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TADAX vs. IBALX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TADAX vs. IBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica US Growth (TADAX) and Transamerica Multi-Managed Balanced Fund (IBALX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TADAX achieves a 5.83% return, which is significantly higher than IBALX's 4.93% return. Over the past 10 years, TADAX has outperformed IBALX with an annualized return of 16.81%, while IBALX has yielded a comparatively lower 9.63% annualized return.


TADAX

1D
-1.37%
1M
0.03%
YTD
5.83%
6M
4.48%
1Y
22.15%
3Y*
21.32%
5Y*
11.22%
10Y*
16.81%

IBALX

1D
0.72%
1M
0.54%
YTD
4.93%
6M
4.70%
1Y
15.77%
3Y*
13.15%
5Y*
7.91%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TADAX vs. IBALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TADAX
Transamerica US Growth
5.83%17.09%28.81%41.45%-31.60%20.65%35.85%39.41%-0.52%28.71%
IBALX
Transamerica Multi-Managed Balanced Fund
4.93%12.69%14.53%18.44%-16.48%16.65%15.55%21.33%-3.99%13.84%

Correlation

The correlation between TADAX and IBALX is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.93

The correlation between TADAX and IBALX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

TADAX vs. IBALX — Risk / Return Rank

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

TADAX
TADAX Risk / Return Rank: 2222
Overall Rank
TADAX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TADAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TADAX Omega Ratio Rank: 2424
Omega Ratio Rank
TADAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
TADAX Martin Ratio Rank: 2121
Martin Ratio Rank

IBALX
IBALX Risk / Return Rank: 5353
Overall Rank
IBALX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IBALX Sortino Ratio Rank: 5151
Sortino Ratio Rank
IBALX Omega Ratio Rank: 5353
Omega Ratio Rank
IBALX Calmar Ratio Rank: 4949
Calmar Ratio Rank
IBALX Martin Ratio Rank: 6161
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. IBALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and Transamerica Multi-Managed Balanced Fund (IBALX). 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.


TADAXIBALXDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.44

2.58

-1.14

Martin ratioReturn relative to average drawdown

4.83

11.38

-6.55

TADAX vs. IBALX - Sharpe Ratio Comparison

The current TADAX Sharpe Ratio is 1.33, which is lower than the IBALX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of TADAX and IBALX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TADAX vs. IBALX - Drawdown Comparison

The maximum TADAX drawdown since its inception was -39.29%, smaller than the maximum IBALX drawdown of -43.33%. Use the drawdown chart below to compare losses from any high point for TADAX and IBALX.


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Drawdown Indicators


TADAXIBALXDifference

Max Drawdown

Largest peak-to-trough decline

-39.29%

-43.33%

+4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.48%

-6.10%

-10.38%

Max Drawdown (3Y)

Largest decline over 3 years

-24.04%

-11.56%

-12.48%

Max Drawdown (5Y)

Largest decline over 5 years

-39.29%

-23.64%

-15.65%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-23.64%

-15.65%

Current Drawdown

Current decline from peak

-4.14%

-0.79%

-3.35%

Average Drawdown

Average peak-to-trough decline

-6.39%

-5.94%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

1.38%

+3.52%

Volatility

TADAX vs. IBALX - Volatility Comparison

Transamerica US Growth (TADAX) has a higher volatility of 7.37% compared to Transamerica Multi-Managed Balanced Fund (IBALX) at 3.22%. This indicates that TADAX's price experiences larger fluctuations and is considered to be riskier than IBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TADAXIBALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

3.22%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

6.48%

+7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

8.04%

+9.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.32%

11.52%

+11.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

11.53%

+10.52%

TADAX vs. IBALX - Expense Ratio Comparison

TADAX has a 1.02% expense ratio, which is higher than IBALX's 0.96% expense ratio.


Dividends

TADAX vs. IBALX - Dividend Comparison

TADAX's dividend yield for the trailing twelve months is around 4.34%, less than IBALX's 5.86% yield.


PositionTTM20252024202320222021202020192018201720162015
IBALX
Transamerica Multi-Managed Balanced Fund
5.50%6.13%7.92%4.09%3.09%6.82%4.84%4.15%8.16%3.20%1.49%3.44%
TADAX
Transamerica US Growth
4.34%4.59%16.73%3.66%4.60%13.56%9.73%8.29%12.42%10.92%2.29%2.47%

Frequently Asked Questions


With a correlation of 0.90, TADAX and IBALX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TADAX has higher volatility (7.37%) compared to IBALX (3.22%). In terms of maximum drawdown, TADAX dropped -39.29% vs IBALX's -43.33%.

IBALX currently has the higher Sharpe Ratio (1.96 vs 1.33), 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.

Portfolio Optimizer

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