IMOAX vs. IDITX
Compare and contrast key facts about Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) and Transamerica Bond (IDITX).
IMOAX is managed by Transamerica. It was launched on Feb 28, 2002. IDITX is managed by Transamerica. It was launched on Jun 29, 1987.
Performance
IMOAX vs. IDITX - Performance Comparison
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IMOAX vs. IDITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMOAX Transamerica Asset Allocation Moderate Portfolio Fund | -1.93% | 14.86% | 9.81% | 12.66% | -16.03% | 7.92% | 14.66% | 14.68% | -6.22% | 12.45% |
IDITX Transamerica Bond | -0.59% | 6.83% | 1.80% | 5.96% | -14.07% | -0.11% | 6.43% | 9.08% | -0.76% | 4.92% |
Returns By Period
In the year-to-date period, IMOAX achieves a -1.93% return, which is significantly lower than IDITX's -0.59% return. Over the past 10 years, IMOAX has outperformed IDITX with an annualized return of 6.27%, while IDITX has yielded a comparatively lower 2.18% annualized return.
IMOAX
- 1D
- 1.67%
- 1M
- -4.01%
- YTD
- -1.93%
- 6M
- -0.04%
- 1Y
- 11.58%
- 3Y*
- 10.09%
- 5Y*
- 4.27%
- 10Y*
- 6.27%
IDITX
- 1D
- 0.25%
- 1M
- -1.83%
- YTD
- -0.59%
- 6M
- 0.08%
- 1Y
- 3.28%
- 3Y*
- 3.65%
- 5Y*
- 0.17%
- 10Y*
- 2.18%
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IMOAX vs. IDITX - Expense Ratio Comparison
IMOAX has a 0.47% expense ratio, which is lower than IDITX's 0.88% expense ratio.
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.
| IMOAX | IDITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.90 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.28 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.37 | +0.36 |
Martin ratioReturn relative to average drawdown | 7.38 | 4.22 | +3.16 |
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
| IMOAX | IDITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.90 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.03 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.49 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.11 | -0.53 |
Correlation
The correlation between IMOAX and IDITX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IMOAX vs. IDITX - Dividend Comparison
IMOAX's dividend yield for the trailing twelve months is around 6.43%, more than IDITX's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMOAX Transamerica Asset Allocation Moderate Portfolio Fund | 6.43% | 6.31% | 4.98% | 3.65% | 1.55% | 8.17% | 4.08% | 5.74% | 10.16% | 7.86% | 5.53% | 6.74% |
IDITX Transamerica Bond | 3.75% | 4.08% | 4.19% | 3.59% | 2.20% | 2.72% | 2.72% | 3.06% | 3.70% | 3.72% | 3.72% | 3.40% |
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 | -7.04% | -3.04% | -4.00% |
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 | -4.54% | -2.48% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -2.89% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 0.98% | +0.67% |
Volatility
IMOAX vs. IDITX - Volatility Comparison
Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) has a higher volatility of 3.85% compared to Transamerica Bond (IDITX) at 1.52%. 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 | 3.85% | 1.52% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 5.89% | 2.49% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.59% | 4.23% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.14% | 5.35% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.91% | 4.46% | +4.45% |