IJJ vs. IAAAX
IJJ (iShares S&P Mid-Cap 400 Value ETF) and IAAAX (Transamerica Asset Allocation Growth Portfolio Fund) are both funds - IJJ is a Mid Cap Value Equities fund tracking the S&P MidCap 400 Value Index, while IAAAX is a Diversified Portfolio fund managed by Transamerica. Over the past 10 years, IJJ returned 10.25%/yr vs 11.08%/yr for IAAAX. Their correlation of 0.84 suggests significant overlap in exposure. IJJ charges 0.18%/yr vs 0.49%/yr for IAAAX.
Performance
IJJ vs. IAAAX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IJJ having a 9.44% return and IAAAX slightly higher at 9.64%. Over the past 10 years, IJJ has underperformed IAAAX with an annualized return of 10.25%, while IAAAX has yielded a comparatively higher 11.08% annualized return.
IJJ
- 1D
- 0.45%
- 1M
- 1.23%
- YTD
- 9.44%
- 6M
- 9.54%
- 1Y
- 21.89%
- 3Y*
- 14.45%
- 5Y*
- 7.53%
- 10Y*
- 10.25%
IAAAX
- 1D
- -0.64%
- 1M
- 3.92%
- YTD
- 9.64%
- 6M
- 10.37%
- 1Y
- 25.50%
- 3Y*
- 19.78%
- 5Y*
- 9.52%
- 10Y*
- 11.08%
IJJ vs. IAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P Mid-Cap 400 Value ETF | 9.44% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 9.64% | 21.45% | 17.37% | 20.04% | -19.24% | 16.14% | 18.87% | 21.75% | -11.48% | 20.17% |
Correlation
The correlation between IJJ and IAAAX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2002 | 0.84 |
The correlation between IJJ and IAAAX shifts across timeframes, from 0.69 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IJJ vs. IAAAX — Risk / Return Rank
IJJ
IAAAX
IJJ vs. IAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P Mid-Cap 400 Value ETF (IJJ) and Transamerica Asset Allocation Growth Portfolio Fund (IAAAX). 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.
| IJJ | IAAAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.63 | -0.55 |
| Martin ratioReturn relative to average drawdown | 7.17 | 11.76 | -4.59 |
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
| IJJ | IAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 1.99 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.59 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.66 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.42 | +0.05 |
Drawdowns
IJJ vs. IAAAX - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, roughly equal to the maximum IAAAX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for IJJ and IAAAX.
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Drawdown Indicators
| IJJ | IAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -56.57% | -1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -9.85% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -22.68% | -17.90% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.68% | -29.29% | +6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -46.11% | -35.34% | -10.77% |
Current DrawdownCurrent decline from peak | 0.00% | -0.64% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -9.53% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.20% | +0.86% |
Volatility
IJJ vs. IAAAX - Volatility Comparison
iShares S&P Mid-Cap 400 Value ETF (IJJ) has a higher volatility of 3.70% compared to Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) at 3.39%. This indicates that IJJ's price experiences larger fluctuations and is considered to be riskier than IAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJJ | IAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 3.39% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 10.13% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 13.01% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 16.33% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.03% | 16.85% | +5.18% |
IJJ vs. IAAAX - Expense Ratio Comparison
IJJ has a 0.18% expense ratio, which is lower than IAAAX's 0.49% expense ratio.
Dividends
IJJ vs. IAAAX - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.63%, less than IAAAX's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 6.58% | 7.21% | 5.16% | 2.79% | 8.74% | 8.25% | 4.13% | 9.02% | 19.05% | 11.01% | 8.16% | 9.44% |
IJJ iShares S&P Mid-Cap 400 Value ETF | 1.63% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
Frequently Asked Questions
IJJ and IAAAX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJJ has higher volatility (3.70%) compared to IAAAX (3.39%). In terms of maximum drawdown, IJJ dropped -58.00% vs IAAAX's -56.57%.
IAAAX currently has the higher Sharpe Ratio (1.99 vs 1.44), 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.
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