TSWIX vs. THYIX
TSWIX (Transamerica International Equity) and THYIX (Transamerica High Yield Muni) are both mutual funds - TSWIX is a Foreign Large Cap Equities fund managed by Transamerica, while THYIX is a High Yield Muni fund managed by Transamerica. Over the past 10 years, TSWIX returned 9.69%/yr vs 2.24%/yr for THYIX. At a 0.00 correlation, their price movements are largely independent. TSWIX charges 0.84%/yr vs 0.76%/yr for THYIX.
Performance
TSWIX vs. THYIX - Performance Comparison
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Returns By Period
In the year-to-date period, TSWIX achieves a 12.68% return, which is significantly higher than THYIX's 2.46% return. Over the past 10 years, TSWIX has outperformed THYIX with an annualized return of 9.69%, while THYIX has yielded a comparatively lower 2.24% annualized return.
TSWIX
- 1D
- -0.18%
- 1M
- 1.70%
- YTD
- 12.68%
- 6M
- 12.55%
- 1Y
- 27.18%
- 3Y*
- 18.31%
- 5Y*
- 9.45%
- 10Y*
- 9.69%
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%
TSWIX vs. THYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWIX Transamerica International Equity | 12.68% | 32.53% | 3.55% | 16.09% | -14.05% | 13.23% | 6.75% | 21.14% | -15.95% | 22.58% |
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 TSWIX and THYIX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.00 |
Over the past year, TSWIX and THYIX have become more correlated (0.29) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
TSWIX vs. THYIX — Risk / Return Rank
TSWIX
THYIX
TSWIX vs. THYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Equity (TSWIX) 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.
| TSWIX | THYIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.52 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.52 | -0.21 |
| Martin ratioReturn relative to average drawdown | 8.66 | 8.49 | +0.17 |
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Drawdowns
TSWIX vs. THYIX - Drawdown Comparison
The maximum TSWIX drawdown since its inception was -58.76%, which is greater than THYIX's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for TSWIX and THYIX.
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Drawdown Indicators
| TSWIX | THYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.76% | -23.56% | -35.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -2.74% | -9.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -6.66% | -9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -23.56% | -6.69% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -23.56% | -16.02% |
Current DrawdownCurrent decline from peak | -0.18% | -1.34% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -13.81% | -4.56% | -9.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 0.81% | +2.41% |
Volatility
TSWIX vs. THYIX - Volatility Comparison
Transamerica International Equity (TSWIX) has a higher volatility of 4.62% compared to Transamerica High Yield Muni (THYIX) at 0.73%. This indicates that TSWIX'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
| TSWIX | THYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 0.73% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 2.25% | +10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 3.12% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 5.37% | +11.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 4.98% | +12.36% |
TSWIX vs. THYIX - Expense Ratio Comparison
TSWIX has a 0.84% expense ratio, which is higher than THYIX's 0.76% expense ratio.
Dividends
TSWIX vs. THYIX - Dividend Comparison
TSWIX's dividend yield for the trailing twelve months is around 6.82%, more than THYIX's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSWIX Transamerica International Equity | 6.82% | 7.68% | 3.03% | 3.16% | 1.12% | 3.55% | 1.22% | 2.75% | 5.56% | 3.08% | 1.90% | 2.64% |
Frequently Asked Questions
TSWIX and THYIX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSWIX has higher volatility (4.62%) compared to THYIX (0.73%). In terms of maximum drawdown, TSWIX dropped -58.76% vs THYIX's -23.56%.
THYIX currently has the higher Sharpe Ratio (2.22 vs 1.81), 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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