TISVX vs. TSWIX
TISVX (Transamerica International Small Cap Value) and TSWIX (Transamerica International Equity) are both mutual funds - TISVX is a Foreign Small & Mid Cap Equities fund managed by Transamerica, while TSWIX is a Foreign Large Cap Equities fund managed by Transamerica. Over the past 10 years, TISVX returned 10.42%/yr vs 9.69%/yr for TSWIX. Their correlation of 0.90 suggests significant overlap in exposure. TISVX charges 1.01%/yr vs 0.84%/yr for TSWIX.
Performance
TISVX vs. TSWIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TISVX having a 12.25% return and TSWIX slightly higher at 12.68%. Over the past 10 years, TISVX has outperformed TSWIX with an annualized return of 10.42%, while TSWIX has yielded a comparatively lower 9.69% annualized 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%
TSWIX
- 1D
- -0.18%
- 1M
- 1.70%
- YTD
- 12.68%
- 6M
- 12.55%
- 1Y
- 27.18%
- 3Y*
- 18.31%
- 5Y*
- 9.45%
- 10Y*
- 9.69%
TISVX vs. TSWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TISVX Transamerica International Small Cap Value | 12.25% | 30.68% | 5.53% | 17.39% | -17.32% | 12.40% | 8.91% | 25.49% | -16.32% | 30.46% |
TSWIX Transamerica International Equity | 12.68% | 32.53% | 3.55% | 16.09% | -14.05% | 13.23% | 6.75% | 21.14% | -15.95% | 22.58% |
Correlation
The correlation between TISVX and TSWIX is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.90 |
The correlation between TISVX and TSWIX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
TISVX vs. TSWIX — Risk / Return Rank
TISVX
TSWIX
TISVX vs. TSWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Small Cap Value (TISVX) and Transamerica International Equity (TSWIX). 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 | TSWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.31 | -0.45 |
| Martin ratioReturn relative to average drawdown | 6.09 | 8.66 | -2.57 |
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Drawdowns
TISVX vs. TSWIX - Drawdown Comparison
The maximum TISVX drawdown since its inception was -38.08%, smaller than the maximum TSWIX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for TISVX and TSWIX.
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Drawdown Indicators
| TISVX | TSWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.08% | -58.76% | +20.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -12.07% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -14.00% | -16.33% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -36.52% | -30.25% | -6.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | -39.58% | +1.50% |
Current DrawdownCurrent decline from peak | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -13.81% | +5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.22% | +0.11% |
Volatility
TISVX vs. TSWIX - Volatility Comparison
Transamerica International Small Cap Value (TISVX) and Transamerica International Equity (TSWIX) have volatilities of 4.65% and 4.62%, 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.
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Volatility by Period
| TISVX | TSWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.62% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 12.62% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 15.46% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 16.60% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 17.34% | -0.49% |
TISVX vs. TSWIX - Expense Ratio Comparison
TISVX has a 1.01% expense ratio, which is higher than TSWIX's 0.84% expense ratio.
Dividends
TISVX vs. TSWIX - Dividend Comparison
TISVX's dividend yield for the trailing twelve months is around 3.98%, less than TSWIX's 6.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSWIX Transamerica International Equity | 6.82% | 7.68% | 3.03% | 3.16% | 1.12% | 3.55% | 1.22% | 2.75% | 5.56% | 3.08% | 1.90% | 2.64% |
Frequently Asked Questions
TISVX and TSWIX have a correlation of 0.88, 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 TSWIX (4.62%). In terms of maximum drawdown, TISVX dropped -38.08% vs TSWIX's -58.76%.
TSWIX currently has the higher Sharpe Ratio (1.81 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.
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