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PTSGX vs. SENCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTSGX vs. SENCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital Select Growth Fund (PTSGX) and Touchstone Large Cap Focused Fund (SENCX). The values are adjusted to include any dividend payments, if applicable.

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PTSGX vs. SENCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTSGX
Touchstone Sands Capital Select Growth Fund
-17.27%15.27%23.79%51.60%-50.56%3.76%68.92%67.10%5.80%34.42%
SENCX
Touchstone Large Cap Focused Fund
-10.24%17.56%20.29%25.00%-17.55%25.26%23.83%47.43%-2.60%22.91%

Returns By Period

In the year-to-date period, PTSGX achieves a -17.27% return, which is significantly lower than SENCX's -10.24% return. Both investments have delivered pretty close results over the past 10 years, with PTSGX having a 13.95% annualized return and SENCX not far ahead at 14.57%.


PTSGX

1D
-0.60%
1M
-9.32%
YTD
-17.27%
6M
-22.20%
1Y
5.42%
3Y*
15.00%
5Y*
-1.15%
10Y*
13.95%

SENCX

1D
0.07%
1M
-8.79%
YTD
-10.24%
6M
-7.50%
1Y
9.53%
3Y*
13.61%
5Y*
8.61%
10Y*
14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTSGX vs. SENCX - Expense Ratio Comparison

PTSGX has a 1.16% expense ratio, which is higher than SENCX's 0.99% expense ratio.


Return for Risk

PTSGX vs. SENCX — 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: 1010
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 99
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 77
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 77
Martin Ratio Rank

SENCX
SENCX Risk / Return Rank: 2222
Overall Rank
SENCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SENCX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SENCX Omega Ratio Rank: 2424
Omega Ratio Rank
SENCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SENCX Martin Ratio Rank: 2222
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. SENCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Touchstone Large Cap Focused Fund (SENCX). 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.


PTSGXSENCXDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.54

-0.37

Sortino ratio

Return per unit of downside risk

0.43

0.91

-0.48

Omega ratio

Gain probability vs. loss probability

1.06

1.13

-0.08

Calmar ratio

Return relative to maximum drawdown

0.06

0.61

-0.55

Martin ratio

Return relative to average drawdown

0.17

2.29

-2.11

PTSGX vs. SENCX - Sharpe Ratio Comparison

The current PTSGX Sharpe Ratio is 0.17, which is lower than the SENCX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PTSGX and SENCX, 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


PTSGXSENCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.54

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.51

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.79

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.61

-0.26

Correlation

The correlation between PTSGX and SENCX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PTSGX vs. SENCX - Dividend Comparison

PTSGX's dividend yield for the trailing twelve months is around 0.79%, less than SENCX's 1.63% yield.


TTM20252024202320222021202020192018201720162015
PTSGX
Touchstone Sands Capital Select Growth Fund
0.79%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%
SENCX
Touchstone Large Cap Focused Fund
1.63%1.46%0.66%0.65%1.58%6.74%5.59%23.32%12.26%17.28%7.08%9.70%

Drawdowns

PTSGX vs. SENCX - Drawdown Comparison

The maximum PTSGX drawdown since its inception was -60.33%, which is greater than SENCX's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PTSGX and SENCX.


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Drawdown Indicators


PTSGXSENCXDifference

Max Drawdown

Largest peak-to-trough decline

-60.33%

-51.89%

-8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-24.16%

-12.27%

-11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-60.07%

-27.82%

-32.25%

Max Drawdown (10Y)

Largest decline over 10 years

-60.07%

-31.56%

-28.51%

Current Drawdown

Current decline from peak

-24.61%

-12.21%

-12.40%

Average Drawdown

Average peak-to-trough decline

-15.86%

-6.39%

-9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

3.25%

+5.11%

Volatility

PTSGX vs. SENCX - Volatility Comparison

Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 6.72% compared to Touchstone Large Cap Focused Fund (SENCX) at 4.39%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier than SENCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTSGXSENCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

4.39%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.92%

9.15%

+6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

18.49%

+7.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.99%

17.00%

+13.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.90%

18.46%

+10.44%