IMOAX vs. IDITX
IMOAX (Transamerica Asset Allocation Moderate Portfolio Fund) and IDITX (Transamerica Bond) are both mutual funds - IMOAX is a Diversified Portfolio fund managed by Transamerica, while IDITX is a Intermediate Core-Plus Bond fund managed by Transamerica. Over the past 10 years, IMOAX returned 6.54%/yr vs 1.79%/yr for IDITX. Their 0.21 correlation means their historical movements had little consistent relationship. IMOAX charges 0.47%/yr vs 0.88%/yr for IDITX.
Performance
IMOAX vs. IDITX - Performance Comparison
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Returns By Period
In the year-to-date period, IMOAX achieves a 4.82% return, which is significantly higher than IDITX's -0.53% return. Over the past 10 years, IMOAX has outperformed IDITX with an annualized return of 6.54%, while IDITX has yielded a comparatively lower 1.79% 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%
IDITX
- 1D
- 0.13%
- 1M
- -1.25%
- 6M
- -0.85%
- YTD
- -0.53%
- 1Y
- 1.82%
- 3Y*
- 3.81%
- 5Y*
- -0.41%
- 10Y*
- 1.79%
- ALL TIME*
- 4.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
IDITX Transamerica Bond | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
IMOAX vs. IDITX - 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% |
IDITX Transamerica Bond | -0.53% | 6.83% | 1.80% | 5.96% | -14.07% | -0.11% | 6.43% | 9.08% | -0.76% | 4.92% |
Correlation
The correlation between IMOAX and IDITX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2002 | 0.21 |
Over the past year, IMOAX and IDITX have become more correlated (0.54) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
IMOAX vs. IDITX — Risk / Return Rank
IMOAX
IDITX
IMOAX vs. IDITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) and Transamerica Bond (IDITX). 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 | IDITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.97 | +0.84 |
| Martin ratioReturn relative to average drawdown | 7.74 | 2.58 | +5.16 |
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Drawdowns
IMOAX vs. IDITX - Drawdown Comparison
The maximum IMOAX drawdown since its inception was -37.71%, which is greater than IDITX's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for IMOAX and IDITX.
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Drawdown Indicators
| IMOAX | IDITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.71% | -21.27% | -16.44% |
Max Drawdown (1Y)Largest decline over 1 year | -6.18% | -3.04% | -3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -5.00% | -4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.51% | -18.33% | -4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -22.51% | -18.33% | -4.18% |
Current DrawdownCurrent decline from peak | -0.91% | -2.43% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -2.88% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.14% | +0.30% |
Volatility
IMOAX vs. IDITX - Volatility Comparison
Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) has a higher volatility of 2.36% compared to Transamerica Bond (IDITX) at 0.97%. This indicates that IMOAX's price experiences larger fluctuations and is considered to be riskier than IDITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMOAX | IDITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 0.97% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 2.93% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.31% | 3.71% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.28% | 5.39% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.97% | 4.51% | +4.46% |
IMOAX vs. IDITX - Expense Ratio Comparison
IMOAX has a 0.47% expense ratio, which is lower than IDITX's 0.88% expense ratio.
Dividends
IMOAX vs. IDITX - Dividend Comparison
IMOAX's dividend yield for the trailing twelve months is around 6.02%, more than IDITX's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDITX Transamerica Bond | 3.89% | 4.08% | 4.19% | 3.59% | 2.20% | 2.72% | 2.72% | 3.06% | 3.70% | 3.72% | 3.72% | 3.40% |
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 IDITX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMOAX has higher volatility (2.36%) compared to IDITX (0.97%). In terms of maximum drawdown, IMOAX dropped -37.71% vs IDITX's -21.27%.
IMOAX currently has the higher Sharpe Ratio (1.35 vs 0.80), 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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