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Inception Date
Jul 27, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$55M

Share Price Chart


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Performance

LCF Performance Chart

Touchstone US Large Cap Focused ETF (LCF) is up 1.5% since the beginning of the year. LCF is currently trading at $43 per share.


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S&P 500 Index

Returns By Period

Touchstone US Large Cap Focused ETF (LCF) has returned 1.47% so far this year and 16.00% over the past 12 months.


Touchstone US Large Cap Focused ETF

1D
-1.41%
1M
-2.69%
YTD
1.47%
6M
1.35%
1Y
16.00%
3Y*
15.79%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCF Monthly Returns History

Based on dividend-adjusted daily data since Jul 29, 2022, LCF's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, an investment would double in approximately 4.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +9.9%, while the worst month was Sep 2022 at -8.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LCF closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.05%-2.92%-5.44%9.88%3.29%-3.62%1.47%
20253.90%-1.58%-5.51%-2.17%6.14%6.25%2.40%1.80%2.63%1.78%-0.24%1.21%17.20%
20241.75%3.96%2.60%-4.57%3.88%3.39%2.24%2.02%1.88%-0.19%4.70%-2.30%20.71%
20236.97%-2.50%3.89%3.02%0.65%5.81%2.49%-1.45%-4.76%-1.59%8.70%3.17%26.20%
20220.51%-3.92%-8.49%7.85%5.44%-5.19%-4.72%

Benchmark Metrics

Touchstone US Large Cap Focused ETF has an annualized alpha of -0.53%, beta of 0.93, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since July 29, 2022.

  • This ETF participated in 101.48% of S&P 500 Index downside but only 94.59% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.93 and R2 of 0.94, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.53%
Beta
0.93
0.94
Upside Capture
94.59%
Downside Capture
101.48%

Expense Ratio

LCF has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LCF ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LCF Risk / Return Rank: 3535
Overall Rank
LCF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LCF Sortino Ratio Rank: 3636
Sortino Ratio Rank
LCF Omega Ratio Rank: 3636
Omega Ratio Rank
LCF Calmar Ratio Rank: 2929
Calmar Ratio Rank
LCF Martin Ratio Rank: 3737
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Touchstone US Large Cap Focused ETF (LCF) and compare them to S&P 500 Index.

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.


LCFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.38

2.78

-1.41

Martin ratioReturn relative to average drawdown

5.54

12.44

-6.90

Dividends

Dividend History

Touchstone US Large Cap Focused ETF provided a 0.54% dividend yield over the last twelve months, with an annual payout of $0.23 per share. The fund has been increasing its distributions for 3 consecutive years.


0.20%0.30%0.40%0.50%0.60%0.70%$0.00$0.05$0.10$0.15$0.202022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.23$0.23$0.23$0.21$0.06

Dividend yield

0.54%0.55%0.63%0.71%0.24%

Monthly Dividends

The table displays the monthly dividend distributions for Touchstone US Large Cap Focused ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2022$0.06$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Touchstone US Large Cap Focused ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Touchstone US Large Cap Focused ETF was 18.28%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current Touchstone US Large Cap Focused ETF drawdown is 3.98%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-18.28%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
Bear market2022
-15.29%Sep 2022
1mo 14d4mo 10d
5mo 24dAug 2022 - Feb 2023
2026 correction2026
-11.67%Mar 2026
1mo 27d26d
2mo 23dJan 2026 - Apr 2026
2023 pullback2023
-9.47%Oct 2023
2mo 27d1mo 4d
4mo 1dAug 2023 - Nov 2023
2023 pullback2023
-7.21%Mar 2023
1mo1mo 4d
2mo 4dFeb 2023 - Apr 2023

Drawdown Indicators


LCFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.28%

-56.78%

+38.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-9.10%

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.28%

-18.90%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.98%

-1.80%

-2.18%

Average Drawdown

Average peak-to-trough decline

-2.82%

-10.71%

+7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.03%

+0.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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