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ISIN
US89154Q5624
CUSIP
89154Q562
Inception Date
May 11, 2014
Min. Investment
$500,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

TSEGX Performance Chart

Touchstone Sands Capital Emerging Markets Growth Fund (TSEGX) is up 23.1% since the beginning of the year. TSEGX is currently trading at $21 per share. Investors who bought $1,000 worth of TSEGX shares 5 years ago would now be looking at an investment worth $970.


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S&P 500 Index

Returns By Period

Touchstone Sands Capital Emerging Markets Growth Fund (TSEGX) has returned 23.05% so far this year and 32.72% over the past 12 months. Over the last ten years, TSEGX has returned 8.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Touchstone Sands Capital Emerging Markets Growth Fund

1D
2.73%
1M
10.19%
YTD
23.05%
6M
23.12%
1Y
32.72%
3Y*
16.12%
5Y*
-0.60%
10Y*
8.69%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEGX Monthly Returns History

Based on dividend-adjusted daily data since May 13, 2014, TSEGX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 2026 with a return of +13.5%, while the worst month was Mar 2020 at -18.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 10 months.

On a daily basis, TSEGX closed higher 51% of trading days. The best single day was Mar 16, 2022 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -9.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.31%2.99%-9.52%13.50%7.54%2.73%23.05%
20253.90%-1.54%-0.00%3.47%4.87%3.39%-3.46%3.02%5.30%1.74%-1.82%0.30%20.40%
2024-3.21%3.83%2.70%-2.28%1.84%2.36%-1.29%4.81%5.12%-4.06%-2.80%-3.64%2.76%
20238.56%-5.04%3.23%-0.60%-0.82%4.46%3.69%-5.58%-2.51%-3.03%6.72%2.56%11.01%
2022-7.55%-6.99%-4.87%-8.72%-4.02%-4.69%3.26%-0.66%-9.00%-4.22%10.25%-3.07%-34.75%
20211.96%0.58%-4.54%3.08%-0.09%4.89%-5.78%7.33%-4.61%-1.52%-6.90%-3.78%-10.02%

Benchmark Metrics

Touchstone Sands Capital Emerging Markets Growth Fund has an annualized alpha of -2.18%, beta of 0.81, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since May 14, 2014.

  • This fund participated in 93.68% of S&P 500 Index downside but only 72.80% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.18% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.18%
Beta
0.81
0.53
Upside Capture
72.80%
Downside Capture
93.68%

Expense Ratio

TSEGX has a high expense ratio of 1.23%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TSEGX ranks 40 for risk / return — below 40% 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.


TSEGX Risk / Return Rank: 4040
Overall Rank
TSEGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TSEGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TSEGX Omega Ratio Rank: 3838
Omega Ratio Rank
TSEGX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TSEGX Martin Ratio Rank: 4646
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 Sands Capital Emerging Markets Growth Fund (TSEGX) and compare them to S&P 500 Index.


TSEGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.74

2.39

-0.64

Sortino ratio

Return per unit of downside risk

2.41

3.25

-0.84

Omega ratio

Gain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratio

Return relative to maximum drawdown

2.53

3.11

-0.59

Martin ratio

Return relative to average drawdown

9.58

14.38

-4.80

Dividends

Dividend History

Touchstone Sands Capital Emerging Markets Growth Fund provided a 0.76% dividend yield over the last twelve months, with an annual payout of $0.16 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.402019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.16$0.16$0.03$0.00$0.00$0.38$0.00$0.10

Dividend yield

0.76%0.94%0.18%0.00%0.00%1.96%0.00%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for Touchstone Sands Capital Emerging Markets Growth 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$0.16$0.16
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38

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 Sands Capital Emerging Markets Growth 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 Sands Capital Emerging Markets Growth Fund was 52.81%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Touchstone Sands Capital Emerging Markets Growth Fund drawdown is 13.31%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-52.81%Oct 2022
1y 8mo
5y 3moFeb 2021 - now
COVID crash2020
-32.01%Mar 2020
1mo 2d3mo 1d
4mo 3dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-28.12%Oct 2018
9mo 3d1y 1mo
1y 10moJan 2018 - Dec 2019
2016 bear market2016
-26.83%Feb 2016
1y 5mo1y 2mo
2y 8moAug 2014 - Apr 2017
2020 pullback2020
-7.18%Sep 2020
8d27d
1mo 5dSep 2020 - Oct 2020

Drawdown Indicators


TSEGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.81%

-56.78%

+3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-9.10%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.48%

-18.90%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-50.50%

-25.43%

-25.07%

Max Drawdown (10Y)

Largest decline over 10 years

-52.81%

-33.92%

-18.89%

Current Drawdown

Current decline from peak

-13.31%

0.00%

-13.31%

Average Drawdown

Average peak-to-trough decline

-19.61%

-10.72%

-8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

1.97%

+1.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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