ISVL vs. TISVX
ISVL (iShares International Developed Small Cap Value Factor ETF) and TISVX (Transamerica International Small Cap Value) are both funds - ISVL is a Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index, while TISVX is a Foreign Small & Mid Cap Equities fund managed by Transamerica. Over the past 5 years, ISVL returned 10.69%/yr vs 8.77%/yr for TISVX. Their correlation of 0.89 suggests significant overlap in exposure. ISVL charges 0.30%/yr vs 1.01%/yr for TISVX.
Performance
ISVL vs. TISVX - Performance Comparison
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Returns By Period
In the year-to-date period, ISVL achieves a 7.81% return, which is significantly lower than TISVX's 12.25% return.
ISVL
- 1D
- -1.20%
- 1M
- -1.07%
- YTD
- 7.81%
- 6M
- 7.79%
- 1Y
- 27.75%
- 3Y*
- 21.81%
- 5Y*
- 10.69%
- 10Y*
- —
TISVX
- 1D
- 0.46%
- 1M
- 1.49%
- YTD
- 12.25%
- 6M
- 12.44%
- 1Y
- 19.53%
- 3Y*
- 18.68%
- 5Y*
- 8.77%
- 10Y*
- 10.42%
ISVL vs. TISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 7.81% | 42.84% | 4.58% | 17.56% | -13.69% | 8.32% |
TISVX Transamerica International Small Cap Value | 12.25% | 30.68% | 5.53% | 17.39% | -17.32% | 5.91% |
Correlation
The correlation between ISVL and TISVX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2021 | 0.89 |
The correlation between ISVL and TISVX has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
ISVL vs. TISVX — Risk / Return Rank
ISVL
TISVX
ISVL vs. TISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Small Cap Value Factor ETF (ISVL) 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.
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.
| ISVL | TISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.86 | +0.38 |
| Martin ratioReturn relative to average drawdown | 8.70 | 6.09 | +2.62 |
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Drawdowns
ISVL vs. TISVX - Drawdown Comparison
The maximum ISVL drawdown since its inception was -30.48%, smaller than the maximum TISVX drawdown of -38.08%. Use the drawdown chart below to compare losses from any high point for ISVL and TISVX.
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Drawdown Indicators
| ISVL | TISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -38.08% | +7.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -10.94% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -12.93% | -14.00% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | -36.52% | +6.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.08% | — |
Current DrawdownCurrent decline from peak | -2.74% | 0.00% | -2.74% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -8.27% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.33% | -0.13% |
Volatility
ISVL vs. TISVX - Volatility Comparison
iShares International Developed Small Cap Value Factor ETF (ISVL) and Transamerica International Small Cap Value (TISVX) have volatilities of 4.58% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISVL | TISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.65% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 11.75% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 14.49% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 16.90% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.85% | -0.08% |
ISVL vs. TISVX - Expense Ratio Comparison
ISVL has a 0.30% expense ratio, which is lower than TISVX's 1.01% expense ratio.
Dividends
ISVL vs. TISVX - Dividend Comparison
ISVL's dividend yield for the trailing twelve months is around 3.20%, less than TISVX's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 3.20% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TISVX Transamerica International Small Cap Value | 3.98% | 4.47% | 6.04% | 3.00% | 3.62% | 3.78% | 1.01% | 2.11% | 8.34% | 3.01% | 2.86% | 6.15% |
Frequently Asked Questions
ISVL and TISVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TISVX has higher volatility (4.65%) compared to ISVL (4.58%). In terms of maximum drawdown, ISVL dropped -30.48% vs TISVX's -38.08%.
ISVL currently has the higher Sharpe Ratio (1.88 vs 1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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