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TMLPX vs. THYIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMLPX vs. THYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Energy Infrastructure (TMLPX) and Transamerica High Yield Muni (THYIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMLPX achieves a 21.06% return, which is significantly higher than THYIX's 2.46% return. Over the past 10 years, TMLPX has outperformed THYIX with an annualized return of 9.41%, while THYIX has yielded a comparatively lower 2.24% annualized return.


TMLPX

1D
1.16%
1M
-4.99%
YTD
21.06%
6M
21.20%
1Y
24.24%
3Y*
23.79%
5Y*
15.20%
10Y*
9.41%

THYIX

1D
-0.10%
1M
1.40%
YTD
2.46%
6M
3.05%
1Y
6.77%
3Y*
5.30%
5Y*
0.13%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMLPX vs. THYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMLPX
Transamerica Energy Infrastructure
21.06%3.87%38.51%5.07%9.12%23.54%-11.25%15.66%-15.29%-0.19%
THYIX
Transamerica High Yield Muni
2.46%3.17%6.05%8.24%-18.68%7.94%3.15%9.62%0.66%9.67%

Correlation

The correlation between TMLPX and THYIX is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

-0.02

The correlation between TMLPX and THYIX shifts across timeframes, from -0.12 (1 year) to 0.06 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TMLPX vs. THYIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMLPX
TMLPX Risk / Return Rank: 4545
Overall Rank
TMLPX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TMLPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
TMLPX Omega Ratio Rank: 3434
Omega Ratio Rank
TMLPX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TMLPX Martin Ratio Rank: 4242
Martin Ratio Rank

THYIX
THYIX Risk / Return Rank: 6464
Overall Rank
THYIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
THYIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
THYIX Omega Ratio Rank: 8484
Omega Ratio Rank
THYIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
THYIX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TMLPX vs. THYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Energy Infrastructure (TMLPX) 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.


TMLPXTHYIXDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.29

1.52

-0.24

Calmar ratioReturn relative to maximum drawdown

3.28

2.52

+0.77

Martin ratioReturn relative to average drawdown

8.55

8.49

+0.06

TMLPX vs. THYIX - Sharpe Ratio Comparison

The current TMLPX Sharpe Ratio is 1.67, which is comparable to the THYIX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of TMLPX and THYIX, 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

TMLPX vs. THYIX - Drawdown Comparison

The maximum TMLPX drawdown since its inception was -67.18%, which is greater than THYIX's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for TMLPX and THYIX.


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Drawdown Indicators


TMLPXTHYIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.18%

-23.56%

-43.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-2.74%

-4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-6.66%

-9.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-23.56%

+6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-55.61%

-23.56%

-32.05%

Current Drawdown

Current decline from peak

-5.59%

-1.34%

-4.25%

Average Drawdown

Average peak-to-trough decline

-22.51%

-4.56%

-17.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

0.81%

+1.92%

Volatility

TMLPX vs. THYIX - Volatility Comparison

Transamerica Energy Infrastructure (TMLPX) has a higher volatility of 5.19% compared to Transamerica High Yield Muni (THYIX) at 0.73%. This indicates that TMLPX'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


TMLPXTHYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

0.73%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

2.25%

+8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

3.12%

+10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

5.37%

+11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

4.98%

+16.82%

TMLPX vs. THYIX - Expense Ratio Comparison

TMLPX has a 1.26% expense ratio, which is higher than THYIX's 0.76% expense ratio.


Dividends

TMLPX vs. THYIX - Dividend Comparison

TMLPX's dividend yield for the trailing twelve months is around 2.84%, less than THYIX's 4.37% yield.


PositionTTM20252024202320222021202020192018201720162015
THYIX
Transamerica High Yield Muni
4.37%4.52%3.93%3.18%2.81%3.10%3.64%3.65%3.81%3.10%4.42%3.40%
TMLPX
Transamerica Energy Infrastructure
2.84%4.33%3.71%7.34%4.83%4.33%6.09%5.65%6.10%5.51%3.95%5.58%

Frequently Asked Questions


TMLPX and THYIX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMLPX has higher volatility (5.19%) compared to THYIX (0.73%). In terms of maximum drawdown, TMLPX dropped -67.18% vs THYIX's -23.56%.

THYIX currently has the higher Sharpe Ratio (2.22 vs 1.67), 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.

Portfolio Optimizer

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