TSTFX vs. TISVX
TSTFX (Transamerica Stock Index) and TISVX (Transamerica International Small Cap Value) are both mutual funds - TSTFX is a Large Cap Blend Equities fund managed by Transamerica, while TISVX is a Foreign Small & Mid Cap Equities fund managed by Transamerica. Over the past 5 years, TSTFX returned 4.85%/yr vs 8.19%/yr for TISVX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. TSTFX charges 0.30%/yr vs 1.01%/yr for TISVX.
Performance
TSTFX vs. TISVX - Performance Comparison
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Returns By Period
In the year-to-date period, TSTFX achieves a 9.17% return, which is significantly lower than TISVX's 11.23% return.
TSTFX
- 1D
- 1.71%
- 1M
- -0.58%
- 6M
- 7.61%
- YTD
- 9.17%
- 1Y
- -16.19%
- 3Y*
- 5.71%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 10.46%
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 |
TSTFX vs. TISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSTFX Transamerica Stock Index | 9.17% | -17.03% | 24.66% | 25.99% | -18.27% | 28.84% | 18.10% | 31.17% | -4.75% | 14.78% |
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 TSTFX and TISVX is 0.61, 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. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
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 | 0.63 |
The correlation between TSTFX and TISVX has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.
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Return for Risk
TSTFX vs. TISVX — Risk / Return Rank
TSTFX
TISVX
TSTFX vs. TISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) 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.
| TSTFX | TISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.20 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.49 | -2.01 |
| Martin ratioReturn relative to average drawdown | -0.82 | 4.88 | -5.69 |
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Drawdowns
TSTFX vs. TISVX - Drawdown Comparison
The maximum TSTFX drawdown since its inception was -34.74%, smaller than the maximum TISVX drawdown of -38.08%. Use the drawdown chart below to compare losses from any high point for TSTFX and TISVX.
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Drawdown Indicators
| TSTFX | TISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -38.08% | +3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -10.94% | -23.80% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -13.49% | -21.25% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -36.52% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.08% | — |
Current DrawdownCurrent decline from peak | -23.27% | -1.06% | -22.21% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -8.21% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 3.35% | +17.67% |
Volatility
TSTFX vs. TISVX - Volatility Comparison
The current volatility for Transamerica Stock Index (TSTFX) is 3.47%, while Transamerica International Small Cap Value (TISVX) has a volatility of 5.06%. This indicates that TSTFX 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
| TSTFX | TISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 5.06% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 12.59% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 15.13% | +17.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 16.98% | +4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 16.67% | +4.25% |
TSTFX vs. TISVX - Expense Ratio Comparison
TSTFX has a 0.30% expense ratio, which is lower than TISVX's 1.01% expense ratio.
Dividends
TSTFX vs. TISVX - Dividend Comparison
TSTFX's dividend yield for the trailing twelve months is around 0.81%, less 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% |
TSTFX Transamerica Stock Index | 0.81% | 0.70% | 2.61% | 4.32% | 6.77% | 6.57% | 4.69% | 5.60% | 4.69% | 2.85% | 0.00% | 0.00% |
Frequently Asked Questions
TSTFX and TISVX have a correlation of 0.61, 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 TSTFX (3.47%). In terms of maximum drawdown, TSTFX dropped -34.74% vs TISVX's -38.08%.
TISVX currently has the higher Sharpe Ratio (1.08 vs -0.56), 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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