LCF vs. SAMT

Last updated Aug 2, 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 15.99%/yr vs 23.90%/yr for SAMT. Their 0.70 correlation means they have sometimes moved together and sometimes differently. 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 6.49% return, which is significantly lower than SAMT's 12.63% return.

LCF

• 1D: 1.59%
• 1M: 3.00%
• 6M: 5.38%
• YTD: 6.49%
• 1Y: 16.71%
• 3Y*: 15.99%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.99%

SAMT

• 1D: 0.47%
• 1M: -5.73%
• 6M: 8.34%
• YTD: 12.63%
• 1Y: 24.28%
• 3Y*: 23.90%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.23%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LCF Touchstone US Large Cap Focused ETF	$28.58K	$30.07K	$168.21K
SAMT Strategas Macro Thematic Opportunities ETF	$5.05M	$5.51M	$7.81M

LCF vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LCF Touchstone US Large Cap Focused ETF	6.49%	17.20%	20.71%	26.20%	-4.72%
SAMT Strategas Macro Thematic Opportunities ETF	12.63%	33.10%	28.15%	1.27%	-1.35%

Correlation

The correlation between LCF and SAMT is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.58
Correlation (3Y) Balances recent behavior with more history.	0.66
Correlation (All Time) Calculated using the full available price history since Jul 29, 2022	0.70

The correlation between LCF and SAMT shifts across timeframes, from 0.58 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

LCF vs. SAMT - Sectors Allocation Comparison

Sectors	LCF	SAMT
Technology	36.0%	20.4%
Communication Services	17.2%	6.0%
Financial Services	13.7%	4.8%
Healthcare	10.2%	10.4%
Consumer Cyclical	8.3%	8.4%
Industrials	6.1%	21.8%
Consumer Defensive	4.3%	15.4%
Energy	2.3%	2.0%
Real Estate	1.4%	2.4%
Basic Materials	0.6%	4.2%
Utilities	-	4.2%

Return for Risk

LCF vs. SAMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LCF

LCF Risk / Return Rank: 41
LCF Sharpe Ratio Rank: 44
LCF Sortino Ratio Rank: 42
LCF Omega Ratio Rank: 41
LCF Calmar Ratio Rank: 36
LCF Martin Ratio Rank: 43

SAMT

SAMT Risk / Return Rank: 55
SAMT Sharpe Ratio Rank: 53
SAMT Sortino Ratio Rank: 51
SAMT Omega Ratio Rank: 51
SAMT Calmar Ratio Rank: 67
SAMT Martin Ratio Rank: 52

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	1.11	1.29	-0.18
Sortino ratio: Return per unit of downside risk	1.58	1.82	-0.24
Omega ratio: Gain probability vs. loss probability	1.19	1.23	-0.04
Calmar ratio: Return relative to maximum drawdown	1.23	2.33	-1.10
Martin ratio: Return relative to average drawdown	4.75	6.04	-1.29

LCF vs. SAMT - Sharpe Ratio Comparison

The current LCF Sharpe Ratio is 1.11, which is comparable to the SAMT Sharpe Ratio of 1.29. 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%	-9.79%	-1.88%
Max Drawdown (3Y) Largest decline over 3 years	-18.28%	-18.27%	-0.01%
Current Drawdown Current decline from peak	0.00%	-9.13%	+9.13%
Average Drawdown Average peak-to-trough decline	-2.80%	-7.62%	+4.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	3.78%	-0.75%

Volatility

LCF vs. SAMT - Volatility Comparison

Touchstone US Large Cap Focused ETF (LCF) has a higher volatility of 4.32% compared to Strategas Macro Thematic Opportunities ETF (SAMT) at 3.43%. This indicates that LCF's price experiences larger fluctuations and is considered to be riskier 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	4.32%	3.43%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	14.23%	-3.84%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	17.72%	-4.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	17.11%	-1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.47%	17.11%	-1.64%

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 0.51%, less than SAMT's 0.62% yield.

Position	TTM	2025	2024	2023	2022
LCF Touchstone US Large Cap Focused ETF	0.51%	0.55%	0.63%	0.71%	0.24%
SAMT Strategas Macro Thematic Opportunities ETF	0.62%	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 0.58, 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?

LCF has higher volatility (4.32%) compared to SAMT (3.43%). 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 23.90% vs 15.99% for LCF. On fees, SAMT is cheaper at 0.66% per year. On volatility, SAMT has been the lower-risk option at 3.43%. 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 23.90% return vs 15.99%. 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 0.62%, compared with 0.51% 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 (1.29 vs 1.11), 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.