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

Key characteristics


ISVLTISVX
YTD Return1.97%3.61%
1Y Return10.86%8.34%
3Y Return (Ann)2.42%0.53%
Sharpe Ratio0.920.75
Daily Std Dev13.78%13.30%
Max Drawdown-30.48%-38.08%
Current Drawdown-2.83%-5.05%

Correlation

0.91
-1.001.00

The correlation between ISVL and TISVX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ISVL vs. TISVX - Performance Comparison

In the year-to-date period, ISVL achieves a 1.97% return, which is significantly lower than TISVX's 3.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
18.04%
17.64%
ISVL
TISVX

Compare stocks, funds, or ETFs


iShares International Developed Small Cap Value Factor ETF

Transamerica International Small Cap Value

ISVL vs. TISVX - Expense Ratio Comparison

ISVL has a 0.30% expense ratio, which is lower than TISVX's 1.01% expense ratio.

TISVX
Transamerica International Small Cap Value
0.50%1.00%1.50%2.00%1.01%

Risk-Adjusted Performance

ISVL vs. TISVX - Risk-Adjusted Performance 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.


ISVL
Sharpe ratio
The Sharpe ratio of ISVL compared to the broader market0.002.004.000.92
Sortino ratio
The Sortino ratio of ISVL compared to the broader market-2.000.002.004.006.008.0010.001.42
Omega ratio
The Omega ratio of ISVL compared to the broader market1.001.502.002.501.17
Calmar ratio
The Calmar ratio of ISVL compared to the broader market0.002.004.006.008.0010.0012.000.69
Martin ratio
The Martin ratio of ISVL compared to the broader market0.0020.0040.0060.0080.002.88
TISVX
Sharpe ratio
The Sharpe ratio of TISVX compared to the broader market0.002.004.000.75
Sortino ratio
The Sortino ratio of TISVX compared to the broader market-2.000.002.004.006.008.0010.001.20
Omega ratio
The Omega ratio of TISVX compared to the broader market1.001.502.002.501.14
Calmar ratio
The Calmar ratio of TISVX compared to the broader market0.002.004.006.008.0010.0012.000.45
Martin ratio
The Martin ratio of TISVX compared to the broader market0.0020.0040.0060.0080.002.08

ISVL vs. TISVX - Sharpe Ratio Comparison

The current ISVL Sharpe Ratio is 0.92, which roughly equals the TISVX Sharpe Ratio of 0.75. The chart below compares the 12-month rolling Sharpe Ratio of ISVL and TISVX.


Rolling 12-month Sharpe Ratio0.501.001.50NovemberDecember2024FebruaryMarchApril
0.92
0.75
ISVL
TISVX

Dividends

ISVL vs. TISVX - Dividend Comparison

ISVL's dividend yield for the trailing twelve months is around 3.75%, more than TISVX's 2.90% yield.


TTM20232022202120202019201820172016201520142013
ISVL
iShares International Developed Small Cap Value Factor ETF
3.75%3.82%3.37%2.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TISVX
Transamerica International Small Cap Value
2.90%3.00%3.63%3.78%1.01%2.11%8.34%3.01%2.86%6.15%2.41%1.87%

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%. The drawdown chart below compares losses from any high point along the way for ISVL and TISVX


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.83%
-5.05%
ISVL
TISVX

Volatility

ISVL vs. TISVX - Volatility Comparison

iShares International Developed Small Cap Value Factor ETF (ISVL) has a higher volatility of 3.20% compared to Transamerica International Small Cap Value (TISVX) at 2.82%. This indicates that ISVL's price experiences larger fluctuations and is considered to be riskier than TISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.20%
2.82%
ISVL
TISVX