PortfoliosLab logoPortfoliosLab logo
PTSGX vs. CTCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTSGX vs. CTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital Select Growth Fund (PTSGX) and Columbia Global Technology Growth Fund Class A (CTCAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PTSGX achieves a 7.73% return, which is significantly lower than CTCAX's 30.14% return. Over the past 10 years, PTSGX has underperformed CTCAX with an annualized return of 16.76%, while CTCAX has yielded a comparatively higher 24.56% annualized return.


PTSGX

1D
1.83%
1M
8.26%
YTD
7.73%
6M
7.00%
1Y
14.48%
3Y*
21.92%
5Y*
3.63%
10Y*
16.76%

CTCAX

1D
2.50%
1M
15.65%
YTD
30.14%
6M
29.40%
1Y
61.29%
3Y*
35.41%
5Y*
20.29%
10Y*
24.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTSGX vs. CTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTSGX
Touchstone Sands Capital Select Growth Fund
7.73%15.27%23.79%51.60%-50.56%3.76%68.92%67.10%5.80%34.42%
CTCAX
Columbia Global Technology Growth Fund Class A
30.14%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%

Correlation

The correlation between PTSGX and CTCAX is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2002

0.88

The correlation between PTSGX and CTCAX has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

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

PTSGX vs. CTCAX — Risk / Return Rank

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

PTSGX
PTSGX Risk / Return Rank: 88
Overall Rank
PTSGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PTSGX Sortino Ratio Rank: 99
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 99
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 77
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 66
Martin Ratio Rank

CTCAX
CTCAX Risk / Return Rank: 8282
Overall Rank
CTCAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 7474
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 8585
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.

PTSGX vs. CTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Columbia Global Technology Growth Fund Class A (CTCAX). 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.


PTSGXCTCAXDifference

Sharpe ratio

Return per unit of total volatility

0.78

3.00

-2.22

Sortino ratio

Return per unit of downside risk

1.14

3.64

-2.50

Omega ratio

Gain probability vs. loss probability

1.15

1.48

-0.34

Calmar ratio

Return relative to maximum drawdown

0.67

4.30

-3.64

Martin ratio

Return relative to average drawdown

1.71

16.11

-14.39

PTSGX vs. CTCAX - Sharpe Ratio Comparison

The current PTSGX Sharpe Ratio is 0.78, which is lower than the CTCAX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of PTSGX and CTCAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PTSGXCTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

3.00

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.79

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.99

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.77

-0.39

Drawdowns

PTSGX vs. CTCAX - Drawdown Comparison

The maximum PTSGX drawdown since its inception was -60.33%, roughly equal to the maximum CTCAX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for PTSGX and CTCAX.


Loading charts...

Drawdown Indicators


PTSGXCTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.33%

-61.04%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-24.16%

-14.43%

-9.73%

Max Drawdown (3Y)

Largest decline over 3 years

-28.56%

-26.67%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-60.07%

-39.55%

-20.52%

Max Drawdown (10Y)

Largest decline over 10 years

-60.07%

-39.55%

-20.52%

Current Drawdown

Current decline from peak

-1.83%

0.00%

-1.83%

Average Drawdown

Average peak-to-trough decline

-15.83%

-10.68%

-5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.39%

3.86%

+5.53%

Volatility

PTSGX vs. CTCAX - Volatility Comparison

The current volatility for Touchstone Sands Capital Select Growth Fund (PTSGX) is 4.56%, while Columbia Global Technology Growth Fund Class A (CTCAX) has a volatility of 6.33%. This indicates that PTSGX experiences smaller price fluctuations and is considered to be less risky than CTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PTSGXCTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

6.33%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

15.60%

16.68%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

21.06%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.88%

25.98%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.97%

24.84%

+4.13%

PTSGX vs. CTCAX - Expense Ratio Comparison

PTSGX has a 1.16% expense ratio, which is lower than CTCAX's 1.18% expense ratio.


Dividends

PTSGX vs. CTCAX - Dividend Comparison

PTSGX's dividend yield for the trailing twelve months is around 0.61%, less than CTCAX's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
CTCAX
Columbia Global Technology Growth Fund Class A
2.53%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%
PTSGX
Touchstone Sands Capital Select Growth Fund
0.61%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%

Frequently Asked Questions


PTSGX and CTCAX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTCAX has higher volatility (6.33%) compared to PTSGX (4.56%). In terms of maximum drawdown, PTSGX dropped -60.33% vs CTCAX's -61.04%.

CTCAX currently has the higher Sharpe Ratio (3.00 vs 0.78), 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.

Portfolio Optimizer

Find the right allocation for PTSGX and CTCAX

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