PortfoliosLab logoPortfoliosLab logo
IMOAX vs. TFLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMOAX vs. TFLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) and Transamerica Floating Rate Fund (TFLIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IMOAX vs. TFLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TFLIX
Transamerica Floating Rate Fund
-0.75%5.34%8.07%8.15%-2.55%3.88%1.18%7.09%0.30%3.72%

Returns By Period

In the year-to-date period, IMOAX achieves a -1.93% return, which is significantly lower than TFLIX's -0.75% return. Over the past 10 years, IMOAX has outperformed TFLIX with an annualized return of 6.27%, while TFLIX has yielded a comparatively lower 3.98% 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%

TFLIX

1D
0.00%
1M
-0.35%
YTD
-0.75%
6M
0.25%
1Y
4.01%
3Y*
6.05%
5Y*
4.05%
10Y*
3.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IMOAX vs. TFLIX - Expense Ratio Comparison

IMOAX has a 0.47% expense ratio, which is lower than TFLIX's 0.80% expense ratio.


Return for Risk

IMOAX vs. TFLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMOAX
IMOAX Risk / Return Rank: 6868
Overall Rank
IMOAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IMOAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
IMOAX Omega Ratio Rank: 6363
Omega Ratio Rank
IMOAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
IMOAX Martin Ratio Rank: 7272
Martin Ratio Rank

TFLIX
TFLIX Risk / Return Rank: 8787
Overall Rank
TFLIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TFLIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TFLIX Omega Ratio Rank: 9595
Omega Ratio Rank
TFLIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
TFLIX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMOAX vs. TFLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) and Transamerica Floating Rate Fund (TFLIX). 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.


IMOAXTFLIXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.54

-0.28

Sortino ratio

Return per unit of downside risk

1.79

2.54

-0.74

Omega ratio

Gain probability vs. loss probability

1.26

1.53

-0.28

Calmar ratio

Return relative to maximum drawdown

1.73

2.04

-0.31

Martin ratio

Return relative to average drawdown

7.38

8.89

-1.50

IMOAX vs. TFLIX - Sharpe Ratio Comparison

The current IMOAX Sharpe Ratio is 1.26, which is comparable to the TFLIX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IMOAX and TFLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IMOAXTFLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.54

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

1.54

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

1.20

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.20

-0.62

Correlation

The correlation between IMOAX and TFLIX is 0.26, 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. TFLIX - Dividend Comparison

IMOAX's dividend yield for the trailing twelve months is around 6.43%, less than TFLIX's 7.18% yield.


TTM20252024202320222021202020192018201720162015
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%
TFLIX
Transamerica Floating Rate Fund
7.18%7.86%7.84%6.21%3.58%3.06%3.78%5.20%4.91%4.06%4.42%3.92%

Drawdowns

IMOAX vs. TFLIX - Drawdown Comparison

The maximum IMOAX drawdown since its inception was -37.71%, which is greater than TFLIX's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for IMOAX and TFLIX.


Loading graphics...

Drawdown Indicators


IMOAXTFLIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.71%

-17.79%

-19.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-2.03%

-5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.51%

-6.26%

-16.25%

Max Drawdown (10Y)

Largest decline over 10 years

-22.51%

-17.79%

-4.72%

Current Drawdown

Current decline from peak

-4.54%

-0.86%

-3.68%

Average Drawdown

Average peak-to-trough decline

-4.94%

-0.80%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.49%

+1.16%

Volatility

IMOAX vs. TFLIX - Volatility Comparison

Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) has a higher volatility of 3.85% compared to Transamerica Floating Rate Fund (TFLIX) at 0.70%. This indicates that IMOAX's price experiences larger fluctuations and is considered to be riskier than TFLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IMOAXTFLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

0.70%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

5.89%

1.80%

+4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

9.59%

2.93%

+6.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

2.66%

+6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.91%

3.32%

+5.59%