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ISIN
US89154X4438
CUSIP
89154X443
Inception Date
Sep 10, 1998
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

TVLYX Performance Chart

Touchstone Value Fund (TVLYX) is up 10.3% since the beginning of the year. TVLYX is currently trading at $13 per share. Investors who bought $1,000 worth of TVLYX shares 5 years ago would now be looking at an investment worth $1,706.


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S&P 500 Index

Returns By Period

Touchstone Value Fund (TVLYX) has returned 10.28% so far this year and 22.45% over the past 12 months. Over the last ten years, TVLYX has returned 12.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Touchstone Value Fund

1D
0.63%
1M
2.56%
YTD
10.28%
6M
9.23%
1Y
22.45%
3Y*
16.65%
5Y*
11.28%
10Y*
12.39%

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)

TVLYX Monthly Returns History

Based on dividend-adjusted daily data since Sep 14, 1998, TVLYX's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Aug 2006 at -30.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 8 months.

On a daily basis, TVLYX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Dec 13, 2006 at -31.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.80%3.29%-5.59%7.45%1.53%1.83%10.28%
20253.11%-0.41%-3.96%-3.93%3.47%5.16%0.57%4.00%0.78%0.63%0.70%1.32%11.57%
20241.00%3.44%5.03%-3.93%3.65%-0.90%3.48%2.55%3.17%0.39%5.12%-5.71%17.97%
20235.44%-4.41%-3.51%2.15%-3.40%7.16%4.75%-2.13%-3.70%-2.76%6.59%5.51%11.03%
2022-1.07%-0.63%1.87%-5.38%4.27%-9.00%5.92%-1.99%-8.70%12.33%5.01%-3.16%-2.66%
2021-1.23%7.58%6.65%4.45%1.39%-1.57%-0.61%1.67%-2.97%6.16%-4.62%6.35%24.71%

Benchmark Metrics

Touchstone Value Fund has an annualized alpha of -1.18%, beta of 0.87, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since September 14, 1998.

  • This fund participated in 87.62% of S&P 500 Index downside but only 74.23% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R2 of 0.64, 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
-1.18%
Beta
0.87
0.64
Upside Capture
74.23%
Downside Capture
87.62%

Expense Ratio

TVLYX has an expense ratio of 0.83%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TVLYX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TVLYX Risk / Return Rank: 4141
Overall Rank
TVLYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TVLYX Sortino Ratio Rank: 4141
Sortino Ratio Rank
TVLYX Omega Ratio Rank: 3838
Omega Ratio Rank
TVLYX Calmar Ratio Rank: 4646
Calmar Ratio Rank
TVLYX Martin Ratio Rank: 4141
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 Value Fund (TVLYX) 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.


TVLYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

2.49

2.78

-0.30

Martin ratioReturn relative to average drawdown

8.37

12.44

-4.07

Dividends

Dividend History

Touchstone Value Fund provided a 12.55% dividend yield over the last twelve months, with an annual payout of $1.61 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%14.00%16.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.61$1.62$1.03$0.26$0.76$0.97$0.31$1.14$1.26$0.94$0.23$0.81

Dividend yield

12.55%13.90%8.65%2.35%7.51%8.66%3.18%11.69%15.18%9.32%2.37%9.27%

Monthly Dividends

The table displays the monthly dividend distributions for Touchstone Value 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$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$1.49$1.62
2024$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.90$1.03
2023$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.14$0.26
2022$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.64$0.76
2021$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.88$0.97

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 Value 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 Value Fund was 80.40%, occurring on Mar 9, 2009. Recovery took 2951 trading sessions.

The current Touchstone Value Fund drawdown is 1.08%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-80.40%Mar 2009
3y 8mo11y 8mo
15y 5moJun 2005 - Nov 2020
2003 bear market2003
-34.37%Mar 2003
1y 3mo10mo 17d
2y 1moDec 2001 - Jan 2004
Dot-com crash2000–2002
-27.08%Mar 2000
9mo 28d5mo 13d
1y 3moMay 1999 - Aug 2000
Bear market2022
-19.26%Sep 2022
9mo 24d1y 2mo
2y 3dDec 2021 - Dec 2023
2025 selloff2025
-18.06%Apr 2025
4mo 7d3mo 16d
7mo 23dDec 2024 - Jul 2025

Drawdown Indicators


TVLYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-80.40%

-56.78%

-23.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-9.10%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.06%

-18.90%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-25.43%

+6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-33.92%

-6.83%

Current Drawdown

Current decline from peak

-1.08%

-1.80%

+0.72%

Average Drawdown

Average peak-to-trough decline

-25.68%

-10.71%

-14.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.03%

+0.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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