TSTFX vs. IMOAX
TSTFX (Transamerica Stock Index) and IMOAX (Transamerica Asset Allocation Moderate Portfolio Fund) are both mutual funds - TSTFX is a Large Cap Blend Equities fund managed by Transamerica, while IMOAX is a Diversified Portfolio fund managed by Transamerica. Over the past 5 years, TSTFX returned 4.85%/yr vs 4.74%/yr for IMOAX. Their correlation of 0.86 means they have usually moved in the same direction. TSTFX charges 0.30%/yr vs 0.47%/yr for IMOAX.
Performance
TSTFX vs. IMOAX - Performance Comparison
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Returns By Period
In the year-to-date period, TSTFX achieves a 9.17% return, which is significantly higher than IMOAX's 4.82% return.
TSTFX
- 1D
- 1.71%
- 1M
- -0.58%
- 6M
- 7.61%
- YTD
- 9.17%
- 1Y
- -16.19%
- 3Y*
- 5.71%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 10.46%
IMOAX
- 1D
- 1.16%
- 1M
- -0.38%
- 6M
- 3.08%
- YTD
- 4.82%
- 1Y
- 11.85%
- 3Y*
- 11.07%
- 5Y*
- 4.74%
- 10Y*
- 6.54%
- ALL TIME*
- 5.79%
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 |
TSTFX vs. IMOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSTFX Transamerica Stock Index | 9.17% | -17.03% | 24.66% | 25.99% | -18.27% | 28.84% | 18.10% | 31.17% | -4.75% | 14.78% |
IMOAX Transamerica Asset Allocation Moderate Portfolio Fund | 4.82% | 14.86% | 9.81% | 12.66% | -16.03% | 7.92% | 14.66% | 14.68% | -6.22% | 8.88% |
Correlation
The correlation between TSTFX and IMOAX 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. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.86 |
The correlation between TSTFX and IMOAX has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
TSTFX vs. IMOAX — Risk / Return Rank
TSTFX
IMOAX
TSTFX vs. IMOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) and Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX). 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.
| TSTFX | IMOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.24 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.81 | -2.32 |
| Martin ratioReturn relative to average drawdown | -0.82 | 7.74 | -8.56 |
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Drawdowns
TSTFX vs. IMOAX - Drawdown Comparison
The maximum TSTFX drawdown since its inception was -34.74%, smaller than the maximum IMOAX drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for TSTFX and IMOAX.
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Drawdown Indicators
| TSTFX | IMOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -37.71% | +2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -6.18% | -28.56% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -9.37% | -25.37% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -22.51% | -12.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.51% | — |
Current DrawdownCurrent decline from peak | -23.27% | -0.91% | -22.36% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -4.88% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 1.44% | +19.58% |
Volatility
TSTFX vs. IMOAX - Volatility Comparison
Transamerica Stock Index (TSTFX) has a higher volatility of 3.47% compared to Transamerica Asset Allocation Moderate Portfolio Fund (IMOAX) at 2.36%. This indicates that TSTFX's price experiences larger fluctuations and is considered to be riskier than IMOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSTFX | IMOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 2.36% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 6.84% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 8.31% | +23.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 9.28% | +12.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 8.97% | +11.95% |
TSTFX vs. IMOAX - Expense Ratio Comparison
TSTFX has a 0.30% expense ratio, which is lower than IMOAX's 0.47% expense ratio.
Dividends
TSTFX vs. IMOAX - Dividend Comparison
TSTFX's dividend yield for the trailing twelve months is around 0.81%, less than IMOAX's 6.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMOAX Transamerica Asset Allocation Moderate Portfolio Fund | 6.02% | 6.31% | 4.98% | 3.65% | 1.55% | 8.17% | 4.08% | 5.74% | 10.16% | 7.86% | 5.53% | 6.74% |
TSTFX Transamerica Stock Index | 0.81% | 0.70% | 2.61% | 4.32% | 6.77% | 6.57% | 4.69% | 5.60% | 4.69% | 2.85% | 0.00% | 0.00% |
Frequently Asked Questions
TSTFX and IMOAX 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.
TSTFX has higher volatility (3.47%) compared to IMOAX (2.36%). In terms of maximum drawdown, TSTFX dropped -34.74% vs IMOAX's -37.71%.
IMOAX currently has the higher Sharpe Ratio (1.35 vs -0.56), 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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