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TISVX vs. FICSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISVX vs. FICSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica International Small Cap Value (TISVX) and Fidelity Advisor International Small Cap Fund Class C (FICSX). The values are adjusted to include any dividend payments, if applicable.

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TISVX vs. FICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TISVX
Transamerica International Small Cap Value
0.63%30.68%5.53%17.39%-17.32%12.40%8.91%25.49%-16.32%30.46%
FICSX
Fidelity Advisor International Small Cap Fund Class C
-0.46%23.45%-1.00%18.40%-17.50%12.27%8.81%20.21%-16.98%30.98%

Returns By Period

In the year-to-date period, TISVX achieves a 0.63% return, which is significantly higher than FICSX's -0.46% return. Over the past 10 years, TISVX has outperformed FICSX with an annualized return of 8.59%, while FICSX has yielded a comparatively lower 7.22% annualized return.


TISVX

1D
2.32%
1M
-7.44%
YTD
0.63%
6M
1.67%
1Y
22.11%
3Y*
13.79%
5Y*
6.89%
10Y*
8.59%

FICSX

1D
2.38%
1M
-6.57%
YTD
-0.46%
6M
1.14%
1Y
16.90%
3Y*
10.00%
5Y*
4.27%
10Y*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TISVX vs. FICSX - Expense Ratio Comparison

TISVX has a 1.01% expense ratio, which is lower than FICSX's 2.05% expense ratio.


Return for Risk

TISVX vs. FICSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TISVX
TISVX Risk / Return Rank: 7272
Overall Rank
TISVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TISVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TISVX Omega Ratio Rank: 7171
Omega Ratio Rank
TISVX Calmar Ratio Rank: 7676
Calmar Ratio Rank
TISVX Martin Ratio Rank: 6565
Martin Ratio Rank

FICSX
FICSX Risk / Return Rank: 5656
Overall Rank
FICSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FICSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FICSX Omega Ratio Rank: 6262
Omega Ratio Rank
FICSX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FICSX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TISVX vs. FICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica International Small Cap Value (TISVX) and Fidelity Advisor International Small Cap Fund Class C (FICSX). 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.


TISVXFICSXDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.30

+0.12

Sortino ratio

Return per unit of downside risk

1.91

1.73

+0.18

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.90

1.49

+0.42

Martin ratio

Return relative to average drawdown

6.53

5.36

+1.17

TISVX vs. FICSX - Sharpe Ratio Comparison

The current TISVX Sharpe Ratio is 1.42, which is comparable to the FICSX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TISVX and FICSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TISVXFICSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.30

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.32

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.65

-0.22

Correlation

The correlation between TISVX and FICSX is 0.90, 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.


Dividends

TISVX vs. FICSX - Dividend Comparison

TISVX's dividend yield for the trailing twelve months is around 4.44%, more than FICSX's 2.74% yield.


TTM20252024202320222021202020192018201720162015
TISVX
Transamerica International Small Cap Value
4.44%4.47%6.04%3.00%3.62%3.78%1.01%2.11%8.34%3.01%2.86%6.15%
FICSX
Fidelity Advisor International Small Cap Fund Class C
2.74%2.73%1.59%0.97%0.00%6.57%0.00%1.20%5.20%2.59%1.66%2.93%

Drawdowns

TISVX vs. FICSX - Drawdown Comparison

The maximum TISVX drawdown since its inception was -38.08%, smaller than the maximum FICSX drawdown of -61.39%. Use the drawdown chart below to compare losses from any high point for TISVX and FICSX.


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Drawdown Indicators


TISVXFICSXDifference

Max Drawdown

Largest peak-to-trough decline

-38.08%

-61.39%

+23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-10.77%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-36.52%

-31.79%

-4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.08%

-40.18%

+2.10%

Current Drawdown

Current decline from peak

-8.83%

-8.34%

-0.49%

Average Drawdown

Average peak-to-trough decline

-8.38%

-11.46%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.99%

+0.20%

Volatility

TISVX vs. FICSX - Volatility Comparison

Transamerica International Small Cap Value (TISVX) has a higher volatility of 6.52% compared to Fidelity Advisor International Small Cap Fund Class C (FICSX) at 6.19%. This indicates that TISVX's price experiences larger fluctuations and is considered to be riskier than FICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TISVXFICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

6.19%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

9.00%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

13.48%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

13.41%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

13.95%

+2.85%