PTSGX vs. SAGWX
PTSGX (Touchstone Sands Capital Select Growth Fund) and SAGWX (Touchstone Small Company Fund) are both mutual funds - PTSGX is a Large Cap Growth Equities fund managed by Touchstone, while SAGWX is a Small Cap Blend Equities fund managed by Touchstone. Over the past 10 years, PTSGX returned 15.31%/yr vs 12.02%/yr for SAGWX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. PTSGX charges 1.16%/yr vs 1.17%/yr for SAGWX.
Performance
PTSGX vs. SAGWX - 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 SAGWX's 15.00% return. Over the past 10 years, PTSGX has outperformed SAGWX with an annualized return of 15.31%, while SAGWX has yielded a comparatively lower 12.02% annualized 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%
SAGWX
- 1D
- -0.83%
- 1M
- 1.57%
- 6M
- 12.11%
- YTD
- 15.00%
- 1Y
- 26.65%
- 3Y*
- 14.26%
- 5Y*
- 7.94%
- 10Y*
- 12.02%
- ALL TIME*
- 10.60%
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. SAGWX - 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% | 34.42% |
SAGWX Touchstone Small Company Fund | 15.00% | 9.58% | 13.32% | 15.71% | -14.64% | 22.83% | 17.58% | 29.44% | -8.42% | 17.32% |
Correlation
The correlation between PTSGX and SAGWX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.75 |
Over the past year, the correlation between PTSGX and SAGWX has dropped to 0.46 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
PTSGX vs. SAGWX — Risk / Return Rank
PTSGX
SAGWX
PTSGX vs. SAGWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Touchstone Small Company Fund (SAGWX). 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 | SAGWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.26 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 2.42 | -2.58 |
| Martin ratioReturn relative to average drawdown | -0.38 | 8.12 | -8.50 |
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Drawdowns
PTSGX vs. SAGWX - Drawdown Comparison
The maximum PTSGX drawdown since its inception was -60.33%, which is greater than SAGWX's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for PTSGX and SAGWX.
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Drawdown Indicators
| PTSGX | SAGWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -51.87% | -8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -9.60% | -14.56% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -22.69% | -5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -60.07% | -37.07% | -23.00% |
Max Drawdown (10Y)Largest decline over 10 years | -60.07% | -41.75% | -18.32% |
Current DrawdownCurrent decline from peak | -10.43% | -0.83% | -9.60% |
Average DrawdownAverage peak-to-trough decline | -15.77% | -8.84% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 2.86% | +6.92% |
Volatility
PTSGX vs. SAGWX - Volatility Comparison
Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 7.29% compared to Touchstone Small Company Fund (SAGWX) at 3.96%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier than SAGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSGX | SAGWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 3.96% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 10.67% | +8.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 15.46% | +7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 22.82% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 22.58% | +6.54% |
PTSGX vs. SAGWX - Expense Ratio Comparison
PTSGX has a 1.16% expense ratio, which is lower than SAGWX's 1.17% expense ratio.
Dividends
PTSGX vs. SAGWX - Dividend Comparison
PTSGX's dividend yield for the trailing twelve months is around 0.67%, less than SAGWX's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAGWX Touchstone Small Company Fund | 5.06% | 5.82% | 6.03% | 0.15% | 2.57% | 19.71% | 0.10% | 11.83% | 14.83% | 9.03% | 8.71% | 21.16% |
Frequently Asked Questions
PTSGX and SAGWX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTSGX has higher volatility (7.29%) compared to SAGWX (3.96%). In terms of maximum drawdown, PTSGX dropped -60.33% vs SAGWX's -51.87%.
SAGWX currently has the higher Sharpe Ratio (1.50 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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