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Touchstone Dynamic International ETF (TDI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS8794338520
IssuerTouchstone
Inception DateDec 11, 2023
CategoryForeign Large Cap Equities
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

TDI features an expense ratio of 0.65%, falling within the medium range.


Expense ratio chart for TDI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Touchstone Dynamic International ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
15.73%
21.71%
TDI (Touchstone Dynamic International ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-Date11.14%17.95%
1 month2.91%3.13%
6 months3.01%9.95%
1 yearN/A24.88%
5 years (annualized)N/A13.37%
10 years (annualized)N/A10.92%

Monthly Returns

The table below presents the monthly returns of TDI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.96%4.61%2.97%-3.37%5.33%-1.25%1.03%1.96%11.14%
20234.12%4.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


TDI
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.002.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.005.0010.0015.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market0.0020.0040.0060.0080.00100.009.70

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Touchstone Dynamic International ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend History

Touchstone Dynamic International ETF granted a 0.36% dividend yield in the last twelve months. The annual payout for that period amounted to $0.11 per share.


PeriodTTM2023
Dividend$0.11$0.11

Dividend yield

0.36%0.40%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.11$0.11

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.85%
-0.73%
TDI (Touchstone Dynamic International ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Touchstone Dynamic International 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 Dynamic International ETF was 10.13%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Touchstone Dynamic International ETF drawdown is 1.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.13%Jul 15, 202416Aug 5, 2024
-5.13%Mar 28, 202416Apr 19, 202414May 9, 202430
-2.59%May 21, 202418Jun 14, 202414Jul 8, 202432
-2.21%Jan 16, 20242Jan 17, 20245Jan 24, 20247
-2.16%Jan 2, 20242Jan 3, 20247Jan 12, 20249

Volatility

Volatility Chart

The current Touchstone Dynamic International ETF volatility is 4.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.79%
4.36%
TDI (Touchstone Dynamic International ETF)
Benchmark (^GSPC)