TAAFX vs. FCSRX
TAAFX (Transamerica Asset Allocation Intermediate Horizon) and FCSRX (Fidelity Advisor Strategic Real Return Fund Class C) are both Diversified Portfolio funds. Over the past 10 years, TAAFX returned 6.84%/yr vs 4.42%/yr for FCSRX. Their 0.56 correlation means they have sometimes moved together and sometimes differently. TAAFX charges 0.35%/yr vs 1.70%/yr for FCSRX.
Performance
TAAFX vs. FCSRX - Performance Comparison
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Returns By Period
In the year-to-date period, TAAFX achieves a 4.45% return, which is significantly lower than FCSRX's 6.55% return. Over the past 10 years, TAAFX has outperformed FCSRX with an annualized return of 6.84%, while FCSRX has yielded a comparatively lower 4.42% annualized return.
TAAFX
- 1D
- 0.89%
- 1M
- -0.44%
- 6M
- 3.27%
- YTD
- 4.45%
- 1Y
- 9.61%
- 3Y*
- 9.84%
- 5Y*
- 4.17%
- 10Y*
- 6.84%
- ALL TIME*
- 6.08%
FCSRX
- 1D
- 0.00%
- 1M
- 0.77%
- 6M
- 2.98%
- YTD
- 6.55%
- 1Y
- 12.24%
- 3Y*
- 7.14%
- 5Y*
- 4.52%
- 10Y*
- 4.42%
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TAAFX vs. FCSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAAFX Transamerica Asset Allocation Intermediate Horizon | 4.45% | 11.52% | 10.43% | 13.02% | -16.73% | 9.77% | 16.00% | 17.67% | -5.08% | 11.73% |
FCSRX Fidelity Advisor Strategic Real Return Fund Class C | 6.55% | 9.27% | 4.75% | 3.60% | -4.26% | 14.68% | 2.60% | 9.54% | -5.03% | 3.02% |
Correlation
The correlation between TAAFX and FCSRX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.56 |
Over the past year, the correlation between TAAFX and FCSRX has dropped to 0.33 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
TAAFX vs. FCSRX — Risk / Return Rank
TAAFX
FCSRX
TAAFX vs. FCSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Asset Allocation Intermediate Horizon (TAAFX) and Fidelity Advisor Strategic Real Return Fund Class C (FCSRX). 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.
| TAAFX | FCSRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 3.36 | -1.91 |
| Martin ratioReturn relative to average drawdown | 5.80 | 10.54 | -4.74 |
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Drawdowns
TAAFX vs. FCSRX - Drawdown Comparison
The maximum TAAFX drawdown since its inception was -22.69%, smaller than the maximum FCSRX drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for TAAFX and FCSRX.
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Drawdown Indicators
| TAAFX | FCSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.69% | -33.91% | +11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | -3.50% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -9.94% | -5.85% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.62% | -13.22% | -9.40% |
Max Drawdown (10Y)Largest decline over 10 years | -22.69% | -20.02% | -2.67% |
Current DrawdownCurrent decline from peak | -0.87% | -2.33% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -5.07% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.11% | +0.40% |
Volatility
TAAFX vs. FCSRX - Volatility Comparison
Transamerica Asset Allocation Intermediate Horizon (TAAFX) has a higher volatility of 2.05% compared to Fidelity Advisor Strategic Real Return Fund Class C (FCSRX) at 1.62%. This indicates that TAAFX's price experiences larger fluctuations and is considered to be riskier than FCSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAAFX | FCSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 1.62% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 6.48% | 3.78% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 4.88% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.95% | 6.90% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.74% | 6.71% | +7.03% |
TAAFX vs. FCSRX - Expense Ratio Comparison
TAAFX has a 0.35% expense ratio, which is lower than FCSRX's 1.70% expense ratio.
Dividends
TAAFX vs. FCSRX - Dividend Comparison
TAAFX's dividend yield for the trailing twelve months is around 19.52%, more than FCSRX's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCSRX Fidelity Advisor Strategic Real Return Fund Class C | 2.54% | 3.74% | 3.86% | 4.35% | 6.51% | 4.53% | 1.32% | 2.20% | 8.51% | 1.58% | 1.34% | 0.66% |
TAAFX Transamerica Asset Allocation Intermediate Horizon | 19.52% | 20.89% | 6.34% | 2.37% | 10.56% | 9.94% | 8.85% | 6.69% | 6.60% | 1.68% | 0.00% | 0.00% |
Frequently Asked Questions
TAAFX and FCSRX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAAFX has higher volatility (2.05%) compared to FCSRX (1.62%). In terms of maximum drawdown, TAAFX dropped -22.69% vs FCSRX's -33.91%.
FCSRX currently has the higher Sharpe Ratio (2.44 vs 1.07), 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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