TMIFX vs. PMEGX
TMIFX (Transamerica Mid Cap Growth) and PMEGX (T. Rowe Price Institutional Mid Cap Equity Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, TMIFX returned 3.15%/yr vs 2.15%/yr for PMEGX. Their correlation of 0.89 means they have usually moved in the same direction. TMIFX charges 0.95%/yr vs 0.61%/yr for PMEGX.
Performance
TMIFX vs. PMEGX - Performance Comparison
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Returns By Period
In the year-to-date period, TMIFX achieves a 5.75% return, which is significantly higher than PMEGX's 3.03% 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%
PMEGX
- 1D
- 0.47%
- 1M
- -1.53%
- 6M
- 2.67%
- YTD
- 3.03%
- 1Y
- 6.19%
- 3Y*
- 6.28%
- 5Y*
- 2.15%
- 10Y*
- 9.78%
- ALL TIME*
- 10.81%
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 |
TMIFX vs. PMEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMIFX Transamerica Mid Cap Growth | 5.75% | 6.85% | 16.25% | 31.92% | -32.11% | 8.15% | 30.28% | 42.96% | -19.90% | 12.49% |
PMEGX T. Rowe Price Institutional Mid Cap Equity Growth Fund | 3.03% | 3.73% | 9.15% | 20.69% | -23.19% | 15.50% | 23.95% | 33.08% | -2.23% | 18.15% |
Correlation
The correlation between TMIFX and PMEGX is 0.82, 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. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2017 | 0.89 |
The correlation between TMIFX and PMEGX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
TMIFX vs. PMEGX — Risk / Return Rank
TMIFX
PMEGX
TMIFX vs. PMEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Mid Cap Growth (TMIFX) and T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX). 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.
| TMIFX | PMEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.06 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.41 | -0.55 |
| Martin ratioReturn relative to average drawdown | -0.36 | 1.39 | -1.75 |
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Drawdowns
TMIFX vs. PMEGX - Drawdown Comparison
The maximum TMIFX drawdown since its inception was -55.26%, roughly equal to the maximum PMEGX drawdown of -55.88%. Use the drawdown chart below to compare losses from any high point for TMIFX and PMEGX.
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Drawdown Indicators
| TMIFX | PMEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.26% | -55.88% | +0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -10.21% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -25.66% | -27.99% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -55.26% | -32.87% | -22.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.16% | — |
Current DrawdownCurrent decline from peak | -16.47% | -6.20% | -10.27% |
Average DrawdownAverage peak-to-trough decline | -19.05% | -8.99% | -10.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 3.04% | +2.97% |
Volatility
TMIFX vs. PMEGX - Volatility Comparison
Transamerica Mid Cap Growth (TMIFX) has a higher volatility of 4.54% compared to T. Rowe Price Institutional Mid Cap Equity Growth Fund (PMEGX) at 2.50%. This indicates that TMIFX's price experiences larger fluctuations and is considered to be riskier than PMEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMIFX | PMEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 2.50% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 10.49% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 13.64% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.69% | 20.11% | +15.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.89% | 19.75% | +10.14% |
TMIFX vs. PMEGX - Expense Ratio Comparison
TMIFX has a 0.95% expense ratio, which is higher than PMEGX's 0.61% expense ratio.
Dividends
TMIFX vs. PMEGX - Dividend Comparison
TMIFX's dividend yield for the trailing twelve months is around 23.27%, more than PMEGX's 20.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMEGX T. Rowe Price Institutional Mid Cap Equity Growth Fund | 20.48% | 21.10% | 14.15% | 7.07% | 1.65% | 12.80% | 4.44% | 5.11% | 10.42% | 6.30% | 1.04% | 6.18% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
TMIFX and PMEGX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMIFX has higher volatility (4.54%) compared to PMEGX (2.50%). In terms of maximum drawdown, TMIFX dropped -55.26% vs PMEGX's -55.88%.
PMEGX currently has the higher Sharpe Ratio (0.31 vs -0.11), 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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