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DVND vs. ABEQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DVND vs. ABEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dividend Select ETF (DVND) and Absolute Select Value ETF (ABEQ). The values are adjusted to include any dividend payments, if applicable.

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DVND vs. ABEQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
DVND
Touchstone Dividend Select ETF
0.98%16.36%11.57%14.04%1.22%
ABEQ
Absolute Select Value ETF
5.41%15.32%12.68%4.63%4.37%

Returns By Period

In the year-to-date period, DVND achieves a 0.98% return, which is significantly lower than ABEQ's 5.41% return.


DVND

1D
0.04%
1M
-5.29%
YTD
0.98%
6M
2.29%
1Y
15.48%
3Y*
13.68%
5Y*
10Y*

ABEQ

1D
0.11%
1M
-5.44%
YTD
5.41%
6M
5.95%
1Y
12.47%
3Y*
12.59%
5Y*
8.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DVND vs. ABEQ - Expense Ratio Comparison

DVND has a 0.68% expense ratio, which is lower than ABEQ's 0.85% expense ratio.


Return for Risk

DVND vs. ABEQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DVND
DVND Risk / Return Rank: 5252
Overall Rank
DVND Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DVND Sortino Ratio Rank: 5353
Sortino Ratio Rank
DVND Omega Ratio Rank: 6060
Omega Ratio Rank
DVND Calmar Ratio Rank: 4444
Calmar Ratio Rank
DVND Martin Ratio Rank: 5050
Martin Ratio Rank

ABEQ
ABEQ Risk / Return Rank: 5656
Overall Rank
ABEQ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ABEQ Sortino Ratio Rank: 5656
Sortino Ratio Rank
ABEQ Omega Ratio Rank: 5656
Omega Ratio Rank
ABEQ Calmar Ratio Rank: 5656
Calmar Ratio Rank
ABEQ Martin Ratio Rank: 5656
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.

DVND vs. ABEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dividend Select ETF (DVND) and Absolute Select Value ETF (ABEQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DVNDABEQDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.08

-0.06

Sortino ratio

Return per unit of downside risk

1.49

1.52

-0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.31

1.55

-0.23

Martin ratio

Return relative to average drawdown

5.49

5.76

-0.27

DVND vs. ABEQ - Sharpe Ratio Comparison

The current DVND Sharpe Ratio is 1.02, which is comparable to the ABEQ Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of DVND and ABEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DVNDABEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.08

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.59

+0.30

Correlation

The correlation between DVND and ABEQ is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DVND vs. ABEQ - Dividend Comparison

DVND's dividend yield for the trailing twelve months is around 1.97%, more than ABEQ's 1.18% yield.


TTM202520242023202220212020
DVND
Touchstone Dividend Select ETF
1.97%1.93%2.06%2.05%0.71%0.00%0.00%
ABEQ
Absolute Select Value ETF
1.18%1.25%1.48%2.60%1.20%0.60%0.60%

Drawdowns

DVND vs. ABEQ - Drawdown Comparison

The maximum DVND drawdown since its inception was -14.83%, smaller than the maximum ABEQ drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for DVND and ABEQ.


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Drawdown Indicators


DVNDABEQDifference

Max Drawdown

Largest peak-to-trough decline

-14.83%

-27.82%

+12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-7.95%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

Current Drawdown

Current decline from peak

-6.07%

-5.67%

-0.40%

Average Drawdown

Average peak-to-trough decline

-2.50%

-4.02%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.14%

+0.60%

Volatility

DVND vs. ABEQ - Volatility Comparison

Touchstone Dividend Select ETF (DVND) has a higher volatility of 3.72% compared to Absolute Select Value ETF (ABEQ) at 2.46%. This indicates that DVND's price experiences larger fluctuations and is considered to be riskier than ABEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVNDABEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

2.46%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.49%

7.09%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

11.59%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.49%

10.86%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.49%

13.98%

-0.49%