PTSGX vs. TSFIX
PTSGX (Touchstone Sands Capital Select Growth Fund) and TSFIX (Touchstone Small Cap Fund) are both mutual funds - PTSGX is a Large Cap Growth Equities fund managed by Touchstone, while TSFIX is a Small Cap Blend Equities fund managed by Touchstone. Over the past 10 years, PTSGX returned 15.31%/yr vs 9.94%/yr for TSFIX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. PTSGX charges 1.16%/yr vs 0.94%/yr for TSFIX.
Performance
PTSGX vs. TSFIX - 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 TSFIX's 12.61% return. Over the past 10 years, PTSGX has outperformed TSFIX with an annualized return of 15.31%, while TSFIX has yielded a comparatively lower 9.94% 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%
TSFIX
- 1D
- -1.54%
- 1M
- 0.76%
- 6M
- 8.78%
- YTD
- 12.61%
- 1Y
- 19.25%
- 3Y*
- 11.40%
- 5Y*
- 9.28%
- 10Y*
- 9.94%
- ALL TIME*
- 11.19%
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. TSFIX - 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% |
TSFIX Touchstone Small Cap Fund | 12.61% | 5.89% | 11.13% | 20.89% | -9.70% | 20.04% | 10.34% | 39.71% | -9.59% | 6.27% |
Correlation
The correlation between PTSGX and TSFIX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009 | 0.64 |
Over the past year, the correlation between PTSGX and TSFIX has dropped to 0.34 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
PTSGX vs. TSFIX — Risk / Return Rank
PTSGX
TSFIX
PTSGX vs. TSFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Touchstone Small Cap Fund (TSFIX). 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 | TSFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.72 | -1.88 |
| Martin ratioReturn relative to average drawdown | -0.38 | 5.03 | -5.42 |
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Drawdowns
PTSGX vs. TSFIX - Drawdown Comparison
The maximum PTSGX drawdown since its inception was -60.33%, which is greater than TSFIX's maximum drawdown of -39.00%. Use the drawdown chart below to compare losses from any high point for PTSGX and TSFIX.
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Drawdown Indicators
| PTSGX | TSFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -39.00% | -21.33% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -9.54% | -14.62% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -24.76% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -60.07% | -28.30% | -31.77% |
Max Drawdown (10Y)Largest decline over 10 years | -60.07% | -39.00% | -21.07% |
Current DrawdownCurrent decline from peak | -10.43% | -2.10% | -8.33% |
Average DrawdownAverage peak-to-trough decline | -15.77% | -6.85% | -8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 3.27% | +6.51% |
Volatility
PTSGX vs. TSFIX - Volatility Comparison
Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 7.29% compared to Touchstone Small Cap Fund (TSFIX) at 4.13%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier than TSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSGX | TSFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.13% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 10.64% | +8.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 15.80% | +7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 20.69% | +10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 21.72% | +7.40% |
PTSGX vs. TSFIX - Expense Ratio Comparison
PTSGX has a 1.16% expense ratio, which is higher than TSFIX's 0.94% expense ratio.
Dividends
PTSGX vs. TSFIX - Dividend Comparison
PTSGX's dividend yield for the trailing twelve months is around 0.67%, more than TSFIX's 0.26% 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% |
TSFIX Touchstone Small Cap Fund | 0.26% | 5.87% | 1.43% | 3.37% | 1.89% | 13.31% | 2.52% | 18.54% | 32.83% | 22.85% | 0.37% | 13.55% |
Frequently Asked Questions
PTSGX and TSFIX have a correlation of 0.34, 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 TSFIX (4.13%). In terms of maximum drawdown, PTSGX dropped -60.33% vs TSFIX's -39.00%.
TSFIX currently has the higher Sharpe Ratio (1.04 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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