MCFIX vs. IDITX
MCFIX (Mercer Core Fixed Income Fund) and IDITX (Transamerica Bond) are both Intermediate Core-Plus Bond funds. Over the past 5 years, MCFIX returned -0.46%/yr vs -0.16%/yr for IDITX. Their correlation of 0.85 suggests significant overlap in exposure. MCFIX charges 0.16%/yr vs 0.88%/yr for IDITX.
Performance
MCFIX vs. IDITX - Performance Comparison
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Returns By Period
In the year-to-date period, MCFIX achieves a -1.77% return, which is significantly lower than IDITX's 0.22% return.
MCFIX
- 1D
- -0.11%
- 1M
- -0.68%
- 6M
- -1.77%
- YTD
- -1.77%
- 1Y
- 0.95%
- 3Y*
- 3.81%
- 5Y*
- -0.46%
- 10Y*
- —
IDITX
- 1D
- -0.12%
- 1M
- -0.12%
- 6M
- 0.10%
- YTD
- 0.22%
- 1Y
- 4.10%
- 3Y*
- 4.35%
- 5Y*
- -0.16%
- 10Y*
- 1.92%
MCFIX vs. IDITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MCFIX Mercer Core Fixed Income Fund | -1.77% | 6.64% | 2.02% | 6.47% | -13.69% | -1.05% | 4.75% | 3.31% |
IDITX Transamerica Bond | 0.22% | 6.83% | 1.80% | 5.96% | -14.07% | -0.11% | 6.43% | 5.20% |
Correlation
The correlation between MCFIX and IDITX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2019 | 0.85 |
The correlation between MCFIX and IDITX has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
MCFIX vs. IDITX — Risk / Return Rank
MCFIX
IDITX
MCFIX vs. IDITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercer Core Fixed Income Fund (MCFIX) 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.
| MCFIX | IDITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.18 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.23 | -0.95 |
| Martin ratioReturn relative to average drawdown | 0.67 | 3.58 | -2.91 |
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Drawdowns
MCFIX vs. IDITX - Drawdown Comparison
The maximum MCFIX drawdown since its inception was -21.68%, roughly equal to the maximum IDITX drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for MCFIX and IDITX.
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Drawdown Indicators
| MCFIX | IDITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.68% | -21.27% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -3.75% | -3.04% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -6.32% | -6.07% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | -18.33% | -0.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.33% | — |
Current DrawdownCurrent decline from peak | -6.72% | -1.69% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -2.88% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 1.04% | +0.46% |
Volatility
MCFIX vs. IDITX - Volatility Comparison
Mercer Core Fixed Income Fund (MCFIX) has a higher volatility of 1.21% compared to Transamerica Bond (IDITX) at 1.00%. This indicates that MCFIX'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
| MCFIX | IDITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 1.00% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 2.89% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 3.71% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 5.39% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.09% | 4.50% | +1.59% |
MCFIX vs. IDITX - Expense Ratio Comparison
MCFIX has a 0.16% expense ratio, which is lower than IDITX's 0.88% expense ratio.
Dividends
MCFIX vs. IDITX - Dividend Comparison
MCFIX's dividend yield for the trailing twelve months is around 4.34%, more than IDITX's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDITX Transamerica Bond | 4.20% | 4.08% | 4.19% | 3.59% | 2.20% | 2.72% | 2.72% | 3.06% | 3.70% | 3.72% | 3.72% | 3.40% |
MCFIX Mercer Core Fixed Income Fund | 4.34% | 3.89% | 4.54% | 3.68% | 3.31% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MCFIX and IDITX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCFIX has higher volatility (1.21%) compared to IDITX (1.00%). In terms of maximum drawdown, MCFIX dropped -21.68% vs IDITX's -21.27%.
IDITX currently has the higher Sharpe Ratio (1.01 vs 0.26), 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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