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PTSGX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTSGX and VIGAX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

PTSGX vs. VIGAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PTSGX:

0.77

VIGAX:

0.73

Sortino Ratio

PTSGX:

1.03

VIGAX:

1.05

Omega Ratio

PTSGX:

1.14

VIGAX:

1.15

Calmar Ratio

PTSGX:

0.52

VIGAX:

0.71

Martin Ratio

PTSGX:

1.96

VIGAX:

2.40

Ulcer Index

PTSGX:

9.43%

VIGAX:

6.79%

Daily Std Dev

PTSGX:

29.36%

VIGAX:

25.59%

Max Drawdown

PTSGX:

-62.82%

VIGAX:

-50.66%

Current Drawdown

PTSGX:

-14.09%

VIGAX:

-3.17%

Returns By Period

In the year-to-date period, PTSGX achieves a 7.21% return, which is significantly higher than VIGAX's 0.89% return. Over the past 10 years, PTSGX has underperformed VIGAX with an annualized return of 11.41%, while VIGAX has yielded a comparatively higher 15.26% annualized return.


PTSGX

YTD

7.21%

1M

11.51%

6M

4.05%

1Y

23.26%

3Y*

20.18%

5Y*

8.64%

10Y*

11.41%

VIGAX

YTD

0.89%

1M

7.67%

6M

1.35%

1Y

18.40%

3Y*

19.97%

5Y*

17.14%

10Y*

15.26%

*Annualized

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PTSGX vs. VIGAX - Expense Ratio Comparison

PTSGX has a 1.16% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PTSGX vs. VIGAX — Risk-Adjusted Performance Rank

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

PTSGX
The Risk-Adjusted Performance Rank of PTSGX is 5050
Overall Rank
The Sharpe Ratio Rank of PTSGX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of PTSGX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PTSGX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PTSGX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PTSGX is 4444
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 5656
Overall Rank
The Sharpe Ratio Rank of VIGAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTSGX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Select Growth Fund (PTSGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


The current PTSGX Sharpe Ratio is 0.77, which is comparable to the VIGAX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PTSGX and VIGAX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PTSGX vs. VIGAX - Dividend Comparison

PTSGX has not paid dividends to shareholders, while VIGAX's dividend yield for the trailing twelve months is around 0.46%.


TTM20242023202220212020201920182017201620152014
PTSGX
Touchstone Sands Capital Select Growth Fund
0.00%0.00%0.00%0.00%12.67%10.05%19.73%34.95%24.32%16.89%9.34%4.91%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

PTSGX vs. VIGAX - Drawdown Comparison

The maximum PTSGX drawdown since its inception was -62.82%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for PTSGX and VIGAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PTSGX vs. VIGAX - Volatility Comparison

Touchstone Sands Capital Select Growth Fund (PTSGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 5.87% and 5.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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