TISVX vs. VXUS
Compare and contrast key facts about Transamerica International Small Cap Value (TISVX) and Vanguard Total International Stock ETF (VXUS).
TISVX is managed by Transamerica. It was launched on Jan 3, 2013. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISVX or VXUS.
Performance
TISVX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, TISVX achieves a 5.46% return, which is significantly lower than VXUS's 5.91% return. Over the past 10 years, TISVX has outperformed VXUS with an annualized return of 6.25%, while VXUS has yielded a comparatively lower 4.79% annualized return.
TISVX
5.46%
-4.98%
-3.38%
15.42%
5.73%
6.25%
VXUS
5.91%
-4.79%
-1.70%
13.39%
5.25%
4.79%
Key characteristics
| TISVX | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.98 | 1.01 |
| Sortino Ratio | 1.41 | 1.47 |
| Omega Ratio | 1.17 | 1.18 |
| Calmar Ratio | 0.85 | 1.07 |
| Martin Ratio | 4.53 | 5.43 |
| Ulcer Index | 3.06% | 2.38% |
| Daily Std Dev | 14.19% | 12.73% |
| Max Drawdown | -38.08% | -35.97% |
| Current Drawdown | -9.98% | -7.59% |
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TISVX vs. VXUS - Expense Ratio Comparison
TISVX has a 1.01% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between TISVX and VXUS is 0.80, 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. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Small Cap Value (TISVX) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
TISVX's dividend yield for the trailing twelve months is around 2.85%, less than VXUS's 3.02% 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% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
TISVX vs. VXUS - Drawdown Comparison
The maximum TISVX drawdown since its inception was -38.08%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for TISVX and VXUS. For additional features, visit the drawdowns tool.
Volatility
TISVX vs. VXUS - Volatility Comparison
The current volatility for Transamerica International Small Cap Value (TISVX) is 3.65%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.90%. This indicates that TISVX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.