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TISVX vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISVX and VXUS is 0.60, 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.


Performance

TISVX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica International Small Cap Value (TISVX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TISVX:

0.85

VXUS:

0.65

Sortino Ratio

TISVX:

1.20

VXUS:

1.00

Omega Ratio

TISVX:

1.17

VXUS:

1.13

Calmar Ratio

TISVX:

0.98

VXUS:

0.78

Martin Ratio

TISVX:

2.47

VXUS:

2.47

Ulcer Index

TISVX:

5.77%

VXUS:

4.29%

Daily Std Dev

TISVX:

16.85%

VXUS:

16.94%

Max Drawdown

TISVX:

-41.76%

VXUS:

-35.97%

Current Drawdown

TISVX:

0.00%

VXUS:

-0.46%

Returns By Period

In the year-to-date period, TISVX achieves a 19.87% return, which is significantly higher than VXUS's 13.42% return. Both investments have delivered pretty close results over the past 10 years, with TISVX having a 5.09% annualized return and VXUS not far ahead at 5.30%.


TISVX

YTD

19.87%

1M

9.78%

6M

17.59%

1Y

14.16%

3Y*

12.61%

5Y*

12.12%

10Y*

5.09%

VXUS

YTD

13.42%

1M

9.07%

6M

12.05%

1Y

10.95%

3Y*

10.28%

5Y*

11.30%

10Y*

5.30%

*Annualized

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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.


Risk-Adjusted Performance

TISVX vs. VXUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TISVX
The Risk-Adjusted Performance Rank of TISVX is 7575
Overall Rank
The Sharpe Ratio Rank of TISVX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TISVX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of TISVX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of TISVX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TISVX is 6666
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6363
Overall Rank
The Sharpe Ratio Rank of VXUS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current TISVX Sharpe Ratio is 0.85, which is comparable to the VXUS Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TISVX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TISVX vs. VXUS - Dividend Comparison

TISVX's dividend yield for the trailing twelve months is around 3.77%, more than VXUS's 2.93% yield.


TTM20242023202220212020201920182017201620152014
TISVX
Transamerica International Small Cap Value
3.77%4.52%3.00%0.78%2.66%1.01%2.12%2.02%3.01%2.16%2.47%1.59%
VXUS
Vanguard Total International Stock ETF
2.93%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

TISVX vs. VXUS - Drawdown Comparison

The maximum TISVX drawdown since its inception was -41.76%, 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.


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Volatility

TISVX vs. VXUS - Volatility Comparison

The current volatility for Transamerica International Small Cap Value (TISVX) is 2.08%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 2.84%. 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.


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