PortfoliosLab logoPortfoliosLab logo
DVND vs. TLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVND vs. TLG - Performance Comparison

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

Loading charts...

Returns By Period


DVND

1D
0.37%
1M
-0.17%
6M
6.95%
YTD
10.64%
1Y
16.87%
3Y*
15.22%
5Y*
10Y*

TLG

1D
-2.41%
1M
-2.37%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVND vs. TLG - Yearly Performance Comparison


Correlation

The correlation between DVND and TLG is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.50

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DVND vs. TLG — Risk / Return Rank

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

DVND
DVND Risk / Return Rank: 6262
Overall Rank
DVND Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DVND Sortino Ratio Rank: 6666
Sortino Ratio Rank
DVND Omega Ratio Rank: 6464
Omega Ratio Rank
DVND Calmar Ratio Rank: 5454
Calmar Ratio Rank
DVND Martin Ratio Rank: 5959
Martin Ratio Rank

TLG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dividend Select ETF (DVND) and Touchstone Large Company Growth ETF (TLG). 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.

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.


DVNDTLGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.17

Martin ratioReturn relative to average drawdown

8.14

DVND vs. TLG - Sharpe Ratio Comparison


Loading charts...

Drawdowns

DVND vs. TLG - Drawdown Comparison

The maximum DVND drawdown since its inception was -14.83%, which is greater than TLG's maximum drawdown of -9.38%. Use the drawdown chart below to compare losses from any high point for DVND and TLG.


Loading charts...

Drawdown Indicators


DVNDTLGDifference

Max Drawdown

Largest peak-to-trough decline

-14.83%

-9.38%

-5.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-14.64%

Current Drawdown

Current decline from peak

-0.32%

-7.33%

+7.01%

Average Drawdown

Average peak-to-trough decline

-2.40%

-3.16%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

Volatility

DVND vs. TLG - Volatility Comparison


Loading charts...

Volatility by Period


DVNDTLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

9.90%

23.11%

-13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

23.11%

-9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

23.11%

-9.85%

DVND vs. TLG - Expense Ratio Comparison

DVND has a 0.68% expense ratio, which is higher than TLG's 0.67% expense ratio.


Dividends

DVND vs. TLG - Dividend Comparison

DVND's dividend yield for the trailing twelve months is around 1.79%, while TLG has not paid dividends to shareholders.


PositionTTM2025202420232022
DVND
Touchstone Dividend Select ETF
1.79%1.93%2.06%2.05%0.71%
TLG
Touchstone Large Company Growth ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DVND and TLG have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLG is cheaper at 0.67% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLG is cheaper with a 0.67% expense ratio, compared with 0.68% for DVND.

DVND has the higher dividend yield at 1.79%, compared with 0.00% for TLG.

DVND is categorized as Large Cap Value Equities, while TLG is Large Cap Growth Equities. Their fees differ too: 0.68% for DVND and 0.67% for TLG.

Portfolio Optimizer

Find the right allocation for DVND and TLG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer