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TADAX vs. EMTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TADAX vs. EMTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica US Growth (TADAX) and Transamerica Emerging Markets Debt Fund (EMTIX). The values are adjusted to include any dividend payments, if applicable.

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TADAX vs. EMTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TADAX
Transamerica US Growth
-13.15%17.09%28.81%41.45%-31.60%20.65%35.85%39.41%-0.52%28.71%
EMTIX
Transamerica Emerging Markets Debt Fund
-1.26%14.58%4.69%13.05%-13.33%-4.00%7.14%13.48%-6.71%12.68%

Returns By Period

In the year-to-date period, TADAX achieves a -13.15% return, which is significantly lower than EMTIX's -1.26% return. Over the past 10 years, TADAX has outperformed EMTIX with an annualized return of 14.23%, while EMTIX has yielded a comparatively lower 4.30% annualized return.


TADAX

1D
-0.61%
1M
-9.05%
YTD
-13.15%
6M
-11.89%
1Y
14.01%
3Y*
17.49%
5Y*
8.61%
10Y*
14.23%

EMTIX

1D
-0.32%
1M
-4.41%
YTD
-1.26%
6M
2.58%
1Y
11.00%
3Y*
9.08%
5Y*
3.28%
10Y*
4.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TADAX vs. EMTIX - Expense Ratio Comparison

TADAX has a 1.02% expense ratio, which is higher than EMTIX's 0.85% expense ratio.


Return for Risk

TADAX vs. EMTIX — Risk / Return Rank

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

TADAX
TADAX Risk / Return Rank: 2626
Overall Rank
TADAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TADAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TADAX Omega Ratio Rank: 2828
Omega Ratio Rank
TADAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TADAX Martin Ratio Rank: 2323
Martin Ratio Rank

EMTIX
EMTIX Risk / Return Rank: 9292
Overall Rank
EMTIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMTIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMTIX Omega Ratio Rank: 9494
Omega Ratio Rank
EMTIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMTIX Martin Ratio Rank: 9191
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.

TADAX vs. EMTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and Transamerica Emerging Markets Debt Fund (EMTIX). 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.


TADAXEMTIXDifference

Sharpe ratio

Return per unit of total volatility

0.62

2.21

-1.59

Sortino ratio

Return per unit of downside risk

1.04

2.99

-1.95

Omega ratio

Gain probability vs. loss probability

1.14

1.48

-0.34

Calmar ratio

Return relative to maximum drawdown

0.67

2.34

-1.67

Martin ratio

Return relative to average drawdown

2.39

10.43

-8.04

TADAX vs. EMTIX - Sharpe Ratio Comparison

The current TADAX Sharpe Ratio is 0.62, which is lower than the EMTIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TADAX and EMTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TADAXEMTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.21

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.58

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.66

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.71

-0.08

Correlation

The correlation between TADAX and EMTIX is 0.36, 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

TADAX vs. EMTIX - Dividend Comparison

TADAX's dividend yield for the trailing twelve months is around 5.29%, less than EMTIX's 5.76% yield.


TTM20252024202320222021202020192018201720162015
TADAX
Transamerica US Growth
5.29%4.59%16.73%3.66%4.60%13.56%9.73%8.29%12.42%10.92%2.29%2.47%
EMTIX
Transamerica Emerging Markets Debt Fund
5.76%5.77%6.98%5.11%4.16%4.03%2.02%4.80%3.27%5.10%3.48%4.30%

Drawdowns

TADAX vs. EMTIX - Drawdown Comparison

The maximum TADAX drawdown since its inception was -39.29%, which is greater than EMTIX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for TADAX and EMTIX.


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Drawdown Indicators


TADAXEMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.29%

-25.28%

-14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-16.48%

-4.69%

-11.79%

Max Drawdown (5Y)

Largest decline over 5 years

-39.29%

-25.28%

-14.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-25.28%

-14.01%

Current Drawdown

Current decline from peak

-16.48%

-4.69%

-11.79%

Average Drawdown

Average peak-to-trough decline

-6.43%

-4.94%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

1.06%

+3.60%

Volatility

TADAX vs. EMTIX - Volatility Comparison

Transamerica US Growth (TADAX) has a higher volatility of 5.79% compared to Transamerica Emerging Markets Debt Fund (EMTIX) at 2.44%. This indicates that TADAX's price experiences larger fluctuations and is considered to be riskier than EMTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TADAXEMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

2.44%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

3.41%

+9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

5.00%

+17.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

5.66%

+17.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

6.54%

+15.31%