PTSGX vs. TLCIX
PTSGX (Touchstone Sands Capital Select Growth Fund) and TLCIX (Touchstone Large Cap Fund) are both mutual funds - PTSGX is a Large Cap Growth Equities fund managed by Touchstone, while TLCIX is a Large Cap Blend Equities fund managed by Touchstone. Over the past 10 years, PTSGX returned 15.31%/yr vs 11.30%/yr for TLCIX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. PTSGX charges 1.16%/yr vs 0.82%/yr for TLCIX.
Performance
PTSGX vs. TLCIX - 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 TLCIX's 11.86% return. Over the past 10 years, PTSGX has outperformed TLCIX with an annualized return of 15.31%, while TLCIX has yielded a comparatively lower 11.30% 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%
TLCIX
- 1D
- -1.30%
- 1M
- -1.13%
- 6M
- 7.39%
- YTD
- 11.86%
- 1Y
- 20.07%
- 3Y*
- 11.90%
- 5Y*
- 7.94%
- 10Y*
- 11.30%
- ALL TIME*
- 10.13%
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. TLCIX - 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% |
TLCIX Touchstone Large Cap Fund | 11.86% | 8.16% | 15.04% | 14.37% | -15.02% | 26.00% | 10.32% | 31.56% | -6.31% | 21.72% |
Correlation
The correlation between PTSGX and TLCIX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2014 | 0.63 |
Over the past year, the correlation between PTSGX and TLCIX has dropped to 0.28 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
PTSGX vs. TLCIX — Risk / Return Rank
PTSGX
TLCIX
PTSGX vs. TLCIX - 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 Fund (TLCIX). 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 | TLCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.29 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 2.28 | -2.44 |
| Martin ratioReturn relative to average drawdown | -0.38 | 8.09 | -8.48 |
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Drawdowns
PTSGX vs. TLCIX - Drawdown Comparison
The maximum PTSGX drawdown since its inception was -60.33%, which is greater than TLCIX's maximum drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for PTSGX and TLCIX.
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Drawdown Indicators
| PTSGX | TLCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -34.19% | -26.14% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -7.83% | -16.33% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -14.59% | -13.97% |
Max Drawdown (5Y)Largest decline over 5 years | -60.07% | -23.26% | -36.81% |
Max Drawdown (10Y)Largest decline over 10 years | -60.07% | -34.19% | -25.88% |
Current DrawdownCurrent decline from peak | -10.43% | -1.43% | -9.00% |
Average DrawdownAverage peak-to-trough decline | -15.77% | -4.83% | -10.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 2.21% | +7.57% |
Volatility
PTSGX vs. TLCIX - Volatility Comparison
Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 7.29% compared to Touchstone Large Cap Fund (TLCIX) at 2.78%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier than TLCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSGX | TLCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 2.78% | +4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 8.28% | +10.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 11.20% | +11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 14.80% | +16.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 16.79% | +12.33% |
PTSGX vs. TLCIX - Expense Ratio Comparison
PTSGX has a 1.16% expense ratio, which is higher than TLCIX's 0.82% expense ratio.
Dividends
PTSGX vs. TLCIX - Dividend Comparison
PTSGX's dividend yield for the trailing twelve months is around 0.67%, less than TLCIX's 2.57% 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% |
TLCIX Touchstone Large Cap Fund | 2.57% | 2.88% | 3.76% | 1.93% | 4.29% | 3.01% | 1.28% | 13.22% | 1.12% | 0.73% | 1.02% | 0.77% |
Frequently Asked Questions
PTSGX and TLCIX have a correlation of 0.28, 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 TLCIX (2.78%). In terms of maximum drawdown, PTSGX dropped -60.33% vs TLCIX's -34.19%.
TLCIX currently has the higher Sharpe Ratio (1.61 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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