PTSGX vs. SEBLX
PTSGX (Touchstone Sands Capital Select Growth Fund) and SEBLX (Touchstone Balanced Fund) are both mutual funds - PTSGX is a Large Cap Growth Equities fund managed by Touchstone, while SEBLX is a Diversified Portfolio fund managed by Touchstone. Over the past 10 years, PTSGX returned 15.31%/yr vs 10.96%/yr for SEBLX. Their correlation of 0.81 means they have usually moved in the same direction. PTSGX charges 1.16%/yr vs 0.99%/yr for SEBLX.
Performance
PTSGX vs. SEBLX - 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 SEBLX's 3.00% return. Over the past 10 years, PTSGX has outperformed SEBLX with an annualized return of 15.31%, while SEBLX has yielded a comparatively lower 10.96% 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%
SEBLX
- 1D
- 0.03%
- 1M
- 0.19%
- 6M
- 2.09%
- YTD
- 3.00%
- 1Y
- 10.12%
- 3Y*
- 10.87%
- 5Y*
- 6.17%
- 10Y*
- 10.96%
- ALL TIME*
- 8.45%
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. SEBLX - 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% |
SEBLX Touchstone Balanced Fund | 3.00% | 13.59% | 13.08% | 18.17% | -16.16% | 13.95% | 18.74% | 39.05% | -2.74% | 15.69% |
Correlation
The correlation between PTSGX and SEBLX is 0.75, 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. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.81 |
The correlation between PTSGX and SEBLX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
PTSGX vs. SEBLX — Risk / Return Rank
PTSGX
SEBLX
PTSGX vs. SEBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) 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.
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 | SEBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.11 | -1.27 |
| Martin ratioReturn relative to average drawdown | -0.38 | 4.51 | -4.89 |
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Drawdowns
PTSGX vs. SEBLX - Drawdown Comparison
The maximum PTSGX drawdown since its inception was -60.33%, which is greater than SEBLX's maximum drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for PTSGX and SEBLX.
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Drawdown Indicators
| PTSGX | SEBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -36.70% | -23.63% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -8.30% | -15.86% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -11.60% | -16.96% |
Max Drawdown (5Y)Largest decline over 5 years | -60.07% | -22.47% | -37.60% |
Max Drawdown (10Y)Largest decline over 10 years | -60.07% | -22.47% | -37.60% |
Current DrawdownCurrent decline from peak | -10.43% | -1.18% | -9.25% |
Average DrawdownAverage peak-to-trough decline | -15.77% | -3.83% | -11.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 2.04% | +7.74% |
Volatility
PTSGX vs. SEBLX - Volatility Comparison
Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 7.29% compared to Touchstone Balanced Fund (SEBLX) at 2.60%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier 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
| PTSGX | SEBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 2.60% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 7.31% | +11.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 9.01% | +14.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 11.36% | +19.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 12.21% | +16.91% |
PTSGX vs. SEBLX - Expense Ratio Comparison
PTSGX has a 1.16% expense ratio, which is higher than SEBLX's 0.99% expense ratio.
Dividends
PTSGX vs. SEBLX - Dividend Comparison
PTSGX's dividend yield for the trailing twelve months is around 0.67%, less than SEBLX's 4.91% 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% |
SEBLX Touchstone Balanced Fund | 4.91% | 5.03% | 1.83% | 1.26% | 0.99% | 2.74% | 7.72% | 24.06% | 7.04% | 6.00% | 1.98% | 5.91% |
Frequently Asked Questions
PTSGX and SEBLX have a correlation of 0.75, 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 SEBLX (2.60%). In terms of maximum drawdown, PTSGX dropped -60.33% vs SEBLX's -36.70%.
SEBLX currently has the higher Sharpe Ratio (1.03 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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