PTSGX vs. TMCPX
PTSGX (Touchstone Sands Capital Select Growth Fund) and TMCPX (Touchstone Mid Cap Fund) are both mutual funds - PTSGX is a Large Cap Growth Equities fund managed by Touchstone, while TMCPX is a Mid Cap Blend Equities fund managed by Touchstone. Over the past 10 years, PTSGX returned 15.31%/yr vs 10.71%/yr for TMCPX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. PTSGX charges 1.16%/yr vs 0.93%/yr for TMCPX.
Performance
PTSGX vs. TMCPX - 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 TMCPX's 3.65% return. Over the past 10 years, PTSGX has outperformed TMCPX with an annualized return of 15.31%, while TMCPX has yielded a comparatively lower 10.71% 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%
TMCPX
- 1D
- -1.64%
- 1M
- -0.59%
- 6M
- 1.77%
- YTD
- 3.65%
- 1Y
- 8.50%
- 3Y*
- 7.74%
- 5Y*
- 5.99%
- 10Y*
- 10.71%
- ALL TIME*
- 9.47%
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. TMCPX - 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% |
TMCPX Touchstone Mid Cap Fund | 3.65% | 4.87% | 8.48% | 27.48% | -15.62% | 15.21% | 12.56% | 39.44% | -3.14% | 20.23% |
Correlation
The correlation between PTSGX and TMCPX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2003 | 0.73 |
Over the past year, the correlation between PTSGX and TMCPX has dropped to 0.38 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
PTSGX vs. TMCPX — Risk / Return Rank
PTSGX
TMCPX
PTSGX vs. TMCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Touchstone Mid Cap Fund (TMCPX). 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 | TMCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.07 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 0.46 | -0.62 |
| Martin ratioReturn relative to average drawdown | -0.38 | 1.20 | -1.58 |
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Drawdowns
PTSGX vs. TMCPX - Drawdown Comparison
The maximum PTSGX drawdown since its inception was -60.33%, roughly equal to the maximum TMCPX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for PTSGX and TMCPX.
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Drawdown Indicators
| PTSGX | TMCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -58.03% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -13.48% | -10.68% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -21.47% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -60.07% | -21.47% | -38.60% |
Max Drawdown (10Y)Largest decline over 10 years | -60.07% | -35.54% | -24.53% |
Current DrawdownCurrent decline from peak | -10.43% | -2.57% | -7.86% |
Average DrawdownAverage peak-to-trough decline | -15.77% | -9.58% | -6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 5.19% | +4.59% |
Volatility
PTSGX vs. TMCPX - Volatility Comparison
Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 7.29% compared to Touchstone Mid Cap Fund (TMCPX) at 4.73%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier than TMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSGX | TMCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.73% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 13.41% | +5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 17.05% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 17.98% | +13.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 18.50% | +10.62% |
PTSGX vs. TMCPX - Expense Ratio Comparison
PTSGX has a 1.16% expense ratio, which is higher than TMCPX's 0.93% expense ratio.
Dividends
PTSGX vs. TMCPX - Dividend Comparison
PTSGX's dividend yield for the trailing twelve months is around 0.67%, less than TMCPX's 2.12% 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% |
TMCPX Touchstone Mid Cap Fund | 2.12% | 2.20% | 2.52% | 0.92% | 1.43% | 2.80% | 1.93% | 5.18% | 3.95% | 1.10% | 0.58% | 0.06% |
Frequently Asked Questions
PTSGX and TMCPX have a correlation of 0.38, 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 TMCPX (4.73%). In terms of maximum drawdown, PTSGX dropped -60.33% vs TMCPX's -58.03%.
TMCPX currently has the higher Sharpe Ratio (0.37 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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