LCF vs. TSEL

Last updated Jun 3, 2026

LCF (Touchstone US Large Cap Focused ETF) and TSEL (Touchstone Sands Capital US Select Growth ETF) are both exchange-traded funds - LCF is a Large Cap Blend Equities fund actively managed by Touchstone, while TSEL is a Large Cap Growth Equities fund actively managed by Touchstone. Both are actively managed. Over the past year, LCF returned 22.60% vs 12.17% for TSEL. Their correlation of 0.82 suggests significant overlap in exposure. LCF charges 0.70%/yr vs 0.67%/yr for TSEL.

Performance

LCF vs. TSEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone US Large Cap Focused ETF (LCF) and Touchstone Sands Capital US Select Growth ETF (TSEL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LCF having a 5.23% return and TSEL slightly higher at 5.24%.

LCF

• 1D: -0.42%
• 1M: 2.89%
• YTD: 5.23%
• 6M: 6.34%
• 1Y: 22.60%
• 3Y*: 17.79%
• 5Y*: —
• 10Y*: —

TSEL

• 1D: -1.12%
• 1M: 6.14%
• YTD: 5.24%
• 6M: 4.08%
• 1Y: 12.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LCF vs. TSEL - Yearly Performance Comparison

	2026 (YTD)	2025
LCF Touchstone US Large Cap Focused ETF	5.23%	16.29%
TSEL Touchstone Sands Capital US Select Growth ETF	5.24%	11.16%

Correlation

The correlation between LCF and TSEL is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025	0.82

The correlation between LCF and TSEL has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

Return for Risk

LCF vs. TSEL — Risk / Return Rank

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

LCF

LCF Risk / Return Rank: 50
LCF Sharpe Ratio Rank: 55
LCF Sortino Ratio Rank: 54
LCF Omega Ratio Rank: 55
LCF Calmar Ratio Rank: 39
LCF Martin Ratio Rank: 48

TSEL

TSEL Risk / Return Rank: 17
TSEL Sharpe Ratio Rank: 18
TSEL Sortino Ratio Rank: 17
TSEL Omega Ratio Rank: 18
TSEL Calmar Ratio Rank: 15
TSEL Martin Ratio Rank: 15

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. TSEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone US Large Cap Focused ETF (LCF) and Touchstone Sands Capital US Select Growth ETF (TSEL). 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.

	LCF	TSEL	Difference
Sharpe ratio Return per unit of total volatility	1.91	0.60	+1.31
Sortino ratio Return per unit of downside risk	2.67	0.92	+1.74
Omega ratio Gain probability vs. loss probability	1.34	1.12	+0.23
Calmar ratio Return relative to maximum drawdown	1.96	0.56	+1.40
Martin ratio Return relative to average drawdown	8.14	1.40	+6.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LCF vs. TSEL - Sharpe Ratio Comparison

The current LCF Sharpe Ratio is 1.91, which is higher than the TSEL Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of LCF and TSEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LCF	TSEL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	0.60	+1.31
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.44	+0.61

Drawdowns

LCF vs. TSEL - Drawdown Comparison

The maximum LCF drawdown since its inception was -18.28%, smaller than the maximum TSEL drawdown of -28.95%. Use the drawdown chart below to compare losses from any high point for LCF and TSEL.

Drawdown Indicators

	LCF	TSEL	Difference
Max Drawdown Largest peak-to-trough decline	-18.28%	-28.95%	+10.67%
Max Drawdown (1Y) Largest decline over 1 year	-11.67%	-23.47%	+11.80%
Max Drawdown (3Y) Largest decline over 3 years	-18.28%	—	—
Current Drawdown Current decline from peak	-0.42%	-3.60%	+3.18%
Average Drawdown Average peak-to-trough decline	-2.82%	-8.26%	+5.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	9.44%	-6.62%

Volatility

LCF vs. TSEL - Volatility Comparison

The current volatility for Touchstone US Large Cap Focused ETF (LCF) is 2.42%, while Touchstone Sands Capital US Select Growth ETF (TSEL) has a volatility of 4.55%. This indicates that LCF experiences smaller price fluctuations and is considered to be less risky than TSEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCF	TSEL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.42%	4.55%	-2.13%
Volatility (6M) Calculated over the trailing 6-month period	9.01%	15.57%	-6.56%
Volatility (1Y) Calculated over the trailing 1-year period	11.86%	20.30%	-8.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	26.78%	-11.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.47%	26.78%	-11.31%

LCF vs. TSEL - Expense Ratio Comparison

LCF has a 0.70% expense ratio, which is higher than TSEL's 0.67% expense ratio.

Dividends

LCF vs. TSEL - Dividend Comparison

LCF's dividend yield for the trailing twelve months is around 0.52%, while TSEL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
LCF Touchstone US Large Cap Focused ETF	0.52%	0.55%	0.63%	0.71%	0.24%
TSEL Touchstone Sands Capital US Select Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LCF and TSEL in my portfolio?

LCF and TSEL have a correlation of 0.80, 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 TSEL?

TSEL has higher volatility (4.55%) compared to LCF (2.42%). In terms of maximum drawdown, LCF dropped -18.28% vs TSEL's -28.95%.

Which ETF is better, LCF or TSEL?

On 1-year performance, LCF leads with 22.60% vs 12.17% for TSEL. On fees, TSEL is cheaper at 0.67% per year. On volatility, LCF has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LCF or TSEL?

Over the 1-year period, LCF has performed better with a 22.60% return vs 12.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LCF or TSEL?

TSEL is cheaper with a 0.67% expense ratio, compared with 0.70% for LCF.

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

LCF has the higher dividend yield at 0.52%, compared with 0.00% for TSEL.

What is the main difference between LCF and TSEL?

LCF is categorized as Large Cap Blend Equities, while TSEL is Large Cap Growth Equities. Their fees differ too: 0.70% for LCF and 0.67% for TSEL.

Which has better risk-adjusted returns?

LCF currently has the higher Sharpe Ratio (1.91 vs 0.60), 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.