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TAHTX vs. IMLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAHTX vs. IMLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica High Yield Bond (TAHTX) and Transamerica Asset Allocation Moderate Growth Portfolio Fund (IMLAX). The values are adjusted to include any dividend payments, if applicable.

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TAHTX vs. IMLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAHTX
Transamerica High Yield Bond
-2.04%8.73%7.83%9.14%-13.10%6.22%3.66%14.12%-2.36%5.98%
IMLAX
Transamerica Asset Allocation Moderate Growth Portfolio Fund
-4.68%17.98%13.11%15.70%-17.36%11.37%16.92%17.82%-8.54%15.88%

Returns By Period

In the year-to-date period, TAHTX achieves a -2.04% return, which is significantly higher than IMLAX's -4.68% return. Over the past 10 years, TAHTX has underperformed IMLAX with an annualized return of 4.25%, while IMLAX has yielded a comparatively higher 7.71% annualized 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%

IMLAX

1D
0.00%
1M
-7.43%
YTD
-4.68%
6M
-2.09%
1Y
12.82%
3Y*
11.90%
5Y*
5.61%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAHTX vs. IMLAX - Expense Ratio Comparison

TAHTX has a 0.58% expense ratio, which is higher than IMLAX's 0.47% expense ratio.


Return for Risk

TAHTX vs. IMLAX — Risk / Return Rank

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

TAHTX
TAHTX Risk / Return Rank: 8585
Overall Rank
TAHTX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TAHTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TAHTX Omega Ratio Rank: 8787
Omega Ratio Rank
TAHTX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TAHTX Martin Ratio Rank: 8282
Martin Ratio Rank

IMLAX
IMLAX Risk / Return Rank: 5555
Overall Rank
IMLAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IMLAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
IMLAX Omega Ratio Rank: 5454
Omega Ratio Rank
IMLAX Calmar Ratio Rank: 5151
Calmar Ratio Rank
IMLAX Martin Ratio Rank: 5959
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.

TAHTX vs. IMLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica High Yield Bond (TAHTX) and Transamerica Asset Allocation Moderate Growth Portfolio Fund (IMLAX). 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.


TAHTXIMLAXDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.01

+0.67

Sortino ratio

Return per unit of downside risk

2.47

1.45

+1.02

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratio

Return relative to maximum drawdown

1.96

1.24

+0.72

Martin ratio

Return relative to average drawdown

8.16

5.66

+2.51

TAHTX vs. IMLAX - Sharpe Ratio Comparison

The current TAHTX Sharpe Ratio is 1.68, which is higher than the IMLAX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TAHTX and IMLAX, 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


TAHTXIMLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.01

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.47

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.64

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.47

-0.12

Correlation

The correlation between TAHTX and IMLAX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TAHTX vs. IMLAX - Dividend Comparison

TAHTX's dividend yield for the trailing twelve months is around 6.53%, less than IMLAX's 7.24% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IMLAX
Transamerica Asset Allocation Moderate Growth Portfolio Fund
7.24%6.90%6.44%3.39%3.62%8.40%4.06%7.35%15.09%9.95%6.99%7.99%

Drawdowns

TAHTX vs. IMLAX - Drawdown Comparison

The maximum TAHTX drawdown since its inception was -23.40%, smaller than the maximum IMLAX drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for TAHTX and IMLAX.


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Drawdown Indicators


TAHTXIMLAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.40%

-46.65%

+23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-9.26%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.57%

-25.32%

+8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-23.40%

-27.36%

+3.96%

Current Drawdown

Current decline from peak

-2.67%

-7.62%

+4.95%

Average Drawdown

Average peak-to-trough decline

-4.99%

-6.75%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.03%

-1.26%

Volatility

TAHTX vs. IMLAX - Volatility Comparison

The current volatility for Transamerica High Yield Bond (TAHTX) is 1.27%, while Transamerica Asset Allocation Moderate Growth Portfolio Fund (IMLAX) has a volatility of 4.10%. This indicates that TAHTX experiences smaller price fluctuations and is considered to be less risky than IMLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAHTXIMLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

4.10%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

7.45%

-4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

12.80%

-8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.06%

11.90%

-6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.18%

12.10%

-5.92%