TISVX vs. ISVL
TISVX (Transamerica International Small Cap Value) and ISVL (iShares International Developed Small Cap Value Factor ETF) are both funds - TISVX is a Foreign Small & Mid Cap Equities fund managed by Transamerica, while ISVL is a Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index. Over the past 5 years, TISVX returned 8.77%/yr vs 10.69%/yr for ISVL. Their correlation of 0.89 suggests significant overlap in exposure. TISVX charges 1.01%/yr vs 0.30%/yr for ISVL.
Performance
TISVX vs. ISVL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TISVX achieves a 12.25% return, which is significantly higher than ISVL's 7.81% return.
TISVX
- 1D
- 0.46%
- 1M
- 1.49%
- YTD
- 12.25%
- 6M
- 12.44%
- 1Y
- 19.53%
- 3Y*
- 18.68%
- 5Y*
- 8.77%
- 10Y*
- 10.42%
ISVL
- 1D
- -1.20%
- 1M
- -1.07%
- YTD
- 7.81%
- 6M
- 7.79%
- 1Y
- 27.75%
- 3Y*
- 21.81%
- 5Y*
- 10.69%
- 10Y*
- —
TISVX vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TISVX Transamerica International Small Cap Value | 12.25% | 30.68% | 5.53% | 17.39% | -17.32% | 5.91% |
ISVL iShares International Developed Small Cap Value Factor ETF | 7.81% | 42.84% | 4.58% | 17.56% | -13.69% | 8.32% |
Correlation
The correlation between TISVX and ISVL is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2021 | 0.89 |
The correlation between TISVX and ISVL has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TISVX vs. ISVL — Risk / Return Rank
TISVX
ISVL
TISVX vs. ISVL - Risk-Adjusted Trends 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.
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.
| TISVX | ISVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.23 | -0.38 |
| Martin ratioReturn relative to average drawdown | 6.09 | 8.70 | -2.62 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| TISVX | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.08% | -30.48% | -7.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -12.48% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -14.00% | -12.93% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -36.52% | -30.48% | -6.04% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.74% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -6.61% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.20% | +0.13% |
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 4.65% and 4.58%, 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.
Loading charts...
Volatility by Period
| TISVX | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.58% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 12.50% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 14.82% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 16.93% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 16.77% | +0.08% |
TISVX vs. ISVL - Expense Ratio Comparison
TISVX has a 1.01% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Dividends
TISVX vs. ISVL - Dividend Comparison
TISVX's dividend yield for the trailing twelve months is around 3.98%, more than ISVL's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 3.20% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TISVX Transamerica International Small Cap Value | 3.98% | 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
TISVX and ISVL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TISVX has higher volatility (4.65%) compared to ISVL (4.58%). In terms of maximum drawdown, TISVX dropped -38.08% vs ISVL's -30.48%.
ISVL currently has the higher Sharpe Ratio (1.88 vs 1.41), 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.
Find the right allocation for TISVX and ISVL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer