TGRGX vs. IAAAX
TGRGX (Transamerica International Focus) and IAAAX (Transamerica Asset Allocation Growth Portfolio Fund) are both mutual funds - TGRGX is a Foreign Large Cap Equities fund managed by Transamerica, while IAAAX is a Diversified Portfolio fund managed by Transamerica. Over the past 5 years, TGRGX returned 0.46%/yr vs 9.16%/yr for IAAAX. Their correlation of 0.87 means they have usually moved in the same direction. TGRGX charges 1.05%/yr vs 0.49%/yr for IAAAX.
Performance
TGRGX vs. IAAAX - 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 IAAAX's 9.70% 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%
IAAAX
- 1D
- 2.26%
- 1M
- 0.22%
- 6M
- 6.67%
- YTD
- 9.70%
- 1Y
- 21.36%
- 3Y*
- 17.49%
- 5Y*
- 9.16%
- 10Y*
- 10.78%
- ALL TIME*
- 7.56%
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. IAAAX - 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% |
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 9.70% | 21.45% | 17.37% | 20.04% | -19.24% | 16.14% | 18.87% | 7.79% |
Correlation
The correlation between TGRGX and IAAAX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.87 |
The correlation between TGRGX and IAAAX has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.
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Return for Risk
TGRGX vs. IAAAX — Risk / Return Rank
TGRGX
IAAAX
TGRGX vs. IAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) and Transamerica Asset Allocation Growth Portfolio Fund (IAAAX). 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 | IAAAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.94 | -2.09 |
| Martin ratioReturn relative to average drawdown | -0.39 | 8.39 | -8.78 |
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Drawdowns
TGRGX vs. IAAAX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, smaller than the maximum IAAAX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for TGRGX and IAAAX.
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Drawdown Indicators
| TGRGX | IAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -56.57% | +21.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -9.85% | -4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -17.90% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -29.29% | -5.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -4.54% | -0.70% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -9.48% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 2.27% | +3.07% |
Volatility
TGRGX vs. IAAAX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) at 3.93%. This indicates that TGRGX's price experiences larger fluctuations and is considered to be riskier than IAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGRGX | IAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 3.93% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 11.30% | +4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 14.03% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 16.47% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 16.85% | +2.56% |
TGRGX vs. IAAAX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is higher than IAAAX's 0.49% expense ratio.
Dividends
TGRGX vs. IAAAX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than IAAAX's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 6.58% | 7.21% | 5.16% | 2.79% | 8.74% | 8.25% | 4.13% | 9.02% | 19.05% | 11.01% | 8.16% | 9.44% |
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 IAAAX have a correlation of 0.86, 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 IAAAX (3.93%). In terms of maximum drawdown, TGRGX dropped -35.21% vs IAAAX's -56.57%.
IAAAX currently has the higher Sharpe Ratio (1.36 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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