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ISIN
US89355J5240
CUSIP
89355J524
Inception Date
Jan 3, 2013
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TISVX Performance Chart

Transamerica International Small Cap Value (TISVX) is up 11.7% since the beginning of the year. TISVX is currently trading at $20 per share. Investors who bought $1,000 worth of TISVX shares 5 years ago would now be looking at an investment worth $1,525.


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S&P 500 Index

Returns By Period

Transamerica International Small Cap Value (TISVX) has returned 11.74% so far this year and 19.68% over the past 12 months. Over the last ten years, TISVX has returned 9.74% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Transamerica International Small Cap Value

1D
0.77%
1M
1.03%
YTD
11.74%
6M
12.70%
1Y
19.68%
3Y*
16.90%
5Y*
8.81%
10Y*
9.74%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TISVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2014, TISVX's average daily return is +0.03%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -18.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 7 months.

On a daily basis, TISVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.5%, while the worst single day was Mar 12, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.58%4.53%-8.83%7.59%2.47%0.72%11.74%
20254.20%1.85%1.34%6.23%6.42%4.63%-2.74%3.34%1.34%-1.92%1.29%1.54%30.68%
2024-0.92%3.65%3.11%-2.34%5.76%-3.18%5.76%1.90%0.56%-6.30%0.92%-2.74%5.53%
20239.04%-0.74%2.16%1.17%-4.55%3.55%4.67%-3.63%-4.56%-4.85%9.08%6.25%17.39%
2022-5.92%-3.08%-2.96%-6.55%2.72%-10.61%7.12%-6.96%-10.37%6.84%13.42%0.60%-17.32%
2021-1.25%3.45%4.22%4.25%2.38%-2.82%2.21%3.70%-4.70%1.68%-6.07%5.50%12.40%

Benchmark Metrics

Transamerica International Small Cap Value has an annualized alpha of 0.17%, beta of 0.67, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • This fund participated in 91.28% of S&P 500 Index downside but only 76.07% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.17%
Beta
0.67
0.53
Upside Capture
76.07%
Downside Capture
91.28%

Expense Ratio

TISVX has a high expense ratio of 1.01%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TISVX ranks 26 for risk / return — below 26% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TISVX Risk / Return Rank: 2626
Overall Rank
TISVX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TISVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
TISVX Omega Ratio Rank: 2525
Omega Ratio Rank
TISVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TISVX Martin Ratio Rank: 2626
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Transamerica International Small Cap Value (TISVX) and compare them to S&P 500 Index.

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.


TISVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.77

2.78

-1.01

Martin ratioReturn relative to average drawdown

5.82

12.44

-6.62

Dividends

Dividend History

Transamerica International Small Cap Value provided a 4.00% dividend yield over the last twelve months, with an annual payout of $0.78 per share.


2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.78$0.78$0.85$0.42$0.45$0.59$0.15$0.28$0.91$0.42$0.32$0.71

Dividend yield

4.00%4.47%6.04%3.00%3.62%3.78%1.01%2.11%8.34%3.01%2.86%6.15%

Monthly Dividends

The table displays the monthly dividend distributions for Transamerica International Small Cap Value. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78$0.78
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.85$0.85
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.44$0.45
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Transamerica International Small Cap Value. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Transamerica International Small Cap Value was 38.08%, occurring on Mar 23, 2020. Recovery took 170 trading sessions.

The current Transamerica International Small Cap Value drawdown is 0.31%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.08%Mar 2020
2y 1mo8mo 2d
2y 9moJan 2018 - Nov 2020
Bear market2022
-36.52%Sep 2022
1y 18d1y 7mo
2y 8moSep 2021 - May 2024
2016 correction2016
-17.04%Feb 2016
8mo 29d1y 2mo
1y 11moMay 2015 - Apr 2017
2014 correction2014
-15.22%Oct 2014
3mo 11d6mo 13d
9mo 24dJul 2014 - Apr 2015
2025 selloff2025
-13.49%Apr 2025
18d17d
1mo 5dMar 2025 - Apr 2025

Drawdown Indicators


TISVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.08%

-56.78%

+18.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-9.10%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-14.00%

-18.90%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-36.52%

-25.43%

-11.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.08%

-33.92%

-4.16%

Current Drawdown

Current decline from peak

-0.31%

-1.80%

+1.49%

Average Drawdown

Average peak-to-trough decline

-8.27%

-10.71%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.03%

+1.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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