TGRGX vs. TISVX
TGRGX (Transamerica International Focus) and TISVX (Transamerica International Small Cap Value) are both mutual funds - TGRGX is a Foreign Large Cap Equities fund managed by Transamerica, while TISVX is a Foreign Small & Mid Cap Equities fund managed by Transamerica. Over the past 5 years, TGRGX returned 0.55%/yr vs 8.53%/yr for TISVX. Their correlation of 0.89 suggests significant overlap in exposure. TGRGX charges 1.05%/yr vs 1.01%/yr for TISVX.
Performance
TGRGX vs. TISVX - Performance Comparison
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Returns By Period
In the year-to-date period, TGRGX achieves a 5.07% return, which is significantly lower than TISVX's 11.51% return.
TGRGX
- 1D
- 0.00%
- 1M
- 1.54%
- 6M
- 3.12%
- YTD
- 5.07%
- 1Y
- -1.26%
- 3Y*
- 5.30%
- 5Y*
- 0.55%
- 10Y*
- —
TISVX
- 1D
- 0.82%
- 1M
- 0.20%
- 6M
- 8.54%
- YTD
- 11.51%
- 1Y
- 15.39%
- 3Y*
- 17.52%
- 5Y*
- 8.53%
- 10Y*
- 9.94%
TGRGX vs. TISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TGRGX Transamerica International Focus | 5.07% | 6.79% | -0.73% | 12.65% | -20.27% | 10.78% | 21.16% | 14.39% |
TISVX Transamerica International Small Cap Value | 11.51% | 30.68% | 5.53% | 17.39% | -17.32% | 12.40% | 8.91% | 16.47% |
Correlation
The correlation between TGRGX and TISVX is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.89 |
The correlation between TGRGX and TISVX has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
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Return for Risk
TGRGX vs. TISVX — Risk / Return Rank
TGRGX
TISVX
TGRGX vs. TISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Focus (TGRGX) 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.
| TGRGX | TISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.35 | -1.46 |
| Martin ratioReturn relative to average drawdown | -0.27 | 4.40 | -4.67 |
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Drawdowns
TGRGX vs. TISVX - Drawdown Comparison
The maximum TGRGX drawdown since its inception was -35.21%, smaller than the maximum TISVX drawdown of -38.08%. Use the drawdown chart below to compare losses from any high point for TGRGX and TISVX.
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Drawdown Indicators
| TGRGX | TISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -38.08% | +2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -10.94% | -5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -14.00% | -3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -36.52% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.08% | — |
Current DrawdownCurrent decline from peak | -3.34% | -0.81% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -8.24% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 3.35% | +3.32% |
Volatility
TGRGX vs. TISVX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 7.61% compared to Transamerica International Small Cap Value (TISVX) at 5.29%. This indicates that TGRGX'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.
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Volatility by Period
| TGRGX | TISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.61% | 5.29% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.93% | 12.23% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 14.78% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 16.94% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 16.64% | +2.78% |
TGRGX vs. TISVX - Expense Ratio Comparison
TGRGX has a 1.05% expense ratio, which is higher than TISVX's 1.01% expense ratio.
Dividends
TGRGX vs. TISVX - Dividend Comparison
TGRGX's dividend yield for the trailing twelve months is around 0.87%, less than TISVX's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRGX Transamerica International Focus | 0.87% | 0.91% | 20.50% | 8.42% | 1.74% | 5.85% | 0.78% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% |
TISVX Transamerica International Small Cap Value | 4.01% | 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
TGRGX and TISVX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGRGX has higher volatility (7.61%) compared to TISVX (5.29%). In terms of maximum drawdown, TGRGX dropped -35.21% vs TISVX's -38.08%.
TISVX currently has the higher Sharpe Ratio (1.00 vs -0.11), 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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