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ISIN
US89154X2291
CUSIP
89154X229
Inception Date
Feb 12, 1999
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TFFYX Performance Chart

Touchstone Focused Fund (TFFYX) is up 3.9% since the beginning of the year. TFFYX is currently trading at $87 per share. Investors who bought $1,000 worth of TFFYX shares 5 years ago would now be looking at an investment worth $1,620.


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S&P 500 Index

Returns By Period

Touchstone Focused Fund (TFFYX) has returned 3.92% so far this year and 17.48% over the past 12 months. Over the last ten years, TFFYX has had an annualized return of 13.63%, just under the S&P 500 Index benchmark’s 13.88%.


Touchstone Focused Fund

1D
1.05%
1M
-0.54%
YTD
3.92%
6M
3.74%
1Y
17.48%
3Y*
14.85%
5Y*
10.13%
10Y*
13.63%

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)

TFFYX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2000, TFFYX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Mar 2000 with a return of +14.5%, while the worst month was Oct 2008 at -16.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TFFYX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.72%-1.76%-6.27%9.42%2.95%-1.51%3.92%
20254.36%-1.77%-5.67%-2.11%6.14%6.14%2.29%1.40%2.41%1.13%-0.14%1.40%16.00%
20241.44%3.08%2.69%-4.55%4.35%2.76%2.41%1.72%2.12%-0.38%4.33%-2.15%18.91%
20237.61%-2.46%3.85%3.27%0.37%5.59%2.79%-2.33%-4.86%-2.17%8.22%3.72%25.12%
2022-3.73%-3.41%2.34%-7.81%-1.86%-7.44%8.66%-3.97%-8.19%7.45%5.48%-5.45%-18.18%
2021-0.52%6.06%4.25%5.40%0.67%0.89%1.69%3.71%-4.20%4.97%-2.71%4.33%26.77%

Benchmark Metrics

Touchstone Focused Fund has an annualized alpha of 3.16%, beta of 0.95, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 03, 2000.

  • This fund captured 106.62% of S&P 500 Index gains but only 93.74% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 3.16% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.95 and R2 of 0.89, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.16%
Beta
0.95
0.89
Upside Capture
106.62%
Downside Capture
93.74%

Expense Ratio

TFFYX has an expense ratio of 0.86%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TFFYX ranks 24 for risk / return — below 24% of mutual funds 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.


TFFYX Risk / Return Rank: 2424
Overall Rank
TFFYX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TFFYX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TFFYX Omega Ratio Rank: 2525
Omega Ratio Rank
TFFYX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TFFYX Martin Ratio Rank: 2828
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 Focused Fund (TFFYX) 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.


TFFYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.49

2.78

-1.30

Martin ratioReturn relative to average drawdown

6.09

12.44

-6.35

Dividends

Dividend History

Touchstone Focused Fund provided a 2.33% dividend yield over the last twelve months, with an annual payout of $2.04 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.04$2.04$0.81$0.77$1.68$3.76$3.07$5.70$2.04$3.10$0.57$1.12

Dividend yield

2.33%2.42%1.09%1.23%3.30%5.84%5.71%12.50%5.34%7.15%1.41%3.03%

Monthly Dividends

The table displays the monthly dividend distributions for Touchstone Focused Fund. 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$2.04$2.04
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.81
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.68$1.68
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.76$3.76

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 Focused Fund. 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 Focused Fund was 54.62%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.

The current Touchstone Focused Fund drawdown is 1.72%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.62%Mar 2009
1y 7mo3y 10mo
5y 6moJul 2007 - Jan 2013
Dot-com crash2000–2002
-42.37%Oct 2002
1y 4mo2y 7mo
3y 11moJun 2001 - May 2005
COVID crash2020
-31.91%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-27.18%Sep 2022
9mo 24d1y 4mo
2y 1moDec 2021 - Jan 2024
Rate-hike selloffLate 2018
-20.38%Dec 2018
3mo 4d4mo 3d
7mo 7dSep 2018 - Apr 2019

Drawdown Indicators


TFFYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.62%

-56.78%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-9.10%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-18.27%

-18.90%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-25.43%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-33.92%

+2.01%

Current Drawdown

Current decline from peak

-1.72%

-1.80%

+0.08%

Average Drawdown

Average peak-to-trough decline

-9.98%

-10.71%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.03%

+0.76%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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