TGRGX vs. GIOTX
TGRGX (Transamerica International Focus) and GIOTX (GMO International Developed Equity Allocation Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, TGRGX returned 0.46%/yr vs 15.33%/yr for GIOTX. Their correlation of 0.88 means they have usually moved in the same direction. TGRGX charges 1.05%/yr vs 0.00%/yr for GIOTX.
Performance
TGRGX vs. GIOTX - Performance Comparison
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Returns By Period
In the year-to-date period, TGRGX achieves a 3.76% return, which is significantly lower than GIOTX's 21.36% 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%
GIOTX
- 1D
- 3.10%
- 1M
- 3.56%
- 6M
- 14.12%
- YTD
- 21.36%
- 1Y
- 41.77%
- 3Y*
- 26.17%
- 5Y*
- 15.33%
- 10Y*
- 12.16%
- ALL TIME*
- 6.53%
Liquidity Comparison
| Position | Avg. 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. GIOTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TGRGX Transamerica International Focus | 3.76% | 6.79% | -0.73% | 12.65% | -20.27% | 10.78% | 21.16% | 14.39% |
GIOTX GMO International Developed Equity Allocation Fund | 21.36% | 43.70% | 10.66% | 21.03% | -12.41% | 11.14% | 7.43% | 10.90% |
Correlation
The correlation between TGRGX and GIOTX is 0.80, 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. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.88 |
The correlation between TGRGX and GIOTX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
TGRGX vs. GIOTX — Risk / Return Rank
TGRGX
GIOTX
TGRGX vs. GIOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) and GMO International Developed Equity Allocation Fund (GIOTX). 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.
| TGRGX | GIOTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.54 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.46 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.85 | -4.00 |
| Martin ratioReturn relative to average drawdown | -0.39 | 14.97 | -15.37 |
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Drawdowns
TGRGX vs. GIOTX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, smaller than the maximum GIOTX drawdown of -56.51%. Use the drawdown chart below to compare losses from any high point for TGRGX and GIOTX.
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Drawdown Indicators
| TGRGX | GIOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -56.51% | +21.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -10.66% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -13.40% | -4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -28.34% | -6.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.29% | — |
Current DrawdownCurrent decline from peak | -4.54% | 0.00% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -14.13% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 2.74% | +2.60% |
Volatility
TGRGX vs. GIOTX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to GMO International Developed Equity Allocation Fund (GIOTX) at 5.21%. This indicates that TGRGX's price experiences larger fluctuations and is considered to be riskier than GIOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGRGX | GIOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 5.21% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 13.48% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 16.22% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 15.55% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 16.17% | +3.24% |
TGRGX vs. GIOTX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is higher than GIOTX's 0.00% expense ratio.
Dividends
TGRGX vs. GIOTX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than GIOTX's 8.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIOTX GMO International Developed Equity Allocation Fund | 8.39% | 8.04% | 5.07% | 6.54% | 4.45% | 6.67% | 4.48% | 3.74% | 3.90% | 3.15% | 4.04% | 3.39% |
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 GIOTX have a correlation of 0.80, 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 GIOTX (5.21%). In terms of maximum drawdown, TGRGX dropped -35.21% vs GIOTX's -56.51%.
GIOTX currently has the higher Sharpe Ratio (2.54 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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