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ISIN
US89155H5798
CUSIP
89155H579
Inception Date
Dec 3, 2007
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

TPYAX Performance Chart

Touchstone International ESG Equity Fund (TPYAX) is down 1.6% since the beginning of the year. TPYAX is currently trading at $8 per share. Investors who bought $1,000 worth of TPYAX shares 5 years ago would now be looking at an investment worth $1,121.


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S&P 500 Index

Returns By Period

Touchstone International ESG Equity Fund (TPYAX) has returned -1.63% so far this year and -6.57% over the past 12 months. Over the last ten years, TPYAX has returned 9.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Touchstone International ESG Equity Fund

1D
0.96%
1M
4.84%
YTD
-1.63%
6M
-2.52%
1Y
-6.57%
3Y*
8.61%
5Y*
2.31%
10Y*
9.61%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPYAX Monthly Returns History

Based on dividend-adjusted daily data since Dec 5, 2007, TPYAX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Dec 2019 with a return of +36.2%, while the worst month was Oct 2008 at -17.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TPYAX closed higher 50% of trading days. The best single day was Dec 11, 2019 with a return of +31.3%, while the worst single day was Mar 12, 2020 at -9.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.79%0.36%-11.34%8.75%3.59%0.96%-1.63%
20257.32%0.35%-5.86%6.23%7.15%3.28%-4.98%0.89%0.66%0.22%-3.83%-1.13%9.60%
2024-0.37%4.99%2.50%-7.19%3.75%-0.24%1.57%5.95%1.80%-4.85%3.24%-2.39%8.17%
20239.59%-2.83%1.66%3.13%-1.59%4.03%2.58%-3.65%-8.22%-4.84%16.14%7.87%23.62%
2022-2.51%-6.21%-0.87%-5.79%1.20%-11.36%4.32%-5.43%-9.82%6.03%13.90%-3.79%-20.81%
20211.30%1.28%2.99%1.90%4.16%-1.37%0.96%0.84%-4.71%4.95%-5.13%3.59%10.68%

Benchmark Metrics

Touchstone International ESG Equity Fund has an annualized alpha of -1.07%, beta of 0.84, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 06, 2007.

  • This fund participated in 99.96% of S&P 500 Index downside but only 87.28% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.07%
Beta
0.84
0.71
Upside Capture
87.28%
Downside Capture
99.96%

Expense Ratio

TPYAX has a high expense ratio of 1.17%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TPYAX ranks 1 for risk / return — in the bottom 1% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


TPYAX Risk / Return Rank: 11
Overall Rank
TPYAX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TPYAX Sortino Ratio Rank: 11
Sortino Ratio Rank
TPYAX Omega Ratio Rank: 11
Omega Ratio Rank
TPYAX Calmar Ratio Rank: 11
Calmar Ratio Rank
TPYAX Martin Ratio Rank: 11
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 International ESG Equity Fund (TPYAX) and compare them to S&P 500 Index.


TPYAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.36

2.39

-2.75

Sortino ratio

Return per unit of downside risk

-0.39

3.25

-3.65

Omega ratio

Gain probability vs. loss probability

0.95

1.43

-0.48

Calmar ratio

Return relative to maximum drawdown

-0.28

3.11

-3.39

Martin ratio

Return relative to average drawdown

-0.70

14.38

-15.08

Dividends

Dividend History

Touchstone International ESG Equity Fund provided a 1.08% dividend yield over the last twelve months, with an annual payout of $0.09 per share.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.09$0.09$0.81$0.33$0.16$0.62$0.03$3.52$0.97$0.41$0.22$0.79

Dividend yield

1.08%1.06%10.22%4.12%2.32%7.13%0.34%46.57%12.62%4.31%2.46%10.29%

Monthly Dividends

The table displays the monthly dividend distributions for Touchstone International ESG Equity 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$0.09$0.09
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$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62

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 International ESG Equity 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 International ESG Equity Fund was 57.30%, occurring on Mar 9, 2009. Recovery took 1019 trading sessions.

The current Touchstone International ESG Equity Fund drawdown is 9.54%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.30%Mar 2009
1y 2mo4y 18d
5y 3moDec 2007 - Mar 2013
Bear market2022
-36.14%Oct 2022
10mo 6d1y 9mo
2y 7moDec 2021 - Jul 2024
COVID crash2020
-33.86%Mar 2020
2mo 20d5mo 6d
7mo 26dJan 2020 - Aug 2020
2026 bear market2026
-23.78%Mar 2026
9mo 2d
11mo 8dJul 2025 - now
2016 bear market2016
-22.08%Feb 2016
9mo 20d10mo
1y 7moApr 2015 - Dec 2016

Drawdown Indicators


TPYAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.30%

-56.78%

-0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-23.78%

-9.10%

-14.68%

Max Drawdown (3Y)

Largest decline over 3 years

-23.78%

-18.90%

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-36.14%

-25.43%

-10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.14%

-33.92%

-2.22%

Current Drawdown

Current decline from peak

-9.54%

0.00%

-9.54%

Average Drawdown

Average peak-to-trough decline

-11.86%

-10.72%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.39%

1.97%

+7.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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