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TMIFX vs. FMDGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMIFX vs. FMDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Mid Cap Growth (TMIFX) and Fidelity Mid Cap Growth Index Fund (FMDGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMIFX achieves a 5.75% return, which is significantly higher than FMDGX's 0.60% return.


TMIFX

1D
1.55%
1M
-4.17%
6M
7.61%
YTD
5.75%
1Y
1.42%
3Y*
11.41%
5Y*
3.15%
10Y*
ALL TIME*
8.41%

FMDGX

1D
2.29%
1M
-3.87%
6M
1.50%
YTD
0.60%
1Y
-0.77%
3Y*
11.99%
5Y*
4.43%
10Y*
ALL TIME*
10.00%
*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

TMIFX vs. FMDGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TMIFX
Transamerica Mid Cap Growth
5.75%6.85%16.25%31.92%-32.11%8.15%30.28%8.41%
FMDGX
Fidelity Mid Cap Growth Index Fund
0.60%8.60%22.03%25.79%-26.67%12.67%34.84%4.63%

Correlation

The correlation between TMIFX and FMDGX is 0.94, 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.

0.94

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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.95

The correlation between TMIFX and FMDGX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

TMIFX vs. FMDGX — Risk / Return Rank

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

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

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

TMIFX vs. FMDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Mid Cap Growth (TMIFX) and Fidelity Mid Cap Growth Index Fund (FMDGX). 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.


TMIFXFMDGXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.00

0.99

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.21

+0.07

Martin ratioReturn relative to average drawdown

-0.36

-0.57

+0.22

TMIFX vs. FMDGX - Sharpe Ratio Comparison

The current TMIFX Sharpe Ratio is -0.11, which is higher than the FMDGX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of TMIFX and FMDGX, 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

TMIFX vs. FMDGX - Drawdown Comparison

The maximum TMIFX drawdown since its inception was -55.26%, which is greater than FMDGX's maximum drawdown of -38.59%. Use the drawdown chart below to compare losses from any high point for TMIFX and FMDGX.


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Drawdown Indicators


TMIFXFMDGXDifference

Max Drawdown

Largest peak-to-trough decline

-55.26%

-38.59%

-16.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-14.75%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-25.30%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-55.26%

-38.59%

-16.67%

Current Drawdown

Current decline from peak

-16.47%

-6.20%

-10.27%

Average Drawdown

Average peak-to-trough decline

-19.05%

-11.03%

-8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

5.29%

+0.72%

Volatility

TMIFX vs. FMDGX - Volatility Comparison

The current volatility for Transamerica Mid Cap Growth (TMIFX) is 4.54%, while Fidelity Mid Cap Growth Index Fund (FMDGX) has a volatility of 5.15%. This indicates that TMIFX experiences smaller price fluctuations and is considered to be less risky than FMDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMIFXFMDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

5.15%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

14.00%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

17.61%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.69%

22.54%

+13.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.89%

24.23%

+5.66%

TMIFX vs. FMDGX - Expense Ratio Comparison

TMIFX has a 0.95% expense ratio, which is higher than FMDGX's 0.05% expense ratio.


Dividends

TMIFX vs. FMDGX - Dividend Comparison

TMIFX's dividend yield for the trailing twelve months is around 23.27%, more than FMDGX's 1.84% yield.


PositionTTM202520242023202220212020201920182017
FMDGX
Fidelity Mid Cap Growth Index Fund
1.84%1.85%0.47%0.63%0.81%6.43%0.36%0.29%0.00%0.00%
TMIFX
Transamerica Mid Cap Growth
23.27%24.61%4.10%0.00%0.00%43.24%4.67%1.66%53.57%0.09%

Frequently Asked Questions


With a correlation of 0.94, TMIFX and FMDGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FMDGX has higher volatility (5.15%) compared to TMIFX (4.54%). In terms of maximum drawdown, TMIFX dropped -55.26% vs FMDGX's -38.59%.

TMIFX currently has the higher Sharpe Ratio (-0.11 vs -0.17), 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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