TGRGX vs. THYIX
TGRGX (Transamerica International Focus) and THYIX (Transamerica High Yield Muni) are both mutual funds - TGRGX is a Foreign Large Cap Equities fund managed by Transamerica, while THYIX is a High Yield Muni fund managed by Transamerica. Over the past 5 years, TGRGX returned 0.46%/yr vs -0.37%/yr for THYIX. Their 0.10 correlation means their historical movements had little consistent relationship. TGRGX charges 1.05%/yr vs 0.76%/yr for THYIX.
Performance
TGRGX vs. THYIX - Performance Comparison
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Returns By Period
In the year-to-date period, TGRGX achieves a 3.76% return, which is significantly higher than THYIX's 1.48% 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%
THYIX
- 1D
- -0.29%
- 1M
- -1.90%
- 6M
- 0.84%
- YTD
- 1.48%
- 1Y
- 6.24%
- 3Y*
- 4.60%
- 5Y*
- -0.37%
- 10Y*
- 2.11%
- ALL TIME*
- 4.02%
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. THYIX - 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% |
THYIX Transamerica High Yield Muni | 1.48% | 3.17% | 6.05% | 8.24% | -18.68% | 7.94% | 3.15% | 7.02% |
Correlation
The correlation between TGRGX and THYIX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.10 |
Over the past year, TGRGX and THYIX have become more correlated (0.33) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
TGRGX vs. THYIX — Risk / Return Rank
TGRGX
THYIX
TGRGX vs. THYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) and Transamerica High Yield Muni (THYIX). 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 | THYIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.58 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.71 | -2.86 |
| Martin ratioReturn relative to average drawdown | -0.39 | 10.42 | -10.81 |
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Drawdowns
TGRGX vs. THYIX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, which is greater than THYIX's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for TGRGX and THYIX.
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Drawdown Indicators
| TGRGX | THYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -23.56% | -11.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -2.74% | -11.80% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -6.27% | -11.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -23.56% | -10.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.56% | — |
Current DrawdownCurrent decline from peak | -4.54% | -2.29% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -4.53% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 0.71% | +4.63% |
Volatility
TGRGX vs. THYIX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to Transamerica High Yield Muni (THYIX) at 0.92%. This indicates that TGRGX's price experiences larger fluctuations and is considered to be riskier than THYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGRGX | THYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 0.92% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 2.44% | +12.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 3.10% | +14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 5.39% | +12.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 4.98% | +14.43% |
TGRGX vs. THYIX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is higher than THYIX's 0.76% expense ratio.
Dividends
TGRGX vs. THYIX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.88%, less than THYIX's 4.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
THYIX Transamerica High Yield Muni | 4.02% | 4.52% | 3.93% | 3.18% | 2.81% | 3.10% | 3.64% | 3.65% | 3.81% | 3.10% | 4.42% | 3.40% |
Frequently Asked Questions
TGRGX and THYIX have a correlation of 0.33, 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 THYIX (0.92%). In terms of maximum drawdown, TGRGX dropped -35.21% vs THYIX's -23.56%.
THYIX 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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