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TADAX vs. TIMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TADAX vs. TIMUX - Performance Comparison

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

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TADAX vs. TIMUX - 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%
TIMUX
Transamerica Intermediate Muni
-0.40%3.88%2.47%5.52%-12.27%2.30%4.30%7.43%1.08%5.61%

Returns By Period

In the year-to-date period, TADAX achieves a -13.15% return, which is significantly lower than TIMUX's -0.40% return. Over the past 10 years, TADAX has outperformed TIMUX with an annualized return of 14.23%, while TIMUX has yielded a comparatively lower 1.63% 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%

TIMUX

1D
0.19%
1M
-2.56%
YTD
-0.40%
6M
1.46%
1Y
3.79%
3Y*
2.81%
5Y*
0.13%
10Y*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TADAX vs. TIMUX - Expense Ratio Comparison

TADAX has a 1.02% expense ratio, which is higher than TIMUX's 0.49% expense ratio.


Return for Risk

TADAX vs. TIMUX — 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

TIMUX
TIMUX Risk / Return Rank: 4848
Overall Rank
TIMUX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TIMUX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIMUX Omega Ratio Rank: 7676
Omega Ratio Rank
TIMUX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TIMUX Martin Ratio Rank: 2929
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. TIMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) and Transamerica Intermediate Muni (TIMUX). 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.


TADAXTIMUXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.99

-0.37

Sortino ratio

Return per unit of downside risk

1.04

1.32

-0.28

Omega ratio

Gain probability vs. loss probability

1.14

1.29

-0.14

Calmar ratio

Return relative to maximum drawdown

0.67

1.01

-0.33

Martin ratio

Return relative to average drawdown

2.39

3.20

-0.81

TADAX vs. TIMUX - Sharpe Ratio Comparison

The current TADAX Sharpe Ratio is 0.62, which is lower than the TIMUX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of TADAX and TIMUX, 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


TADAXTIMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.99

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.03

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.39

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.70

-0.06

Correlation

The correlation between TADAX and TIMUX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TADAX vs. TIMUX - Dividend Comparison

TADAX's dividend yield for the trailing twelve months is around 5.29%, more than TIMUX's 3.14% 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%
TIMUX
Transamerica Intermediate Muni
3.14%3.47%3.09%2.03%1.79%2.11%2.24%2.55%2.46%2.07%2.53%2.21%

Drawdowns

TADAX vs. TIMUX - Drawdown Comparison

The maximum TADAX drawdown since its inception was -39.29%, which is greater than TIMUX's maximum drawdown of -17.93%. Use the drawdown chart below to compare losses from any high point for TADAX and TIMUX.


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Drawdown Indicators


TADAXTIMUXDifference

Max Drawdown

Largest peak-to-trough decline

-39.29%

-17.93%

-21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.48%

-4.67%

-11.81%

Max Drawdown (5Y)

Largest decline over 5 years

-39.29%

-17.93%

-21.36%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

-17.93%

-21.36%

Current Drawdown

Current decline from peak

-16.48%

-2.56%

-13.92%

Average Drawdown

Average peak-to-trough decline

-6.43%

-3.20%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

1.47%

+3.19%

Volatility

TADAX vs. TIMUX - Volatility Comparison

Transamerica US Growth (TADAX) has a higher volatility of 5.79% compared to Transamerica Intermediate Muni (TIMUX) at 1.01%. This indicates that TADAX's price experiences larger fluctuations and is considered to be riskier than TIMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TADAXTIMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

1.01%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

1.55%

+11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

4.48%

+18.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

4.11%

+18.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

4.20%

+17.65%