LCF vs. SAMT

Last updated Jun 23, 2026

LCF (Touchstone US Large Cap Focused ETF) and SAMT (Strategas Macro Thematic Opportunities ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, LCF returned 15.79%/yr vs 27.93%/yr for SAMT. A 0.72 correlation means they provide meaningful diversification when combined. LCF charges 0.70%/yr vs 0.66%/yr for SAMT.

Performance

LCF vs. SAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone US Large Cap Focused ETF (LCF) and Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LCF achieves a 1.47% return, which is significantly lower than SAMT's 19.97% return.

LCF

• 1D: -1.41%
• 1M: -2.69%
• YTD: 1.47%
• 6M: 1.35%
• 1Y: 16.00%
• 3Y*: 15.79%
• 5Y*: —
• 10Y*: —

SAMT

• 1D: 0.39%
• 1M: 0.96%
• YTD: 19.97%
• 6M: 17.75%
• 1Y: 39.83%
• 3Y*: 27.93%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LCF vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LCF Touchstone US Large Cap Focused ETF	1.47%	17.20%	20.71%	26.20%	-4.72%
SAMT Strategas Macro Thematic Opportunities ETF	19.97%	33.10%	28.15%	1.27%	-1.35%

Correlation

The correlation between LCF and SAMT is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jul 29, 2022	0.72

The correlation between LCF and SAMT shifts across timeframes, from 0.61 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

LCF vs. SAMT - Sectors Allocation Comparison

Sectors	LCF	SAMT
Technology	32.9%	25.0%
Communication Services	16.9%	5.7%
Financial Services	15.4%	5.4%
Healthcare	10.8%	7.5%
Consumer Cyclical	8.4%	5.8%
Industrials	5.3%	23.3%
Consumer Defensive	3.6%	12.1%
Energy	2.0%	2.8%
Real Estate	1.5%	2.8%
Basic Materials	0.5%	2.7%
Utilities	-	6.9%

Return for Risk

LCF vs. SAMT — Risk / Return Rank

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

LCF

LCF Risk / Return Rank: 35
LCF Sharpe Ratio Rank: 38
LCF Sortino Ratio Rank: 36
LCF Omega Ratio Rank: 36
LCF Calmar Ratio Rank: 29
LCF Martin Ratio Rank: 37

SAMT

SAMT Risk / Return Rank: 74
SAMT Sharpe Ratio Rank: 74
SAMT Sortino Ratio Rank: 69
SAMT Omega Ratio Rank: 67
SAMT Calmar Ratio Rank: 88
SAMT Martin Ratio Rank: 73

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.

LCF vs. SAMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone US Large Cap Focused ETF (LCF) and Strategas Macro Thematic Opportunities ETF (SAMT). 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.

	LCF	SAMT	Difference
Sharpe ratio: Return per unit of total volatility	1.30	2.29	-0.99
Sortino ratio: Return per unit of downside risk	1.83	3.01	-1.18
Omega ratio: Gain probability vs. loss probability	1.23	1.39	-0.15
Calmar ratio: Return relative to maximum drawdown	1.38	4.91	-3.53
Martin ratio: Return relative to average drawdown	5.54	13.25	-7.71

LCF vs. SAMT - Sharpe Ratio Comparison

The current LCF Sharpe Ratio is 1.30, which is lower than the SAMT Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of LCF and SAMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LCF vs. SAMT - Drawdown Comparison

The maximum LCF drawdown since its inception was -18.28%, smaller than the maximum SAMT drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for LCF and SAMT.

Drawdown Indicators

	LCF	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-18.28%	-20.57%	+2.29%
Max Drawdown (1Y) Largest decline over 1 year	-11.67%	-8.15%	-3.52%
Max Drawdown (3Y) Largest decline over 3 years	-18.28%	-18.27%	-0.01%
Current Drawdown Current decline from peak	-3.98%	-0.92%	-3.06%
Average Drawdown Average peak-to-trough decline	-2.82%	-7.66%	+4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	3.01%	-0.12%

Volatility

LCF vs. SAMT - Volatility Comparison

The current volatility for Touchstone US Large Cap Focused ETF (LCF) is 4.44%, while Strategas Macro Thematic Opportunities ETF (SAMT) has a volatility of 6.82%. This indicates that LCF experiences smaller price fluctuations and is considered to be less risky than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCF	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.44%	6.82%	-2.38%
Volatility (6M) Calculated over the trailing 6-month period	9.87%	13.57%	-3.70%
Volatility (1Y) Calculated over the trailing 1-year period	12.43%	17.52%	-5.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	17.07%	-1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.51%	17.07%	-1.56%

LCF vs. SAMT - Expense Ratio Comparison

LCF has a 0.70% expense ratio, which is higher than SAMT's 0.66% expense ratio.

Dividends

LCF vs. SAMT - Dividend Comparison

LCF's dividend yield for the trailing twelve months is around 0.54%, less than SAMT's 0.58% yield.

Position	TTM	2025	2024	2023	2022
LCF Touchstone US Large Cap Focused ETF	0.54%	0.55%	0.63%	0.71%	0.24%
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%

Frequently Asked Questions

Can I hold both LCF and SAMT in my portfolio?

LCF and SAMT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LCF or SAMT?

SAMT has higher volatility (6.82%) compared to LCF (4.44%). In terms of maximum drawdown, LCF dropped -18.28% vs SAMT's -20.57%.

Which ETF is better, LCF or SAMT?

On 3-year performance, SAMT leads with 27.93% vs 15.79% for LCF. On fees, SAMT is cheaper at 0.66% per year. On volatility, LCF has been the lower-risk option at 4.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LCF or SAMT?

Over the 3-year period, SAMT has performed better with a 27.93% return vs 15.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LCF or SAMT?

SAMT is cheaper with a 0.66% expense ratio, compared with 0.70% for LCF.

Which ETF pays a higher dividend yield, LCF or SAMT?

SAMT has the higher dividend yield at 0.58%, compared with 0.54% for LCF.

What is the main difference between LCF and SAMT?

They also come from different issuers: Touchstone and Strategas. Their fees differ too: 0.70% for LCF and 0.66% for SAMT.

Which has better risk-adjusted returns?

SAMT currently has the higher Sharpe Ratio (2.29 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.