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 0.46%/yr vs 8.19%/yr for TISVX. Their correlation of 0.89 means they have usually moved in the same direction. 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 3.76% return, which is significantly lower than TISVX's 11.23% return.
TGRGX
- 1D
- 2.87%
- 1M
- -2.18%
- 6M
- 4.06%
- YTD
- 3.76%
- 1Y
- -0.33%
- 3Y*
- 3.66%
- 5Y*
- 0.46%
- 10Y*
- —
- ALL TIME*
- 5.83%
TISVX
- 1D
- 2.68%
- 1M
- 0.15%
- 6M
- 5.34%
- YTD
- 11.23%
- 1Y
- 17.08%
- 3Y*
- 15.87%
- 5Y*
- 8.19%
- 10Y*
- 9.55%
- ALL TIME*
- 7.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TGRGX vs. TISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TGRGX Transamerica International Focus | 3.76% | 6.79% | -0.73% | 12.65% | -20.27% | 10.78% | 21.16% | 14.39% |
TISVX Transamerica International Small Cap Value | 11.23% | 30.68% | 5.53% | 17.39% | -17.32% | 12.40% | 8.91% | 16.47% |
Correlation
The correlation between TGRGX and TISVX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.49 | -1.64 |
| Martin ratioReturn relative to average drawdown | -0.39 | 4.88 | -5.27 |
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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 | -14.54% | -10.94% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -13.49% | -4.39% |
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 | -4.54% | -1.06% | -3.48% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -8.21% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 3.35% | +1.99% |
Volatility
TGRGX vs. TISVX - Volatility Comparison
Transamerica International Focus (TGRGX) has a higher volatility of 5.54% compared to Transamerica International Small Cap Value (TISVX) at 5.06%. 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 | 5.54% | 5.06% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 12.59% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 15.13% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 16.98% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 16.67% | +2.74% |
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 0.88%, less than TISVX's 4.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRGX Transamerica International Focus | 0.88% | 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 | 4.02% | 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 (5.54%) compared to TISVX (5.06%). In terms of maximum drawdown, TGRGX dropped -35.21% vs TISVX's -38.08%.
TISVX currently has the higher Sharpe Ratio (1.08 vs -0.12), 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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