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PTSGX vs. TQPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTSGX vs. TQPAX - Performance Comparison

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

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PTSGX vs. TQPAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTSGX
Touchstone Sands Capital Select Growth Fund
-13.47%15.27%23.79%51.60%-50.56%-2.48%
TQPAX
Touchstone Strategic Income Opportunities Fund
-0.09%8.97%7.26%8.37%-9.86%-0.64%

Returns By Period

In the year-to-date period, PTSGX achieves a -13.47% return, which is significantly lower than TQPAX's -0.09% return.


PTSGX

1D
4.60%
1M
-5.54%
YTD
-13.47%
6M
-18.62%
1Y
8.98%
3Y*
16.73%
5Y*
-0.78%
10Y*
14.46%

TQPAX

1D
0.31%
1M
-1.40%
YTD
-0.09%
6M
1.38%
1Y
6.04%
3Y*
7.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTSGX vs. TQPAX - Expense Ratio Comparison

PTSGX has a 1.16% expense ratio, which is higher than TQPAX's 1.00% expense ratio.


Return for Risk

PTSGX vs. TQPAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTSGX
PTSGX Risk / Return Rank: 1212
Overall Rank
PTSGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PTSGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 1313
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 1010
Martin Ratio Rank

TQPAX
TQPAX Risk / Return Rank: 8484
Overall Rank
TQPAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TQPAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TQPAX Omega Ratio Rank: 8080
Omega Ratio Rank
TQPAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
TQPAX Martin Ratio Rank: 8787
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. TQPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Touchstone Strategic Income Opportunities Fund (TQPAX). 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.


PTSGXTQPAXDifference

Sharpe ratio

Return per unit of total volatility

0.39

1.63

-1.24

Sortino ratio

Return per unit of downside risk

0.73

2.37

-1.64

Omega ratio

Gain probability vs. loss probability

1.10

1.34

-0.24

Calmar ratio

Return relative to maximum drawdown

0.38

2.70

-2.32

Martin ratio

Return relative to average drawdown

1.10

10.12

-9.02

PTSGX vs. TQPAX - Sharpe Ratio Comparison

The current PTSGX Sharpe Ratio is 0.39, which is lower than the TQPAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of PTSGX and TQPAX, 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


PTSGXTQPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

1.63

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.53

-0.17

Correlation

The correlation between PTSGX and TQPAX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PTSGX vs. TQPAX - Dividend Comparison

PTSGX's dividend yield for the trailing twelve months is around 0.76%, less than TQPAX's 4.64% yield.


TTM20252024202320222021202020192018201720162015
PTSGX
Touchstone Sands Capital Select Growth Fund
0.76%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%
TQPAX
Touchstone Strategic Income Opportunities Fund
4.64%4.20%4.43%4.95%4.02%1.09%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PTSGX vs. TQPAX - Drawdown Comparison

The maximum PTSGX drawdown since its inception was -60.33%, which is greater than TQPAX's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for PTSGX and TQPAX.


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Drawdown Indicators


PTSGXTQPAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.33%

-16.94%

-43.39%

Max Drawdown (1Y)

Largest decline over 1 year

-24.16%

-2.48%

-21.68%

Max Drawdown (5Y)

Largest decline over 5 years

-60.07%

Max Drawdown (10Y)

Largest decline over 10 years

-60.07%

Current Drawdown

Current decline from peak

-21.14%

-1.70%

-19.44%

Average Drawdown

Average peak-to-trough decline

-15.86%

-4.50%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

0.66%

+7.80%

Volatility

PTSGX vs. TQPAX - Volatility Comparison

Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 8.33% compared to Touchstone Strategic Income Opportunities Fund (TQPAX) at 1.36%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier than TQPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTSGXTQPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

1.36%

+6.97%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

2.48%

+14.05%

Volatility (1Y)

Calculated over the trailing 1-year period

26.41%

4.14%

+22.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.03%

5.17%

+25.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.94%

5.17%

+23.77%