
The maximum ICLAX drawdown since its inception was -30.99%, smaller than the maximum IIVAX drawdown of -57.38%. Use the drawdown chart below to compare losses from any high point for ICLAX and IIVAX.
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Drawdown Indicators
| ICLAX | IIVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.99% | -57.38% | +26.39% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -12.98% | +7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -20.78% | -23.12% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -20.78% | -44.13% | +23.35% |
Current DrawdownCurrent decline from peak | -5.02% | -7.84% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -8.38% | +4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 3.30% | -1.96% |
Volatility
ICLAX vs. IIVAX - Volatility Comparison
The current volatility for Transamerica Asset Allocation Conservative Portfolio (ICLAX) is 2.87%, while Transamerica Small/Mid Cap Value Fund (IIVAX) has a volatility of 4.05%. This indicates that ICLAX experiences smaller price fluctuations and is considered to be less risky than IIVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICLAX | IIVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 4.05% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.53% | 9.92% | -5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.23% | 18.39% | -11.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.29% | 18.62% | -11.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.16% | 20.51% | -13.35% |