PTSGX vs. FUMIX
PTSGX (Touchstone Sands Capital Select Growth Fund) and FUMIX (Fidelity SAI U.S. Momentum Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, PTSGX returned -0.15%/yr vs 14.32%/yr for FUMIX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. PTSGX charges 1.16%/yr vs 0.11%/yr for FUMIX.
Performance
PTSGX vs. FUMIX - Performance Comparison
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Returns By Period
In the year-to-date period, PTSGX achieves a -1.71% return, which is significantly lower than FUMIX's 20.70% return.
PTSGX
- 1D
- 2.36%
- 1M
- -4.04%
- 6M
- 2.65%
- YTD
- -1.71%
- 1Y
- -1.57%
- 3Y*
- 14.66%
- 5Y*
- -0.15%
- 10Y*
- 15.31%
- ALL TIME*
- 9.58%
FUMIX
- 1D
- 4.41%
- 1M
- -3.93%
- 6M
- 18.40%
- YTD
- 20.70%
- 1Y
- 26.41%
- 3Y*
- 27.49%
- 5Y*
- 14.32%
- 10Y*
- —
- ALL TIME*
- 16.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PTSGX vs. FUMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTSGX Touchstone Sands Capital Select Growth Fund | -1.71% | 15.27% | 23.79% | 51.60% | -50.56% | 3.76% | 68.92% | 67.10% | 5.80% | 22.73% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 20.70% | 17.01% | 33.39% | 14.67% | -15.79% | 22.56% | 29.92% | 24.16% | -1.41% | 22.71% |
Correlation
The correlation between PTSGX and FUMIX is 0.77, 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. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2017 | 0.80 |
The correlation between PTSGX and FUMIX has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
PTSGX vs. FUMIX — Risk / Return Rank
PTSGX
FUMIX
PTSGX vs. FUMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Fidelity SAI U.S. Momentum Index Fund (FUMIX). 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.
| PTSGX | FUMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.92 | -2.08 |
| Martin ratioReturn relative to average drawdown | -0.38 | 7.85 | -8.23 |
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Drawdowns
PTSGX vs. FUMIX - Drawdown Comparison
The maximum PTSGX drawdown since its inception was -60.33%, which is greater than FUMIX's maximum drawdown of -33.36%. Use the drawdown chart below to compare losses from any high point for PTSGX and FUMIX.
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Drawdown Indicators
| PTSGX | FUMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -33.36% | -26.97% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -12.87% | -11.29% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -19.90% | -8.66% |
Max Drawdown (5Y)Largest decline over 5 years | -60.07% | -27.66% | -32.41% |
Max Drawdown (10Y)Largest decline over 10 years | -60.07% | — | — |
Current DrawdownCurrent decline from peak | -10.43% | -9.03% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -15.77% | -6.28% | -9.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 3.14% | +6.64% |
Volatility
PTSGX vs. FUMIX - Volatility Comparison
The current volatility for Touchstone Sands Capital Select Growth Fund (PTSGX) is 7.29%, while Fidelity SAI U.S. Momentum Index Fund (FUMIX) has a volatility of 8.78%. This indicates that PTSGX experiences smaller price fluctuations and is considered to be less risky than FUMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSGX | FUMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 8.78% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 18.87% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 21.08% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 21.82% | +9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 21.99% | +7.13% |
PTSGX vs. FUMIX - Expense Ratio Comparison
PTSGX has a 1.16% expense ratio, which is higher than FUMIX's 0.11% expense ratio.
Dividends
PTSGX vs. FUMIX - Dividend Comparison
PTSGX's dividend yield for the trailing twelve months is around 0.67%, less than FUMIX's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUMIX Fidelity SAI U.S. Momentum Index Fund | 2.30% | 2.77% | 5.89% | 18.09% | 2.10% | 20.67% | 8.68% | 2.09% | 3.84% | 0.88% | 0.00% | 0.00% |
PTSGX Touchstone Sands Capital Select Growth Fund | 0.67% | 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 FUMIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUMIX has higher volatility (8.78%) compared to PTSGX (7.29%). In terms of maximum drawdown, PTSGX dropped -60.33% vs FUMIX's -33.36%.
FUMIX currently has the higher Sharpe Ratio (1.18 vs -0.16), 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.
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