TLOFX vs. TISVX
TLOFX (Transamerica Large Value Opportunities) and TISVX (Transamerica International Small Cap Value) are both mutual funds - TLOFX is a Large Cap Value Equities fund managed by Transamerica, while TISVX is a Foreign Small & Mid Cap Equities fund managed by Transamerica. Over the past 5 years, TLOFX returned 10.40%/yr vs 8.19%/yr for TISVX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. TLOFX charges 0.75%/yr vs 1.01%/yr for TISVX.
Performance
TLOFX vs. TISVX - Performance Comparison
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Returns By Period
In the year-to-date period, TLOFX achieves a 12.17% return, which is significantly higher than TISVX's 11.23% return.
TLOFX
- 1D
- 1.03%
- 1M
- 1.76%
- 6M
- 8.01%
- YTD
- 12.17%
- 1Y
- 18.54%
- 3Y*
- 14.27%
- 5Y*
- 10.40%
- 10Y*
- —
- ALL TIME*
- 10.14%
TISVX
- 1D
- 2.68%
- 1M
- 0.15%
- 6M
- 5.34%
- YTD
- 11.23%
- 1Y
- 17.08%
- 3Y*
- 15.87%
- 5Y*
- 8.19%
- 10Y*
- 9.55%
- ALL TIME*
- 7.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TLOFX vs. TISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLOFX Transamerica Large Value Opportunities | 12.17% | 9.67% | 18.60% | 7.98% | -3.84% | 28.85% | -1.14% | 23.15% | -9.05% | 14.24% |
TISVX Transamerica International Small Cap Value | 11.23% | 30.68% | 5.53% | 17.39% | -17.32% | 12.40% | 8.91% | 25.49% | -16.32% | 22.41% |
Correlation
The correlation between TLOFX and TISVX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.61 |
The correlation between TLOFX and TISVX has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.
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Return for Risk
TLOFX vs. TISVX — Risk / Return Rank
TLOFX
TISVX
TLOFX vs. TISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Large Value Opportunities (TLOFX) and Transamerica International Small Cap Value (TISVX). 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.
| TLOFX | TISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.49 | +0.59 |
| Martin ratioReturn relative to average drawdown | 8.54 | 4.88 | +3.66 |
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Drawdowns
TLOFX vs. TISVX - Drawdown Comparison
The maximum TLOFX drawdown since its inception was -37.99%, roughly equal to the maximum TISVX drawdown of -38.08%. Use the drawdown chart below to compare losses from any high point for TLOFX and TISVX.
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Drawdown Indicators
| TLOFX | TISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.99% | -38.08% | +0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -10.94% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -13.49% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -36.52% | +12.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.08% | — |
Current DrawdownCurrent decline from peak | -0.20% | -1.06% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -8.21% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 3.35% | -1.36% |
Volatility
TLOFX vs. TISVX - Volatility Comparison
The current volatility for Transamerica Large Value Opportunities (TLOFX) is 2.96%, while Transamerica International Small Cap Value (TISVX) has a volatility of 5.06%. This indicates that TLOFX experiences smaller price fluctuations and is considered to be less risky than TISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLOFX | TISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 5.06% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 12.59% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 15.13% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 16.98% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 16.67% | +1.93% |
TLOFX vs. TISVX - Expense Ratio Comparison
TLOFX has a 0.75% expense ratio, which is lower than TISVX's 1.01% expense ratio.
Dividends
TLOFX vs. TISVX - Dividend Comparison
TLOFX's dividend yield for the trailing twelve months is around 13.27%, more than TISVX's 4.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISVX Transamerica International Small Cap Value | 4.02% | 4.47% | 6.04% | 3.00% | 3.62% | 3.78% | 1.01% | 2.11% | 8.34% | 3.01% | 2.86% | 6.15% |
TLOFX Transamerica Large Value Opportunities | 13.27% | 15.11% | 23.72% | 1.73% | 8.52% | 17.26% | 2.02% | 2.52% | 23.00% | 3.02% | 0.00% | 0.00% |
Frequently Asked Questions
TLOFX and TISVX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TISVX has higher volatility (5.06%) compared to TLOFX (2.96%). In terms of maximum drawdown, TLOFX dropped -37.99% vs TISVX's -38.08%.
TLOFX currently has the higher Sharpe Ratio (1.62 vs 1.08), 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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