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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Touchstone Strategic Income Opportunities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Touchstone Strategic Income Opportunities ETF (SIO) has returned -0.09% so far this year and 6.42% over the past 12 months.
Touchstone Strategic Income Opportunities ETF
- 1D
- 0.20%
- 1M
- -2.00%
- YTD
- -0.09%
- 6M
- 1.50%
- 1Y
- 6.42%
- 3Y*
- 6.90%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 25, 2022, SIO's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +4.3%, while the worst month was Sep 2022 at -3.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SIO closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +1.9%, while the worst single day was Sep 26, 2022 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.68% | 1.26% | -2.00% | -0.09% | |||||||||
| 2025 | 0.69% | 1.99% | -0.08% | 0.61% | 0.24% | 1.78% | 0.01% | 1.19% | 0.93% | 0.76% | 0.79% | 0.02% | 9.29% |
| 2024 | 0.65% | -0.08% | 1.47% | -2.04% | 1.77% | 0.70% | 2.66% | 1.67% | 1.39% | -1.77% | 1.02% | -1.33% | 6.15% |
| 2023 | 3.89% | -2.08% | 1.18% | 0.58% | -0.73% | 0.26% | 1.03% | -0.48% | -1.84% | -1.11% | 4.31% | 3.40% | 8.48% |
| 2022 | 1.65% | -1.89% | -3.56% | 0.49% | 4.04% | 0.16% | 0.72% |
Benchmark Metrics
Touchstone Strategic Income Opportunities ETF has an annualized alpha of 4.95%, beta of 0.12, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since July 26, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (31.74%) than losses (30.68%) — typical of diversified or defensive assets.
- Beta of 0.12 may look defensive, but with R² of 0.14 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.14 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.95%
- Beta
- 0.12
- R²
- 0.14
- Upside Capture
- 31.74%
- Downside Capture
- 30.68%
Expense Ratio
SIO has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SIO ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Touchstone Strategic Income Opportunities ETF (SIO) and compare them to a chosen benchmark (S&P 500 Index).
| SIO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.90 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.39 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.40 | +1.17 |
Martin ratioReturn relative to average drawdown | 8.83 | 6.61 | +2.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SIO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Touchstone Strategic Income Opportunities ETF provided a 6.94% dividend yield over the last twelve months, with an annual payout of $1.78 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.78 | $1.76 | $1.35 | $1.35 | $0.77 |
Dividend yield | 6.94% | 6.80% | 5.30% | 5.37% | 3.12% |
Monthly Dividends
The table displays the monthly dividend distributions for Touchstone Strategic Income Opportunities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.10 | $0.10 | $0.10 | $0.30 | |||||||||
| 2025 | $0.09 | $0.09 | $0.10 | $0.11 | $0.10 | $0.11 | $0.12 | $0.13 | $0.11 | $0.12 | $0.10 | $0.57 | $1.76 |
| 2024 | $0.10 | $0.10 | $0.10 | $0.10 | $0.11 | $0.09 | $0.11 | $0.09 | $0.09 | $0.11 | $0.09 | $0.26 | $1.35 |
| 2023 | $0.16 | $0.09 | $0.10 | $0.10 | $0.10 | $0.11 | $0.10 | $0.12 | $0.09 | $0.12 | $0.11 | $0.15 | $1.35 |
| 2022 | $0.18 | $0.16 | $0.10 | $0.10 | $0.23 | $0.77 |
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 Strategic Income Opportunities 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 Strategic Income Opportunities ETF was 6.94%, occurring on Oct 20, 2022. Recovery took 53 trading sessions.
The current Touchstone Strategic Income Opportunities ETF drawdown is 2.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -6.94% | Aug 15, 2022 | 48 | Oct 20, 2022 | 53 | Jan 6, 2023 | 101 |
| -4.85% | Feb 3, 2023 | 179 | Oct 19, 2023 | 28 | Nov 29, 2023 | 207 |
| -3.18% | Sep 23, 2024 | 77 | Jan 13, 2025 | 30 | Feb 26, 2025 | 107 |
| -2.62% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
| -2.38% | Apr 1, 2024 | 12 | Apr 16, 2024 | 21 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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