IJJ vs. IAAAX
Compare and contrast key facts about iShares S&P MidCap 400 Value ETF (IJJ) and Transamerica Asset Allocation Growth Portfolio Fund (IAAAX).
IJJ is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400/Citigroup Value Index. It was launched on Jul 24, 2000. IAAAX is managed by Transamerica. It was launched on Feb 28, 2002.
Performance
IJJ vs. IAAAX - Performance Comparison
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IJJ vs. IAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.52% | 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 | -3.55% | 21.45% | 17.37% | 20.04% | -19.24% | 16.14% | 18.87% | 21.75% | -11.48% | 20.17% |
Returns By Period
In the year-to-date period, IJJ achieves a 1.52% return, which is significantly higher than IAAAX's -3.55% return. Both investments have delivered pretty close results over the past 10 years, with IJJ having a 9.93% annualized return and IAAAX not far behind at 9.92%.
IJJ
- 1D
- 0.49%
- 1M
- -4.98%
- YTD
- 1.52%
- 6M
- 3.17%
- 1Y
- 12.94%
- 3Y*
- 11.00%
- 5Y*
- 7.18%
- 10Y*
- 9.93%
IAAAX
- 1D
- 2.97%
- 1M
- -6.10%
- YTD
- -3.55%
- 6M
- -0.47%
- 1Y
- 18.90%
- 3Y*
- 15.86%
- 5Y*
- 7.70%
- 10Y*
- 9.92%
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IJJ vs. IAAAX - Expense Ratio Comparison
IJJ has a 0.25% expense ratio, which is lower than IAAAX's 0.49% expense ratio.
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 MidCap 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 | 0.62 | 1.08 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.59 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.24 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.57 | -0.66 |
Martin ratioReturn relative to average drawdown | 3.41 | 7.22 | -3.81 |
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 | 0.62 | 1.08 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.48 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.40 | +0.07 |
Correlation
The correlation between IJJ and IAAAX is 0.84, 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
IJJ vs. IAAAX - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.76%, less than IAAAX's 7.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.76% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 7.48% | 7.21% | 5.16% | 2.79% | 8.74% | 8.25% | 4.13% | 9.02% | 19.05% | 11.01% | 8.16% | 9.44% |
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 | -14.54% | -12.30% | -2.24% |
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 | -7.05% | -7.17% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -9.59% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.67% | +1.21% |
Volatility
IJJ vs. IAAAX - Volatility Comparison
The current volatility for iShares S&P MidCap 400 Value ETF (IJJ) is 5.40%, while Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) has a volatility of 6.16%. This indicates that IJJ experiences smaller price fluctuations and is considered to be less risky 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 | 5.40% | 6.16% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 10.26% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 17.97% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 16.29% | +3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 16.79% | +5.25% |