Joe1986,
In addition to FvM's comments, audio transformers are designed to have low distortion. This means that the flux density is kept lower than what would be used in a power transformer for a given core material. This reduces distortion due to non-linearity in the B-H characteristic of the core material. In general, this means that for a given voltage range, the core material must be physically larger than for a power transformer using the same core material. Core materials that are used for audio transformers are designed to have high initial permeability, which allows the use of fewer turns for a given primary inductance.
Regards,
Kral