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MXIIX vs. SEBLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXIIX vs. SEBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Flexible Income Fund (MXIIX) and Touchstone Balanced Fund (SEBLX). The values are adjusted to include any dividend payments, if applicable.

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MXIIX vs. SEBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXIIX
Touchstone Flexible Income Fund
-0.48%6.11%4.82%7.96%-8.14%3.17%8.15%8.73%-1.47%6.75%
SEBLX
Touchstone Balanced Fund
-6.71%13.59%13.08%18.17%-16.16%13.95%18.74%39.05%-2.74%15.69%

Returns By Period

In the year-to-date period, MXIIX achieves a -0.48% return, which is significantly higher than SEBLX's -6.71% return. Over the past 10 years, MXIIX has underperformed SEBLX with an annualized return of 3.64%, while SEBLX has yielded a comparatively higher 10.26% annualized return.


MXIIX

1D
0.39%
1M
-2.28%
YTD
-0.48%
6M
0.35%
1Y
4.19%
3Y*
5.58%
5Y*
2.53%
10Y*
3.64%

SEBLX

1D
0.23%
1M
-6.47%
YTD
-6.71%
6M
-4.85%
1Y
7.28%
3Y*
9.91%
5Y*
5.51%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXIIX vs. SEBLX - Expense Ratio Comparison

MXIIX has a 0.79% expense ratio, which is lower than SEBLX's 0.99% expense ratio.


Return for Risk

MXIIX vs. SEBLX — Risk / Return Rank

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

MXIIX
MXIIX Risk / Return Rank: 6060
Overall Rank
MXIIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
MXIIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
MXIIX Omega Ratio Rank: 4646
Omega Ratio Rank
MXIIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MXIIX Martin Ratio Rank: 6060
Martin Ratio Rank

SEBLX
SEBLX Risk / Return Rank: 2727
Overall Rank
SEBLX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SEBLX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SEBLX Omega Ratio Rank: 2828
Omega Ratio Rank
SEBLX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SEBLX Martin Ratio Rank: 2727
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.

MXIIX vs. SEBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Flexible Income Fund (MXIIX) and Touchstone Balanced Fund (SEBLX). 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.


MXIIXSEBLXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.67

+0.42

Sortino ratio

Return per unit of downside risk

1.56

1.03

+0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.74

0.76

+0.98

Martin ratio

Return relative to average drawdown

5.79

2.97

+2.83

MXIIX vs. SEBLX - Sharpe Ratio Comparison

The current MXIIX Sharpe Ratio is 1.10, which is higher than the SEBLX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of MXIIX and SEBLX, 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


MXIIXSEBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.67

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.50

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.85

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.74

-0.05

Correlation

The correlation between MXIIX and SEBLX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MXIIX vs. SEBLX - Dividend Comparison

MXIIX's dividend yield for the trailing twelve months is around 5.15%, less than SEBLX's 5.39% yield.


TTM20252024202320222021202020192018201720162015
MXIIX
Touchstone Flexible Income Fund
5.15%4.66%4.03%3.77%4.70%3.49%4.66%3.84%4.04%2.72%2.91%3.30%
SEBLX
Touchstone Balanced Fund
5.39%5.03%1.83%1.26%0.99%2.74%7.72%24.06%7.04%6.00%1.98%5.91%

Drawdowns

MXIIX vs. SEBLX - Drawdown Comparison

The maximum MXIIX drawdown since its inception was -37.45%, roughly equal to the maximum SEBLX drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for MXIIX and SEBLX.


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Drawdown Indicators


MXIIXSEBLXDifference

Max Drawdown

Largest peak-to-trough decline

-37.45%

-36.70%

-0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-8.30%

+5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-11.59%

-22.47%

+10.88%

Max Drawdown (10Y)

Largest decline over 10 years

-15.21%

-22.47%

+7.26%

Current Drawdown

Current decline from peak

-2.28%

-8.08%

+5.80%

Average Drawdown

Average peak-to-trough decline

-3.46%

-3.85%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

2.11%

-1.31%

Volatility

MXIIX vs. SEBLX - Volatility Comparison

The current volatility for Touchstone Flexible Income Fund (MXIIX) is 1.35%, while Touchstone Balanced Fund (SEBLX) has a volatility of 3.15%. This indicates that MXIIX experiences smaller price fluctuations and is considered to be less risky than SEBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXIIXSEBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

3.15%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

6.05%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

11.33%

-7.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.38%

11.18%

-7.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

12.15%

-7.76%