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IIVAX vs. TADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIVAX vs. TADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Small/Mid Cap Value Fund (IIVAX) and Transamerica US Growth (TADAX). The values are adjusted to include any dividend payments, if applicable.

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IIVAX vs. TADAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TADAX
Transamerica US Growth
-13.15%17.09%28.81%41.45%-31.60%20.65%35.85%39.41%-0.52%28.71%

Returns By Period

In the year-to-date period, IIVAX achieves a 0.78% return, which is significantly higher than TADAX's -13.15% return. Over the past 10 years, IIVAX has underperformed TADAX with an annualized return of 9.33%, while TADAX has yielded a comparatively higher 14.23% annualized return.


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%

TADAX

1D
-0.61%
1M
-9.05%
YTD
-13.15%
6M
-11.89%
1Y
14.01%
3Y*
17.49%
5Y*
8.61%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIVAX vs. TADAX - Expense Ratio Comparison

IIVAX has a 1.23% expense ratio, which is higher than TADAX's 1.02% expense ratio.


Return for Risk

IIVAX vs. TADAX — Risk / Return Rank

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

IIVAX
IIVAX Risk / Return Rank: 3333
Overall Rank
IIVAX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IIVAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
IIVAX Omega Ratio Rank: 3131
Omega Ratio Rank
IIVAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
IIVAX Martin Ratio Rank: 3434
Martin Ratio Rank

TADAX
TADAX Risk / Return Rank: 2626
Overall Rank
TADAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TADAX Omega Ratio Rank: 2828
Omega Ratio Rank
TADAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TADAX Martin Ratio Rank: 2323
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.

IIVAX vs. TADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Small/Mid Cap Value Fund (IIVAX) and Transamerica US Growth (TADAX). 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.


IIVAXTADAXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.62

+0.11

Sortino ratio

Return per unit of downside risk

1.16

1.04

+0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

0.92

0.67

+0.24

Martin ratio

Return relative to average drawdown

3.62

2.39

+1.23

IIVAX vs. TADAX - Sharpe Ratio Comparison

The current IIVAX Sharpe Ratio is 0.74, which is comparable to the TADAX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IIVAX and TADAX, 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


IIVAXTADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.62

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.38

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.65

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.63

-0.16

Correlation

The correlation between IIVAX and TADAX is 0.75, 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

IIVAX vs. TADAX - Dividend Comparison

IIVAX's dividend yield for the trailing twelve months is around 10.50%, more than TADAX's 5.29% yield.


TTM20252024202320222021202020192018201720162015
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%
TADAX
Transamerica US Growth
5.29%4.59%16.73%3.66%4.60%13.56%9.73%8.29%12.42%10.92%2.29%2.47%

Drawdowns

IIVAX vs. TADAX - Drawdown Comparison

The maximum IIVAX drawdown since its inception was -57.38%, which is greater than TADAX's maximum drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for IIVAX and TADAX.


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Drawdown Indicators


IIVAXTADAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.38%

-39.29%

-18.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-16.48%

+3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-39.29%

+16.17%

Max Drawdown (10Y)

Largest decline over 10 years

-44.13%

-39.29%

-4.84%

Current Drawdown

Current decline from peak

-7.84%

-16.48%

+8.64%

Average Drawdown

Average peak-to-trough decline

-8.38%

-6.43%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

4.66%

-1.36%

Volatility

IIVAX vs. TADAX - Volatility Comparison

The current volatility for Transamerica Small/Mid Cap Value Fund (IIVAX) is 4.05%, while Transamerica US Growth (TADAX) has a volatility of 5.79%. This indicates that IIVAX experiences smaller price fluctuations and is considered to be less risky than TADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIVAXTADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

5.79%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

12.84%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

22.75%

-4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

23.05%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.51%

21.85%

-1.34%