PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Transamerica International Small Cap Value (TISVX) Sharpe Ratio: 1.28

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund's sub-adviser invests under normal circumstances, at least 80% of its net assets (plus the amount of borrowings, if any, for investment purposes) in small-capitalization companies. The fund primarily invests in equity securities of small-cap companies located outside the United States. The sub-adviser seeks stocks that it believes are undervalued.

TISVX's Sharpe Ratio of 1.28 indicates that for each unit of volatility, it generates 1.28 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TISVX Sharpe Ratio Rank

TISVX Sharpe Ratio Rank: 19.119
Concerning

TISVX ranks above 19.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

TISVX Sharpe Ratio Market Positioning

The chart shows TISVX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Transamerica International Small Cap Value's Sharpe Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how TISVX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HRIOXHood River International Opportunity Fund4.20
HRIIXHood River International Opportunity Fund Investor Class4.19
AVANXAvantis International Small Cap Value Fund Class G3.06
AVDVXAvantis International Small Cap Value Fund3.04
KGGIXKopernik Global All-Cap Fund3.02
KGGAXKopernik Global All-Cap Fund Class A3.01
ALOIXVirtus International Small-Cap Fund2.96
DWUSXDFA World ex U.S. Targeted Value Portfolio2.81
FMNEXRBB Free Market International Equity Fund2.63
DISVXDFA International Small Cap Value Portfolio2.62
TISVXTransamerica International Small Cap Value1.28

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TISVX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TISVX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does TISVX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio