TISVX vs. IWM
Compare and contrast key facts about Transamerica International Small Cap Value (TISVX) and iShares Russell 2000 ETF (IWM).
TISVX is managed by Transamerica. It was launched on Jan 3, 2013. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISVX or IWM.
Performance
TISVX vs. IWM - Performance Comparison
Returns By Period
In the year-to-date period, TISVX achieves a 5.46% return, which is significantly lower than IWM's 15.62% return. Over the past 10 years, TISVX has underperformed IWM with an annualized return of 6.25%, while IWM has yielded a comparatively higher 8.51% annualized return.
TISVX
5.46%
-4.98%
-3.38%
15.42%
5.73%
6.25%
IWM
15.62%
1.95%
11.24%
30.63%
9.09%
8.51%
Key characteristics
| TISVX | IWM | |
|---|---|---|
| Sharpe Ratio | 0.98 | 1.54 |
| Sortino Ratio | 1.41 | 2.23 |
| Omega Ratio | 1.17 | 1.27 |
| Calmar Ratio | 0.85 | 1.30 |
| Martin Ratio | 4.53 | 8.55 |
| Ulcer Index | 3.06% | 3.79% |
| Daily Std Dev | 14.19% | 21.01% |
| Max Drawdown | -38.08% | -59.05% |
| Current Drawdown | -9.98% | -4.82% |
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TISVX vs. IWM - Expense Ratio Comparison
TISVX has a 1.01% expense ratio, which is higher than IWM's 0.19% expense ratio.
Correlation
The correlation between TISVX and IWM is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TISVX vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Small Cap Value (TISVX) and iShares Russell 2000 ETF (IWM). 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. IWM - Dividend Comparison
TISVX's dividend yield for the trailing twelve months is around 2.85%, more than IWM's 1.12% 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% |
IWM iShares Russell 2000 ETF | 1.12% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
TISVX vs. IWM - Drawdown Comparison
The maximum TISVX drawdown since its inception was -38.08%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for TISVX and IWM. For additional features, visit the drawdowns tool.
Volatility
TISVX vs. IWM - Volatility Comparison
The current volatility for Transamerica International Small Cap Value (TISVX) is 3.65%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.70%. This indicates that TISVX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.