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TINS vs. TCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TINS vs. TCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton International Insights ETF (TINS) and Towle Value ETF (TCV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TINS achieves a 11.09% return, which is significantly lower than TCV's 27.04% return.


TINS

1D
-0.85%
1M
-1.65%
6M
3.63%
YTD
11.09%
1Y
3Y*
5Y*
10Y*
ALL TIME*

TCV

1D
-1.38%
1M
1.82%
6M
15.50%
YTD
27.04%
1Y
33.14%
3Y*
5Y*
10Y*
ALL TIME*
29.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$910.76K$643.64K$380.38K
$1.04K$769.30$2.04K

TINS vs. TCV - Yearly Performance Comparison


2026 (YTD)2025
TINS
Templeton International Insights ETF
11.09%3.11%
TCV
Towle Value ETF
27.04%-0.06%

Correlation

The correlation between TINS and TCV is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 23, 2025

0.57

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Return for Risk

TINS vs. TCV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TINS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TCV
TCV Risk / Return Rank: 7474
Overall Rank
TCV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TCV Sortino Ratio Rank: 7373
Sortino Ratio Rank
TCV Omega Ratio Rank: 6868
Omega Ratio Rank
TCV Calmar Ratio Rank: 7979
Calmar Ratio Rank
TCV Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TINS vs. TCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton International Insights ETF (TINS) and Towle Value ETF (TCV). 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.


TINSTCVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.74

Martin ratioReturn relative to average drawdown

8.79

TINS vs. TCV - Sharpe Ratio Comparison


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Drawdowns

TINS vs. TCV - Drawdown Comparison

The maximum TINS drawdown since its inception was -10.79%, smaller than the maximum TCV drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for TINS and TCV.


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Drawdown Indicators


TINSTCVDifference

Max Drawdown

Largest peak-to-trough decline

-10.79%

-12.23%

+1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

Current Drawdown

Current decline from peak

-3.82%

-2.57%

-1.25%

Average Drawdown

Average peak-to-trough decline

-2.22%

-3.23%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

Volatility

TINS vs. TCV - Volatility Comparison


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Volatility by Period


TINSTCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

20.70%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

21.07%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

21.07%

-3.76%

TINS vs. TCV - Expense Ratio Comparison

TINS has a 0.55% expense ratio, which is lower than TCV's 0.85% expense ratio.


Dividends

TINS vs. TCV - Dividend Comparison

TINS's dividend yield for the trailing twelve months is around 0.21%, less than TCV's 0.57% yield.


PositionTTM2025
TCV
Towle Value ETF
0.57%0.31%
TINS
Templeton International Insights ETF
0.21%0.23%

Frequently Asked Questions


TINS and TCV have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TINS is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TINS is cheaper with a 0.55% expense ratio, compared with 0.85% for TCV.

TCV has the higher dividend yield at 0.57%, compared with 0.21% for TINS.

TINS is categorized as Actively Managed, while TCV is Small Cap Value Equities. They also come from different issuers: Franklin Templeton Investments and Towle. Their fees differ too: 0.55% for TINS and 0.85% for TCV.

Portfolio Optimizer

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