PortfoliosLab logoPortfoliosLab logo
IIVAX vs. UMCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIVAX vs. UMCVX - Performance Comparison

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

Loading graphics...

IIVAX vs. UMCVX - 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%
UMCVX
Invesco V.I. American Value Fund
3.20%21.17%30.42%15.70%-2.53%27.96%1.15%24.95%-12.56%9.97%

Returns By Period

In the year-to-date period, IIVAX achieves a 0.78% return, which is significantly lower than UMCVX's 3.20% return. Over the past 10 years, IIVAX has underperformed UMCVX with an annualized return of 9.33%, while UMCVX has yielded a comparatively higher 12.80% 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%

UMCVX

1D
-1.94%
1M
-8.86%
YTD
3.20%
6M
9.65%
1Y
32.55%
3Y*
25.16%
5Y*
15.60%
10Y*
12.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IIVAX vs. UMCVX - Expense Ratio Comparison

IIVAX has a 1.23% expense ratio, which is higher than UMCVX's 0.89% expense ratio.


Return for Risk

IIVAX vs. UMCVX — 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

UMCVX
UMCVX Risk / Return Rank: 7878
Overall Rank
UMCVX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
UMCVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
UMCVX Omega Ratio Rank: 7575
Omega Ratio Rank
UMCVX Calmar Ratio Rank: 7979
Calmar Ratio Rank
UMCVX Martin Ratio Rank: 8282
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. UMCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Small/Mid Cap Value Fund (IIVAX) and Invesco V.I. American Value Fund (UMCVX). 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.


IIVAXUMCVXDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.39

-0.65

Sortino ratio

Return per unit of downside risk

1.16

1.90

-0.74

Omega ratio

Gain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratio

Return relative to maximum drawdown

0.92

1.92

-1.00

Martin ratio

Return relative to average drawdown

3.62

8.22

-4.60

IIVAX vs. UMCVX - Sharpe Ratio Comparison

The current IIVAX Sharpe Ratio is 0.74, which is lower than the UMCVX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of IIVAX and UMCVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IIVAXUMCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.39

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.58

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.51

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.41

+0.07

Correlation

The correlation between IIVAX and UMCVX is 0.88, 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. UMCVX - Dividend Comparison

IIVAX's dividend yield for the trailing twelve months is around 10.50%, less than UMCVX's 16.24% 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%
UMCVX
Invesco V.I. American Value Fund
16.24%16.76%3.11%25.58%23.66%0.42%1.65%8.19%19.87%1.91%5.79%15.77%

Drawdowns

IIVAX vs. UMCVX - Drawdown Comparison

The maximum IIVAX drawdown since its inception was -57.38%, roughly equal to the maximum UMCVX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for IIVAX and UMCVX.


Loading graphics...

Drawdown Indicators


IIVAXUMCVXDifference

Max Drawdown

Largest peak-to-trough decline

-57.38%

-59.30%

+1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-15.59%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-25.10%

+1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-44.13%

-45.77%

+1.64%

Current Drawdown

Current decline from peak

-7.84%

-9.69%

+1.85%

Average Drawdown

Average peak-to-trough decline

-8.38%

-10.11%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.64%

-0.34%

Volatility

IIVAX vs. UMCVX - Volatility Comparison

The current volatility for Transamerica Small/Mid Cap Value Fund (IIVAX) is 4.05%, while Invesco V.I. American Value Fund (UMCVX) has a volatility of 6.93%. This indicates that IIVAX experiences smaller price fluctuations and is considered to be less risky than UMCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IIVAXUMCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

6.93%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

14.41%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

23.49%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

27.13%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.51%

25.08%

-4.57%