TAHTX vs. GHVIX
Compare and contrast key facts about Transamerica High Yield Bond (TAHTX) and GMO High Yield Fund (GHVIX).
TAHTX is managed by Transamerica. It was launched on Jun 14, 1985. GHVIX is managed by GMO. It was launched on Jun 25, 2018.
Performance
TAHTX vs. GHVIX - Performance Comparison
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TAHTX vs. GHVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TAHTX Transamerica High Yield Bond | -2.04% | 8.73% | 7.83% | 9.14% | -13.10% | 6.22% | 3.66% | 14.12% | -2.35% |
GHVIX GMO High Yield Fund | -1.45% | 9.39% | 1.41% | 12.94% | -8.06% | 10.90% | 5.38% | 8.91% | 3.98% |
Returns By Period
In the year-to-date period, TAHTX achieves a -2.04% return, which is significantly lower than GHVIX's -1.45% return.
TAHTX
- 1D
- 0.12%
- 1M
- -2.67%
- YTD
- -2.04%
- 6M
- -0.08%
- 1Y
- 6.21%
- 3Y*
- 6.89%
- 5Y*
- 2.66%
- 10Y*
- 4.25%
GHVIX
- 1D
- 0.18%
- 1M
- -1.96%
- YTD
- -1.45%
- 6M
- 0.06%
- 1Y
- 6.46%
- 3Y*
- 5.96%
- 5Y*
- 4.53%
- 10Y*
- —
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TAHTX vs. GHVIX - Expense Ratio Comparison
TAHTX has a 0.58% expense ratio, which is higher than GHVIX's 0.46% expense ratio.
Return for Risk
TAHTX vs. GHVIX — Risk / Return Rank
TAHTX
GHVIX
TAHTX vs. GHVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica High Yield Bond (TAHTX) and GMO High Yield Fund (GHVIX). 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.
| TAHTX | GHVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 1.56 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.47 | 2.20 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.97 | -0.01 |
Martin ratioReturn relative to average drawdown | 8.16 | 9.21 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TAHTX | GHVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.56 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.53 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.61 | -0.26 |
Correlation
The correlation between TAHTX and GHVIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TAHTX vs. GHVIX - Dividend Comparison
TAHTX's dividend yield for the trailing twelve months is around 6.53%, more than GHVIX's 5.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAHTX Transamerica High Yield Bond | 6.53% | 6.94% | 6.60% | 4.20% | 3.74% | 4.59% | 4.67% | 5.57% | 6.30% | 4.43% |
GHVIX GMO High Yield Fund | 5.77% | 5.68% | 7.96% | 4.37% | 8.11% | 19.00% | 2.10% | 7.76% | 3.83% | 0.00% |
Drawdowns
TAHTX vs. GHVIX - Drawdown Comparison
The maximum TAHTX drawdown since its inception was -23.40%, which is greater than GHVIX's maximum drawdown of -20.48%. Use the drawdown chart below to compare losses from any high point for TAHTX and GHVIX.
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Drawdown Indicators
| TAHTX | GHVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -20.48% | -2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -3.19% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -16.57% | -13.54% | -3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | -2.67% | -2.24% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -2.69% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 0.68% | +0.09% |
Volatility
TAHTX vs. GHVIX - Volatility Comparison
The current volatility for Transamerica High Yield Bond (TAHTX) is 1.27%, while GMO High Yield Fund (GHVIX) has a volatility of 1.49%. This indicates that TAHTX experiences smaller price fluctuations and is considered to be less risky than GHVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAHTX | GHVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.49% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 2.11% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.01% | 4.18% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.06% | 8.59% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.18% | 8.93% | -2.75% |