PTSGX vs. TVLYX
PTSGX (Touchstone Sands Capital Select Growth Fund) and TVLYX (Touchstone Value Fund) are both mutual funds - PTSGX is a Large Cap Growth Equities fund managed by Touchstone, while TVLYX is a Large Cap Value Equities fund managed by Touchstone. Over the past 10 years, PTSGX returned 15.31%/yr vs 11.91%/yr for TVLYX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. PTSGX charges 1.16%/yr vs 0.83%/yr for TVLYX.
Performance
PTSGX vs. TVLYX - 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 TVLYX's 9.33% return. Over the past 10 years, PTSGX has outperformed TVLYX with an annualized return of 15.31%, while TVLYX has yielded a comparatively lower 11.91% 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%
TVLYX
- 1D
- -0.47%
- 1M
- -0.31%
- 6M
- 7.39%
- YTD
- 9.33%
- 1Y
- 19.30%
- 3Y*
- 14.04%
- 5Y*
- 10.56%
- 10Y*
- 11.91%
- ALL TIME*
- 4.44%
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. TVLYX - 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% |
TVLYX Touchstone Value Fund | 9.33% | 11.57% | 17.97% | 11.03% | -2.66% | 24.71% | 3.44% | 32.68% | -5.49% | 14.27% |
Correlation
The correlation between PTSGX and TVLYX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.68 |
Over the past year, the correlation between PTSGX and TVLYX has dropped to 0.41 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
PTSGX vs. TVLYX — Risk / Return Rank
PTSGX
TVLYX
PTSGX vs. TVLYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Touchstone Value Fund (TVLYX). 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 | TVLYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.81 | -1.97 |
| Martin ratioReturn relative to average drawdown | -0.38 | 6.07 | -6.45 |
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Drawdowns
PTSGX vs. TVLYX - Drawdown Comparison
The maximum PTSGX drawdown since its inception was -60.33%, smaller than the maximum TVLYX drawdown of -80.40%. Use the drawdown chart below to compare losses from any high point for PTSGX and TVLYX.
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Drawdown Indicators
| PTSGX | TVLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -80.40% | +20.07% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -9.11% | -15.05% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -18.06% | -10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -60.07% | -19.26% | -40.81% |
Max Drawdown (10Y)Largest decline over 10 years | -60.07% | -40.75% | -19.32% |
Current DrawdownCurrent decline from peak | -10.43% | -1.93% | -8.50% |
Average DrawdownAverage peak-to-trough decline | -15.77% | -25.58% | +9.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 2.73% | +7.05% |
Volatility
PTSGX vs. TVLYX - Volatility Comparison
Touchstone Sands Capital Select Growth Fund (PTSGX) has a higher volatility of 7.29% compared to Touchstone Value Fund (TVLYX) at 2.59%. This indicates that PTSGX's price experiences larger fluctuations and is considered to be riskier than TVLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSGX | TVLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 2.59% | +4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 9.51% | +9.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 12.99% | +10.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 16.75% | +14.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 19.02% | +10.10% |
PTSGX vs. TVLYX - Expense Ratio Comparison
PTSGX has a 1.16% expense ratio, which is higher than TVLYX's 0.83% expense ratio.
Dividends
PTSGX vs. TVLYX - Dividend Comparison
PTSGX's dividend yield for the trailing twelve months is around 0.67%, less than TVLYX's 12.62% 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% |
TVLYX Touchstone Value Fund | 12.62% | 13.90% | 8.65% | 2.35% | 7.51% | 8.66% | 3.18% | 11.69% | 15.18% | 9.32% | 2.37% | 9.27% |
Frequently Asked Questions
PTSGX and TVLYX have a correlation of 0.41, 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 TVLYX (2.59%). In terms of maximum drawdown, PTSGX dropped -60.33% vs TVLYX's -80.40%.
TVLYX currently has the higher Sharpe Ratio (1.27 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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