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TGRGX vs. EMTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGRGX vs. EMTIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TGRGX achieves a 3.76% return, which is significantly lower than EMTIX's 4.59% return.


TGRGX

1D
2.87%
1M
-2.18%
6M
4.06%
YTD
3.76%
1Y
-0.33%
3Y*
3.66%
5Y*
0.46%
10Y*
ALL TIME*
5.83%

EMTIX

1D
0.10%
1M
-0.60%
6M
2.28%
YTD
4.59%
1Y
11.91%
3Y*
9.11%
5Y*
3.60%
10Y*
4.21%
ALL TIME*
4.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TGRGX vs. EMTIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TGRGX
Transamerica International Focus
3.76%6.79%-0.73%12.65%-20.27%10.78%21.16%14.39%
EMTIX
Transamerica Emerging Markets Debt Fund
4.59%14.58%4.69%13.05%-13.33%-4.00%7.14%6.88%

Correlation

The correlation between TGRGX and EMTIX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.59

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2019

0.52

The correlation between TGRGX and EMTIX has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.

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Return for Risk

TGRGX vs. EMTIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TGRGX
TGRGX Risk / Return Rank: 33
Overall Rank
TGRGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TGRGX Sortino Ratio Rank: 33
Sortino Ratio Rank
TGRGX Omega Ratio Rank: 33
Omega Ratio Rank
TGRGX Calmar Ratio Rank: 33
Calmar Ratio Rank
TGRGX Martin Ratio Rank: 33
Martin Ratio Rank

EMTIX
EMTIX Risk / Return Rank: 8888
Overall Rank
EMTIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EMTIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
EMTIX Omega Ratio Rank: 9090
Omega Ratio Rank
EMTIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
EMTIX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TGRGX vs. EMTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) 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.

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.


TGRGXEMTIXDifference
Sharpe ratioReturn per unit of total volatility

-2.52

Sortino ratioReturn per unit of downside risk

-3.75

Omega ratioGain probability vs. loss probability

0.99

1.49

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.14

2.57

-2.72

Martin ratioReturn relative to average drawdown

-0.39

10.59

-10.98

TGRGX vs. EMTIX - Sharpe Ratio Comparison

The current TGRGX Sharpe Ratio is -0.12, which is lower than the EMTIX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of TGRGX and EMTIX, 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

TGRGX vs. EMTIX - Drawdown Comparison

The maximum TGRGX drawdown since its inception was -35.21%, which is greater than EMTIX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for TGRGX and EMTIX.


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Drawdown Indicators


TGRGXEMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-25.28%

-9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-4.69%

-9.85%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-5.30%

-12.58%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

-25.28%

-9.18%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

Current Drawdown

Current decline from peak

-4.54%

-1.27%

-3.27%

Average Drawdown

Average peak-to-trough decline

-9.45%

-4.85%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

1.14%

+4.20%

Volatility

TGRGX vs. EMTIX - Volatility Comparison

Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to Transamerica Emerging Markets Debt Fund (EMTIX) at 1.21%. This indicates that TGRGX'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


TGRGXEMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

1.21%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

4.40%

+10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

5.04%

+12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.04%

5.80%

+12.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.41%

6.52%

+12.89%

TGRGX vs. EMTIX - Expense Ratio Comparison

TGRGX has a 1.05% expense ratio, which is higher than EMTIX's 0.85% expense ratio.


Dividends

TGRGX vs. EMTIX - Dividend Comparison

TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than EMTIX's 5.90% yield.


PositionTTM20252024202320222021202020192018201720162015
EMTIX
Transamerica Emerging Markets Debt Fund
5.90%5.77%6.98%5.11%4.16%4.03%2.02%4.80%3.27%5.10%3.48%4.30%
TGRGX
Transamerica International Focus
0.88%0.91%20.50%8.42%1.74%5.85%0.78%1.72%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TGRGX and EMTIX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGRGX has higher volatility (5.54%) compared to EMTIX (1.21%). In terms of maximum drawdown, TGRGX dropped -35.21% vs EMTIX's -25.28%.

EMTIX currently has the higher Sharpe Ratio (2.40 vs -0.12), 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.

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