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TSWIX vs. IMLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSWIX vs. IMLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica International Equity (TSWIX) and Transamerica Asset Allocation Moderate Growth Portfolio Fund (IMLAX). The values are adjusted to include any dividend payments, if applicable.

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TSWIX vs. IMLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSWIX
Transamerica International Equity
-2.81%32.53%3.55%16.09%-14.05%13.23%6.75%21.14%-15.95%22.58%
IMLAX
Transamerica Asset Allocation Moderate Growth Portfolio Fund
-4.68%17.98%13.11%15.70%-17.36%11.37%16.92%17.82%-8.54%15.88%

Returns By Period

In the year-to-date period, TSWIX achieves a -2.81% return, which is significantly higher than IMLAX's -4.68% return. Both investments have delivered pretty close results over the past 10 years, with TSWIX having a 7.68% annualized return and IMLAX not far ahead at 7.71%.


TSWIX

1D
0.79%
1M
-11.38%
YTD
-2.81%
6M
3.94%
1Y
17.40%
3Y*
12.81%
5Y*
7.27%
10Y*
7.68%

IMLAX

1D
0.00%
1M
-7.43%
YTD
-4.68%
6M
-2.09%
1Y
12.82%
3Y*
11.90%
5Y*
5.61%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSWIX vs. IMLAX - Expense Ratio Comparison

TSWIX has a 0.84% expense ratio, which is higher than IMLAX's 0.47% expense ratio.


Return for Risk

TSWIX vs. IMLAX — Risk / Return Rank

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

TSWIX
TSWIX Risk / Return Rank: 4444
Overall Rank
TSWIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TSWIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TSWIX Omega Ratio Rank: 4444
Omega Ratio Rank
TSWIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TSWIX Martin Ratio Rank: 4444
Martin Ratio Rank

IMLAX
IMLAX Risk / Return Rank: 5555
Overall Rank
IMLAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IMLAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
IMLAX Omega Ratio Rank: 5454
Omega Ratio Rank
IMLAX Calmar Ratio Rank: 5151
Calmar Ratio Rank
IMLAX Martin Ratio Rank: 5959
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.

TSWIX vs. IMLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica International Equity (TSWIX) and Transamerica Asset Allocation Moderate Growth Portfolio Fund (IMLAX). 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.


TSWIXIMLAXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.01

-0.09

Sortino ratio

Return per unit of downside risk

1.30

1.45

-0.15

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.10

1.24

-0.15

Martin ratio

Return relative to average drawdown

4.50

5.66

-1.16

TSWIX vs. IMLAX - Sharpe Ratio Comparison

The current TSWIX Sharpe Ratio is 0.91, which is comparable to the IMLAX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TSWIX and IMLAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSWIXIMLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.01

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.47

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.64

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.47

-0.09

Correlation

The correlation between TSWIX and IMLAX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TSWIX vs. IMLAX - Dividend Comparison

TSWIX's dividend yield for the trailing twelve months is around 7.90%, more than IMLAX's 7.24% yield.


TTM20252024202320222021202020192018201720162015
TSWIX
Transamerica International Equity
7.90%7.68%3.03%3.16%1.12%3.55%1.22%2.75%5.56%3.08%1.90%2.64%
IMLAX
Transamerica Asset Allocation Moderate Growth Portfolio Fund
7.24%6.90%6.44%3.39%3.62%8.40%4.06%7.35%15.09%9.95%6.99%7.99%

Drawdowns

TSWIX vs. IMLAX - Drawdown Comparison

The maximum TSWIX drawdown since its inception was -58.76%, which is greater than IMLAX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for TSWIX and IMLAX.


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Drawdown Indicators


TSWIXIMLAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.76%

-46.65%

-12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-9.26%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.25%

-25.32%

-4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-39.58%

-27.36%

-12.22%

Current Drawdown

Current decline from peak

-11.38%

-7.62%

-3.76%

Average Drawdown

Average peak-to-trough decline

-13.89%

-6.75%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.03%

+1.28%

Volatility

TSWIX vs. IMLAX - Volatility Comparison

Transamerica International Equity (TSWIX) has a higher volatility of 7.16% compared to Transamerica Asset Allocation Moderate Growth Portfolio Fund (IMLAX) at 4.10%. This indicates that TSWIX's price experiences larger fluctuations and is considered to be riskier than IMLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSWIXIMLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

4.10%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

7.45%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

12.80%

+5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

11.90%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

12.10%

+5.20%