PTSGX vs. TCPYX
PTSGX (Touchstone Sands Capital Select Growth Fund) and TCPYX (Touchstone Impact Bond Fund) are both mutual funds - PTSGX is a Large Cap Growth Equities fund managed by Touchstone, while TCPYX is a Intermediate Core Bond fund managed by Touchstone. Over the past 10 years, PTSGX returned 15.31%/yr vs 1.36%/yr for TCPYX. Their -0.10 correlation means they have often moved in opposite directions in the past. PTSGX charges 1.16%/yr vs 0.51%/yr for TCPYX.
Performance
PTSGX vs. TCPYX - 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 TCPYX's -0.04% return. Over the past 10 years, PTSGX has outperformed TCPYX with an annualized return of 15.31%, while TCPYX has yielded a comparatively lower 1.36% 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%
TCPYX
- 1D
- -0.34%
- 1M
- -0.78%
- 6M
- -0.27%
- YTD
- -0.04%
- 1Y
- 2.43%
- 3Y*
- 4.08%
- 5Y*
- -0.46%
- 10Y*
- 1.36%
- ALL TIME*
- 2.92%
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. TCPYX - 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% |
TCPYX Touchstone Impact Bond Fund | -0.04% | 6.75% | 1.77% | 5.32% | -13.07% | -1.01% | 6.72% | 7.91% | 0.16% | 3.94% |
Correlation
The correlation between PTSGX and TCPYX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009 | -0.10 |
The correlation between PTSGX and TCPYX shifts across timeframes, from -0.10 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTSGX vs. TCPYX — Risk / Return Rank
PTSGX
TCPYX
PTSGX vs. TCPYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Touchstone Impact Bond Fund (TCPYX). 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 | TCPYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.16 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.15 | -1.30 |
| Martin ratioReturn relative to average drawdown | -0.38 | 2.95 | -3.33 |
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Drawdowns
PTSGX vs. TCPYX - Drawdown Comparison
The maximum PTSGX drawdown since its inception was -60.33%, which is greater than TCPYX's maximum drawdown of -18.12%. Use the drawdown chart below to compare losses from any high point for PTSGX and TCPYX.
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Drawdown Indicators
| PTSGX | TCPYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -18.12% | -42.21% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -2.92% | -21.24% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -4.99% | -23.57% |
Max Drawdown (5Y)Largest decline over 5 years | -60.07% | -18.12% | -41.95% |
Max Drawdown (10Y)Largest decline over 10 years | -60.07% | -18.12% | -41.95% |
Current DrawdownCurrent decline from peak | -10.43% | -2.53% | -7.90% |
Average DrawdownAverage peak-to-trough decline | -15.77% | -3.21% | -12.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 1.13% | +8.65% |
Volatility
PTSGX vs. TCPYX - Volatility Comparison
Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 7.29% compared to Touchstone Impact Bond Fund (TCPYX) at 0.99%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier than TCPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSGX | TCPYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 0.99% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 2.92% | +15.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 3.81% | +19.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 5.89% | +25.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 4.85% | +24.27% |
PTSGX vs. TCPYX - Expense Ratio Comparison
PTSGX has a 1.16% expense ratio, which is higher than TCPYX's 0.51% expense ratio.
Dividends
PTSGX vs. TCPYX - Dividend Comparison
PTSGX's dividend yield for the trailing twelve months is around 0.67%, less than TCPYX's 4.03% 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% |
TCPYX Touchstone Impact Bond Fund | 4.03% | 3.52% | 3.68% | 3.22% | 2.63% | 1.91% | 2.13% | 2.63% | 2.86% | 2.77% | 2.98% | 2.91% |
Frequently Asked Questions
PTSGX and TCPYX have a correlation of 0.19, 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 TCPYX (0.99%). In terms of maximum drawdown, PTSGX dropped -60.33% vs TCPYX's -18.12%.
TCPYX currently has the higher Sharpe Ratio (0.88 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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