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IIVAX vs. TIMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIVAX vs. TIMUX - Performance Comparison

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

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IIVAX vs. TIMUX - 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%
TIMUX
Transamerica Intermediate Muni
-0.40%3.88%2.47%5.52%-12.27%2.30%4.30%7.43%1.08%5.61%

Returns By Period

In the year-to-date period, IIVAX achieves a 0.78% return, which is significantly higher than TIMUX's -0.40% return. Over the past 10 years, IIVAX has outperformed TIMUX with an annualized return of 9.33%, while TIMUX has yielded a comparatively lower 1.63% 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%

TIMUX

1D
0.19%
1M
-2.56%
YTD
-0.40%
6M
1.46%
1Y
3.79%
3Y*
2.81%
5Y*
0.13%
10Y*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIVAX vs. TIMUX - Expense Ratio Comparison

IIVAX has a 1.23% expense ratio, which is higher than TIMUX's 0.49% expense ratio.


Return for Risk

IIVAX vs. TIMUX — 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

TIMUX
TIMUX Risk / Return Rank: 4848
Overall Rank
TIMUX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TIMUX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIMUX Omega Ratio Rank: 7676
Omega Ratio Rank
TIMUX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TIMUX Martin Ratio Rank: 2929
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. TIMUX - Risk-Adjusted Trends Comparison

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


IIVAXTIMUXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.99

-0.25

Sortino ratio

Return per unit of downside risk

1.16

1.32

-0.15

Omega ratio

Gain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratio

Return relative to maximum drawdown

0.92

1.01

-0.09

Martin ratio

Return relative to average drawdown

3.62

3.20

+0.41

IIVAX vs. TIMUX - Sharpe Ratio Comparison

The current IIVAX Sharpe Ratio is 0.74, which is comparable to the TIMUX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IIVAX and TIMUX, 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


IIVAXTIMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.99

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.03

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.39

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.70

-0.22

Correlation

The correlation between IIVAX and TIMUX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IIVAX vs. TIMUX - Dividend Comparison

IIVAX's dividend yield for the trailing twelve months is around 10.50%, more than TIMUX's 3.14% 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%
TIMUX
Transamerica Intermediate Muni
3.14%3.47%3.09%2.03%1.79%2.11%2.24%2.55%2.46%2.07%2.53%2.21%

Drawdowns

IIVAX vs. TIMUX - Drawdown Comparison

The maximum IIVAX drawdown since its inception was -57.38%, which is greater than TIMUX's maximum drawdown of -17.93%. Use the drawdown chart below to compare losses from any high point for IIVAX and TIMUX.


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Drawdown Indicators


IIVAXTIMUXDifference

Max Drawdown

Largest peak-to-trough decline

-57.38%

-17.93%

-39.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-4.67%

-8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-17.93%

-5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-44.13%

-17.93%

-26.20%

Current Drawdown

Current decline from peak

-7.84%

-2.56%

-5.28%

Average Drawdown

Average peak-to-trough decline

-8.38%

-3.20%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

1.47%

+1.83%

Volatility

IIVAX vs. TIMUX - Volatility Comparison

Transamerica Small/Mid Cap Value Fund (IIVAX) has a higher volatility of 4.05% compared to Transamerica Intermediate Muni (TIMUX) at 1.01%. This indicates that IIVAX's price experiences larger fluctuations and is considered to be riskier than TIMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIVAXTIMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

1.01%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

1.55%

+8.37%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

4.48%

+13.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

4.11%

+14.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.51%

4.20%

+16.31%