TISVX vs. LZISX
Compare and contrast key facts about Transamerica International Small Cap Value (TISVX) and Lazard International Small Cap Equity Portfolio (LZISX).
TISVX is managed by Transamerica. It was launched on Jan 3, 2013. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
TISVX vs. LZISX - Performance Comparison
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TISVX vs. LZISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LZISX Lazard International Small Cap Equity Portfolio | 5.19% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 13.45% | 25.49% | -24.90% | 36.67% |
Returns By Period
In the year-to-date period, TISVX achieves a 0.63% return, which is significantly lower than LZISX's 5.19% return. Over the past 10 years, TISVX has outperformed LZISX with an annualized return of 8.59%, while LZISX has yielded a comparatively lower 5.94% 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%
LZISX
- 1D
- 4.31%
- 1M
- -7.55%
- YTD
- 5.19%
- 6M
- 7.32%
- 1Y
- 36.48%
- 3Y*
- 12.74%
- 5Y*
- 3.89%
- 10Y*
- 5.94%
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TISVX vs. LZISX - Expense Ratio Comparison
TISVX has a 1.01% expense ratio, which is lower than LZISX's 1.14% expense ratio.
Return for Risk
TISVX vs. LZISX — Risk / Return Rank
TISVX
LZISX
TISVX vs. LZISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Small Cap Value (TISVX) and Lazard International Small Cap Equity Portfolio (LZISX). 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 | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.93 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.91 | 2.45 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.89 | -0.99 |
Martin ratioReturn relative to average drawdown | 6.53 | 11.49 | -4.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TISVX | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.93 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.23 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.35 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.40 | +0.03 |
Correlation
The correlation between TISVX and LZISX is 0.87, 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. LZISX - Dividend Comparison
TISVX's dividend yield for the trailing twelve months is around 4.44%, more than LZISX's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LZISX Lazard International Small Cap Equity Portfolio | 1.82% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |
Drawdowns
TISVX vs. LZISX - Drawdown Comparison
The maximum TISVX drawdown since its inception was -38.08%, smaller than the maximum LZISX drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for TISVX and LZISX.
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Drawdown Indicators
| TISVX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.08% | -65.43% | +27.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -12.10% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -36.52% | -42.01% | +5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | -44.80% | +6.72% |
Current DrawdownCurrent decline from peak | -8.83% | -8.31% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -14.85% | +6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.05% | +0.14% |
Volatility
TISVX vs. LZISX - Volatility Comparison
The current volatility for Transamerica International Small Cap Value (TISVX) is 6.52%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.93%. This indicates that TISVX experiences smaller price fluctuations and is considered to be less risky than LZISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISVX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 8.93% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 15.31% | -4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 19.12% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 17.24% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 16.87% | -0.07% |