TISVX vs. IDITX

Last updated Jun 4, 2026

TISVX (Transamerica International Small Cap Value) and IDITX (Transamerica Bond) are both mutual funds - TISVX is a Foreign Small & Mid Cap Equities fund managed by Transamerica, while IDITX is a Intermediate Core-Plus Bond fund managed by Transamerica. Over the past 10 years, TISVX returned 9.14%/yr vs 2.08%/yr for IDITX. At a 0.19 correlation, their price movements are largely independent. TISVX charges 1.01%/yr vs 0.88%/yr for IDITX.

Performance

TISVX vs. IDITX - Performance Comparison

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

Returns By Period

In the year-to-date period, TISVX achieves a 9.29% return, which is significantly higher than IDITX's 0.47% return. Over the past 10 years, TISVX has outperformed IDITX with an annualized return of 9.14%, while IDITX has yielded a comparatively lower 2.08% annualized return.

TISVX

• 1D: -0.36%
• 1M: 1.86%
• YTD: 9.29%
• 6M: 12.40%
• 1Y: 17.19%
• 3Y*: 17.19%
• 5Y*: 7.64%
• 10Y*: 9.14%

IDITX

• 1D: 0.00%
• 1M: 0.46%
• YTD: 0.47%
• 6M: 0.34%
• 1Y: 5.38%
• 3Y*: 4.20%
• 5Y*: 0.18%
• 10Y*: 2.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TISVX vs. IDITX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TISVX Transamerica International Small Cap Value	9.29%	30.68%	5.53%	17.39%	-17.32%	12.40%	8.91%	25.49%	-16.32%	30.46%
IDITX Transamerica Bond	0.47%	6.83%	1.80%	5.96%	-14.07%	-0.11%	6.43%	9.08%	-0.76%	4.92%

Correlation

The correlation between TISVX and IDITX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.19

Over the past year, TISVX and IDITX have become more correlated (0.44) than their long-term average of 0.19, meaning their price movements have been converging.

Return for Risk

TISVX vs. IDITX — Risk / Return Rank

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

TISVX

TISVX Risk / Return Rank: 18
TISVX Sharpe Ratio Rank: 18
TISVX Sortino Ratio Rank: 18
TISVX Omega Ratio Rank: 18
TISVX Calmar Ratio Rank: 18
TISVX Martin Ratio Rank: 19

IDITX

IDITX Risk / Return Rank: 25
IDITX Sharpe Ratio Rank: 25
IDITX Sortino Ratio Rank: 28
IDITX Omega Ratio Rank: 24
IDITX Calmar Ratio Rank: 24
IDITX Martin Ratio Rank: 23

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. IDITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica International Small Cap Value (TISVX) and Transamerica Bond (IDITX). 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.

	TISVX	IDITX	Difference
Sharpe ratio: Return per unit of total volatility	1.19	1.45	-0.26
Sortino ratio: Return per unit of downside risk	1.79	2.20	-0.41
Omega ratio: Gain probability vs. loss probability	1.22	1.26	-0.04
Calmar ratio: Return relative to maximum drawdown	1.53	1.82	-0.30
Martin ratio: Return relative to average drawdown	5.06	5.70	-0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TISVX vs. IDITX - Sharpe Ratio Comparison

The current TISVX Sharpe Ratio is 1.19, which is comparable to the IDITX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of TISVX and IDITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TISVX	IDITX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	1.45	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.03	+0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.47	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	1.11	-0.64

Drawdowns

TISVX vs. IDITX - Drawdown Comparison

The maximum TISVX drawdown since its inception was -38.08%, which is greater than IDITX's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for TISVX and IDITX.

Drawdown Indicators

	TISVX	IDITX	Difference
Max Drawdown Largest peak-to-trough decline	-38.08%	-21.27%	-16.81%
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	-3.04%	-7.90%
Max Drawdown (3Y) Largest decline over 3 years	-14.00%	-6.07%	-7.93%
Max Drawdown (5Y) Largest decline over 5 years	-36.52%	-18.33%	-18.19%
Max Drawdown (10Y) Largest decline over 10 years	-38.08%	-18.33%	-19.75%
Current Drawdown Current decline from peak	-2.39%	-1.45%	-0.94%
Average Drawdown Average peak-to-trough decline	-8.30%	-2.88%	-5.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	0.97%	+2.33%

Volatility

TISVX vs. IDITX - Volatility Comparison

Transamerica International Small Cap Value (TISVX) has a higher volatility of 4.10% compared to Transamerica Bond (IDITX) at 1.30%. This indicates that TISVX's price experiences larger fluctuations and is considered to be riskier than IDITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TISVX	IDITX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	1.30%	+2.80%
Volatility (6M) Calculated over the trailing 6-month period	11.21%	2.80%	+8.41%
Volatility (1Y) Calculated over the trailing 1-year period	14.03%	3.82%	+10.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.84%	5.38%	+11.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	4.49%	+12.40%

TISVX vs. IDITX - Expense Ratio Comparison

TISVX has a 1.01% expense ratio, which is higher than IDITX's 0.88% expense ratio.

Dividends

TISVX vs. IDITX - Dividend Comparison

TISVX's dividend yield for the trailing twelve months is around 4.09%, less than IDITX's 4.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDITX Transamerica Bond	4.15%	4.08%	4.19%	3.59%	2.20%	2.72%	2.72%	3.06%	3.70%	3.72%	3.72%	3.40%
TISVX Transamerica International Small Cap Value	4.09%	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

Can I hold both TISVX and IDITX in my portfolio?

TISVX and IDITX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TISVX or IDITX?

TISVX has higher volatility (4.10%) compared to IDITX (1.30%). In terms of maximum drawdown, TISVX dropped -38.08% vs IDITX's -21.27%.

Which has better risk-adjusted returns?

IDITX currently has the higher Sharpe Ratio (1.45 vs 1.19), 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.