IMOAX vs. BRUFX
IMOAX (Transamerica Asset Allocation Moderate Portfolio Fund) and BRUFX (Bruce Fund) are both Diversified Portfolio funds. Over the past 10 years, IMOAX returned 6.54%/yr vs 7.56%/yr for BRUFX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. IMOAX charges 0.47%/yr vs 0.68%/yr for BRUFX.
Performance
IMOAX vs. BRUFX - Performance Comparison
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Returns By Period
In the year-to-date period, IMOAX achieves a 4.82% return, which is significantly lower than BRUFX's 16.02% return. Over the past 10 years, IMOAX has underperformed BRUFX with an annualized return of 6.54%, while BRUFX has yielded a comparatively higher 7.56% annualized return.
IMOAX
- 1D
- 1.16%
- 1M
- -0.38%
- 6M
- 3.08%
- YTD
- 4.82%
- 1Y
- 11.85%
- 3Y*
- 11.07%
- 5Y*
- 4.74%
- 10Y*
- 6.54%
- ALL TIME*
- 5.79%
BRUFX
- 1D
- -0.39%
- 1M
- 0.09%
- 6M
- 11.25%
- YTD
- 16.02%
- 1Y
- 29.17%
- 3Y*
- 12.15%
- 5Y*
- 5.98%
- 10Y*
- 7.56%
- ALL TIME*
- 9.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRUFX Bruce Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
IMOAX vs. BRUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMOAX Transamerica Asset Allocation Moderate Portfolio Fund | 4.82% | 14.86% | 9.81% | 12.66% | -16.03% | 7.92% | 14.66% | 14.68% | -6.22% | 12.45% |
BRUFX Bruce Fund | 16.02% | 14.89% | 4.45% | -0.74% | -8.80% | 17.35% | 12.06% | 22.42% | -3.99% | 12.48% |
Correlation
The correlation between IMOAX and BRUFX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2002 | 0.63 |
The correlation between IMOAX and BRUFX shifts across timeframes, from 0.47 (1 year) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IMOAX vs. BRUFX — Risk / Return Rank
IMOAX
BRUFX
IMOAX vs. BRUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) and Bruce Fund (BRUFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IMOAX | BRUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.49 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.78 | -1.97 |
| Martin ratioReturn relative to average drawdown | 7.74 | 17.01 | -9.27 |
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Drawdowns
IMOAX vs. BRUFX - Drawdown Comparison
The maximum IMOAX drawdown since its inception was -37.71%, smaller than the maximum BRUFX drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for IMOAX and BRUFX.
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Drawdown Indicators
| IMOAX | BRUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.71% | -44.50% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.18% | -7.67% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -9.66% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.51% | -17.91% | -4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -22.51% | -25.44% | +2.93% |
Current DrawdownCurrent decline from peak | -0.91% | -1.71% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -9.04% | +4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.70% | -0.26% |
Volatility
IMOAX vs. BRUFX - Volatility Comparison
Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) and Bruce Fund (BRUFX) have volatilities of 2.36% and 2.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMOAX | BRUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 2.42% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 8.50% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.31% | 10.65% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.28% | 10.58% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.97% | 11.65% | -2.68% |
IMOAX vs. BRUFX - Expense Ratio Comparison
IMOAX has a 0.47% expense ratio, which is lower than BRUFX's 0.68% expense ratio.
Dividends
IMOAX vs. BRUFX - Dividend Comparison
IMOAX's dividend yield for the trailing twelve months is around 6.02%, more than BRUFX's 5.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUFX Bruce Fund | 5.48% | 6.35% | 5.01% | 6.46% | 13.31% | 9.25% | 5.83% | 2.03% | 2.49% | 4.11% | 6.26% | 4.63% |
IMOAX Transamerica Asset Allocation Moderate Portfolio Fund | 6.02% | 6.31% | 4.98% | 3.65% | 1.55% | 8.17% | 4.08% | 5.74% | 10.16% | 7.86% | 5.53% | 6.74% |
Frequently Asked Questions
IMOAX and BRUFX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRUFX has higher volatility (2.42%) compared to IMOAX (2.36%). In terms of maximum drawdown, IMOAX dropped -37.71% vs BRUFX's -44.50%.
BRUFX currently has the higher Sharpe Ratio (2.73 vs 1.35), 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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