EMFM vs. TISVX
Compare and contrast key facts about Global X MSCI Next Emerging & Frontier ETF (EMFM) and Transamerica International Small Cap Value (TISVX).
EMFM is a passively managed fund by Global X that tracks the performance of the MSCI Select Emerging and Frontier Markets Access. It was launched on Nov 7, 2013. TISVX is managed by Transamerica. It was launched on Jan 3, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMFM or TISVX.
Key characteristics
| EMFM | TISVX | |
|---|---|---|
| YTD Return | -1.79% | 5.67% |
| 1Y Return | 1.36% | 11.70% |
| 3Y Return (Ann) | 0.00% | 1.00% |
| 5Y Return (Ann) | 0.29% | 7.22% |
| 10Y Return (Ann) | -0.95% | 5.35% |
| Sharpe Ratio | 0.14 | 0.87 |
| Daily Std Dev | 9.44% | 13.61% |
| Max Drawdown | -46.62% | -38.08% |
| Current Drawdown | -16.27% | -3.17% |
Correlation
The correlation between EMFM and TISVX is 0.56, 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.
Performance
EMFM vs. TISVX - Performance Comparison
In the year-to-date period, EMFM achieves a -1.79% return, which is significantly lower than TISVX's 5.67% return. Over the past 10 years, EMFM has underperformed TISVX with an annualized return of -0.95%, while TISVX has yielded a comparatively higher 5.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
EMFM vs. TISVX - Dividend Comparison
EMFM's dividend yield for the trailing twelve months is around 3.01%, more than TISVX's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMFM Global X MSCI Next Emerging & Frontier ETF | 3.01% | 2.95% | 2.55% | 2.17% | 2.61% | 2.85% | 3.29% | 1.72% | 2.61% | 2.69% | 1.70% | 0.19% |
TISVX Transamerica International Small Cap Value | 2.84% | 3.00% | 3.63% | 3.78% | 1.01% | 2.11% | 8.34% | 3.01% | 2.86% | 6.15% | 2.41% | 1.87% |
Drawdowns
EMFM vs. TISVX - Drawdown Comparison
The maximum EMFM drawdown since its inception was -46.62%, which is greater than TISVX's maximum drawdown of -38.08%. Use the drawdown chart below to compare losses from any high point for EMFM and TISVX. For additional features, visit the drawdowns tool.
Volatility
EMFM vs. TISVX - Volatility Comparison
The current volatility for Global X MSCI Next Emerging & Frontier ETF (EMFM) is 0.66%, while Transamerica International Small Cap Value (TISVX) has a volatility of 4.48%. 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.