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Touchstone Mid Cap Fund (TMCPX) Sharpe Ratio: 0.32

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund invests, under normal market conditions, at least 80% of its assets in common stocks of medium capitalization U.S. listed companies. For purposes of the fund, a medium capitalization company has a market capitalization found within the range of market capitalizations represented in the Russell Midcap Index at the time of purchase. The size of the companies in the Russell Midcap Index will change with market conditions.

TMCPX's Sharpe Ratio of 0.32 indicates that for each unit of volatility, it generates 0.32 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TMCPX Sharpe Ratio Rank

TMCPX Sharpe Ratio Rank: 4.34
Concerning

TMCPX ranks above 4.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

TMCPX Sharpe Ratio Market Positioning

The chart shows TMCPX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.41 or lower
  • Yellow zone (middle 50%): 1.41 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Touchstone Mid Cap Fund's Sharpe Ratio with other mutual funds in the Mid Cap Blend Equities category across multiple time periods, showing how TMCPX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PFSLXParadigm Select Fund3.16
GENIXGotham Enhanced Return Fund2.71
BIGTXThe Texas Fund2.69
DSMFXDestinations Small-Mid Cap Equity Fund2.46
HDPMXHodges Fund2.46
VSEQXVanguard Strategic Equity Fund2.40
FZFLXFidelity SAI Small-Mid Cap 500 Index Fund2.33
THPMXThompson MidCap Fund2.32
GABVXGabelli Value 25 Fund2.32
TARKXTarkio Fund2.30
TMCPXTouchstone Mid Cap Fund0.32

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TMCPX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TMCPX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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