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TSWIX vs. EMTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSWIX vs. EMTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica International Equity (TSWIX) and Transamerica Emerging Markets Debt Fund (EMTIX). The values are adjusted to include any dividend payments, if applicable.

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TSWIX vs. EMTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSWIX
Transamerica International Equity
-2.81%32.53%3.55%16.09%-14.05%13.23%6.75%21.14%-15.95%22.58%
EMTIX
Transamerica Emerging Markets Debt Fund
-1.26%14.58%4.69%13.05%-13.33%-4.00%7.14%13.48%-6.71%12.68%

Returns By Period

In the year-to-date period, TSWIX achieves a -2.81% return, which is significantly lower than EMTIX's -1.26% return. Over the past 10 years, TSWIX has outperformed EMTIX with an annualized return of 7.68%, while EMTIX has yielded a comparatively lower 4.30% annualized return.


TSWIX

1D
0.79%
1M
-11.38%
YTD
-2.81%
6M
3.94%
1Y
17.40%
3Y*
12.81%
5Y*
7.27%
10Y*
7.68%

EMTIX

1D
-0.32%
1M
-4.41%
YTD
-1.26%
6M
2.58%
1Y
11.00%
3Y*
9.08%
5Y*
3.28%
10Y*
4.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSWIX vs. EMTIX - Expense Ratio Comparison

TSWIX has a 0.84% expense ratio, which is lower than EMTIX's 0.85% expense ratio.


Return for Risk

TSWIX vs. EMTIX — Risk / Return Rank

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

TSWIX
TSWIX Risk / Return Rank: 4444
Overall Rank
TSWIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TSWIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TSWIX Omega Ratio Rank: 4444
Omega Ratio Rank
TSWIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TSWIX Martin Ratio Rank: 4444
Martin Ratio Rank

EMTIX
EMTIX Risk / Return Rank: 9292
Overall Rank
EMTIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMTIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMTIX Omega Ratio Rank: 9494
Omega Ratio Rank
EMTIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMTIX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSWIX vs. EMTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica International Equity (TSWIX) and Transamerica Emerging Markets Debt Fund (EMTIX). 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.


TSWIXEMTIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

2.21

-1.30

Sortino ratio

Return per unit of downside risk

1.30

2.99

-1.68

Omega ratio

Gain probability vs. loss probability

1.19

1.48

-0.29

Calmar ratio

Return relative to maximum drawdown

1.10

2.34

-1.25

Martin ratio

Return relative to average drawdown

4.50

10.43

-5.93

TSWIX vs. EMTIX - Sharpe Ratio Comparison

The current TSWIX Sharpe Ratio is 0.91, which is lower than the EMTIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TSWIX and EMTIX, 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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Sharpe Ratios by Period


TSWIXEMTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.21

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.58

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.66

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.71

-0.33

Correlation

The correlation between TSWIX and EMTIX is 0.51, 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.


Dividends

TSWIX vs. EMTIX - Dividend Comparison

TSWIX's dividend yield for the trailing twelve months is around 7.90%, more than EMTIX's 5.76% yield.


TTM20252024202320222021202020192018201720162015
TSWIX
Transamerica International Equity
7.90%7.68%3.03%3.16%1.12%3.55%1.22%2.75%5.56%3.08%1.90%2.64%
EMTIX
Transamerica Emerging Markets Debt Fund
5.76%5.77%6.98%5.11%4.16%4.03%2.02%4.80%3.27%5.10%3.48%4.30%

Drawdowns

TSWIX vs. EMTIX - Drawdown Comparison

The maximum TSWIX drawdown since its inception was -58.76%, which is greater than EMTIX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for TSWIX and EMTIX.


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Drawdown Indicators


TSWIXEMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.76%

-25.28%

-33.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-4.69%

-8.19%

Max Drawdown (5Y)

Largest decline over 5 years

-30.25%

-25.28%

-4.97%

Max Drawdown (10Y)

Largest decline over 10 years

-39.58%

-25.28%

-14.30%

Current Drawdown

Current decline from peak

-11.38%

-4.69%

-6.69%

Average Drawdown

Average peak-to-trough decline

-13.89%

-4.94%

-8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

1.06%

+2.25%

Volatility

TSWIX vs. EMTIX - Volatility Comparison

Transamerica International Equity (TSWIX) has a higher volatility of 7.16% compared to Transamerica Emerging Markets Debt Fund (EMTIX) at 2.44%. This indicates that TSWIX's price experiences larger fluctuations and is considered to be riskier than EMTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSWIXEMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

2.44%

+4.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

3.41%

+7.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

5.00%

+12.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

5.66%

+10.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

6.54%

+10.76%