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EMFM vs. TISVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMFM and TISVX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

EMFM vs. TISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Next Emerging & Frontier ETF (EMFM) and Transamerica International Small Cap Value (TISVX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
465.98%
72.83%
EMFM
TISVX

Key characteristics

Returns By Period


EMFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

TISVX

YTD

5.32%

1M

-0.47%

6M

-0.40%

1Y

6.37%

5Y*

4.79%

10Y*

6.24%

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EMFM vs. TISVX - Expense Ratio Comparison

EMFM has a 0.70% expense ratio, which is lower than TISVX's 1.01% expense ratio.


TISVX
Transamerica International Small Cap Value
Expense ratio chart for TISVX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for EMFM: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

EMFM vs. TISVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Next Emerging & Frontier ETF (EMFM) and Transamerica International Small Cap Value (TISVX). 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.


Sharpe ratio
The chart of Sharpe ratio for EMFM, currently valued at 0.34, compared to the broader market0.002.004.000.340.59
The chart of Sortino ratio for EMFM, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.490.88
The chart of Omega ratio for EMFM, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.11
The chart of Calmar ratio for EMFM, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.010.73
The chart of Martin ratio for EMFM, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.592.04
EMFM
TISVX


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.34
0.59
EMFM
TISVX

Dividends

EMFM vs. TISVX - Dividend Comparison

Neither EMFM nor TISVX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EMFM
Global X MSCI Next Emerging & Frontier ETF
101.60%2.95%0.63%2.17%2.61%2.85%3.29%1.72%10.97%0.00%0.00%0.00%
TISVX
Transamerica International Small Cap Value
0.00%3.00%0.78%2.66%1.01%2.12%2.02%3.01%2.16%2.47%1.59%1.87%

Drawdowns

EMFM vs. TISVX - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.34%
-10.10%
EMFM
TISVX

Volatility

EMFM vs. TISVX - Volatility Comparison

The current volatility for Global X MSCI Next Emerging & Frontier ETF (EMFM) is 0.00%, while Transamerica International Small Cap Value (TISVX) has a volatility of 3.31%. This indicates that EMFM experiences smaller price fluctuations and is considered to be less risky than TISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember0
3.31%
EMFM
TISVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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