IDE vs. TMLPX
IDE (Voya Infrastructure, Industrials and Materials Fund) and TMLPX (Transamerica Energy Infrastructure) are both Infrastructure Equities funds. Over the past 10 years, IDE returned 10.98%/yr vs 9.58%/yr for TMLPX. Their 0.48 correlation means their historical movements had little consistent relationship. IDE charges 0.01%/yr vs 1.26%/yr for TMLPX.
Performance
IDE vs. TMLPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDE achieves a 11.32% return, which is significantly lower than TMLPX's 25.04% return. Over the past 10 years, IDE has outperformed TMLPX with an annualized return of 10.98%, while TMLPX has yielded a comparatively lower 9.58% annualized return.
IDE
- 1D
- 1.47%
- 1M
- -5.35%
- 6M
- 1.72%
- YTD
- 11.32%
- 1Y
- 21.73%
- 3Y*
- 20.57%
- 5Y*
- 9.79%
- 10Y*
- 10.98%
- ALL TIME*
- 7.57%
TMLPX
- 1D
- 0.28%
- 1M
- 2.39%
- 6M
- 16.38%
- YTD
- 25.04%
- 1Y
- 26.43%
- 3Y*
- 22.38%
- 5Y*
- 16.43%
- 10Y*
- 9.58%
- ALL TIME*
- 5.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $502.73K | $436.82K | $481.70K | |
| $0.00 | $0.00 | $0.00 |
IDE vs. TMLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDE Voya Infrastructure, Industrials and Materials Fund | 11.32% | 34.61% | 10.91% | 22.04% | -16.54% | 26.27% | -1.06% | 13.49% | -24.48% | 39.58% |
TMLPX Transamerica Energy Infrastructure | 25.04% | 3.87% | 38.51% | 5.07% | 9.12% | 23.54% | -11.25% | 15.66% | -15.29% | -0.19% |
Correlation
The correlation between IDE and TMLPX is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.48 |
Over the past year, the correlation between IDE and TMLPX has dropped to 0.02 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDE vs. TMLPX — Risk / Return Rank
IDE
TMLPX
IDE vs. TMLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Infrastructure, Industrials and Materials Fund (IDE) and Transamerica Energy Infrastructure (TMLPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDE | TMLPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 3.83 | -2.36 |
| Martin ratioReturn relative to average drawdown | 5.04 | 9.70 | -4.66 |
Loading charts...
Drawdowns
IDE vs. TMLPX - Drawdown Comparison
The maximum IDE drawdown since its inception was -52.43%, smaller than the maximum TMLPX drawdown of -67.18%. Use the drawdown chart below to compare losses from any high point for IDE and TMLPX.
Loading charts...
Drawdown Indicators
| IDE | TMLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.43% | -67.18% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -7.12% | -7.22% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -16.60% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -16.60% | -12.76% |
Max Drawdown (10Y)Largest decline over 10 years | -52.43% | -55.61% | +3.18% |
Current DrawdownCurrent decline from peak | -5.75% | -3.43% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -22.34% | +11.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 2.81% | +1.37% |
Volatility
IDE vs. TMLPX - Volatility Comparison
The current volatility for Voya Infrastructure, Industrials and Materials Fund (IDE) is 4.75%, while Transamerica Energy Infrastructure (TMLPX) has a volatility of 5.43%. This indicates that IDE experiences smaller price fluctuations and is considered to be less risky than TMLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDE | TMLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 5.43% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 11.66% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 14.34% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 17.25% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.87% | 21.79% | -0.92% |
IDE vs. TMLPX - Expense Ratio Comparison
IDE has a 0.01% expense ratio, which is lower than TMLPX's 1.26% expense ratio.
Dividends
IDE vs. TMLPX - Dividend Comparison
IDE's dividend yield for the trailing twelve months is around 9.16%, more than TMLPX's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDE Voya Infrastructure, Industrials and Materials Fund | 8.40% | 9.76% | 11.12% | 9.00% | 9.99% | 7.58% | 8.89% | 9.02% | 16.46% | 6.88% | 10.67% | 12.56% |
TMLPX Transamerica Energy Infrastructure | 3.81% | 4.33% | 3.71% | 7.34% | 4.83% | 4.33% | 6.09% | 5.65% | 6.10% | 5.51% | 3.95% | 5.58% |
Frequently Asked Questions
IDE and TMLPX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMLPX has higher volatility (5.43%) compared to IDE (4.75%). In terms of maximum drawdown, IDE dropped -52.43% vs TMLPX's -67.18%.
TMLPX currently has the higher Sharpe Ratio (1.90 vs 1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for IDE and TMLPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer