TISVX vs. ISVL
Compare and contrast key facts about Transamerica International Small Cap Value (TISVX) and iShares International Developed Small Cap Value Factor ETF (ISVL).
TISVX is managed by Transamerica. It was launched on Jan 3, 2013. ISVL is a passively managed fund by iShares that tracks the performance of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. It was launched on Mar 23, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISVX or ISVL.
Performance
TISVX vs. ISVL - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with TISVX having a 5.46% return and ISVL slightly lower at 5.19%.
TISVX
5.46%
-4.98%
-3.38%
15.42%
5.73%
6.25%
ISVL
5.19%
-5.80%
-1.75%
14.66%
N/A
N/A
Key characteristics
| TISVX | ISVL | |
|---|---|---|
| Sharpe Ratio | 0.98 | 1.13 |
| Sortino Ratio | 1.41 | 1.59 |
| Omega Ratio | 1.17 | 1.20 |
| Calmar Ratio | 0.85 | 1.41 |
| Martin Ratio | 4.53 | 5.93 |
| Ulcer Index | 3.06% | 2.62% |
| Daily Std Dev | 14.19% | 13.76% |
| Max Drawdown | -38.08% | -30.48% |
| Current Drawdown | -9.98% | -7.76% |
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TISVX vs. ISVL - Expense Ratio Comparison
TISVX has a 1.01% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Correlation
The correlation between TISVX and ISVL is 0.91, 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.
Risk-Adjusted Performance
TISVX vs. ISVL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Small Cap Value (TISVX) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.
Dividends
TISVX vs. ISVL - Dividend Comparison
TISVX's dividend yield for the trailing twelve months is around 2.85%, less than ISVL's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISVX Transamerica International Small Cap Value | 2.85% | 3.00% | 0.78% | 2.66% | 1.01% | 2.12% | 2.02% | 3.01% | 2.16% | 2.47% | 1.59% | 1.87% |
ISVL iShares International Developed Small Cap Value Factor ETF | 3.55% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TISVX vs. ISVL - Drawdown Comparison
The maximum TISVX drawdown since its inception was -38.08%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for TISVX and ISVL. For additional features, visit the drawdowns tool.
Volatility
TISVX vs. ISVL - Volatility Comparison
Transamerica International Small Cap Value (TISVX) and iShares International Developed Small Cap Value Factor ETF (ISVL) have volatilities of 3.65% and 3.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.