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SAGWX vs. TCPYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAGWX vs. TCPYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Small Company Fund (SAGWX) and Touchstone Impact Bond Fund (TCPYX). The values are adjusted to include any dividend payments, if applicable.

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SAGWX vs. TCPYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAGWX
Touchstone Small Company Fund
-2.26%9.58%13.32%15.71%-14.64%22.83%17.58%29.44%-8.42%17.32%
TCPYX
Touchstone Impact Bond Fund
0.31%6.75%1.77%5.32%-13.07%-1.01%6.72%7.91%0.16%3.94%

Returns By Period

In the year-to-date period, SAGWX achieves a -2.26% return, which is significantly lower than TCPYX's 0.31% return. Over the past 10 years, SAGWX has outperformed TCPYX with an annualized return of 10.93%, while TCPYX has yielded a comparatively lower 1.70% annualized return.


SAGWX

1D
2.19%
1M
-5.46%
YTD
-2.26%
6M
-0.08%
1Y
14.17%
3Y*
11.00%
5Y*
5.06%
10Y*
10.93%

TCPYX

1D
0.22%
1M
-1.19%
YTD
0.31%
6M
1.23%
1Y
3.96%
3Y*
3.75%
5Y*
0.27%
10Y*
1.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAGWX vs. TCPYX - Expense Ratio Comparison

SAGWX has a 1.17% expense ratio, which is higher than TCPYX's 0.51% expense ratio.


Return for Risk

SAGWX vs. TCPYX — Risk / Return Rank

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

SAGWX
SAGWX Risk / Return Rank: 3434
Overall Rank
SAGWX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SAGWX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SAGWX Omega Ratio Rank: 2727
Omega Ratio Rank
SAGWX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SAGWX Martin Ratio Rank: 4141
Martin Ratio Rank

TCPYX
TCPYX Risk / Return Rank: 4040
Overall Rank
TCPYX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TCPYX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TCPYX Omega Ratio Rank: 3030
Omega Ratio Rank
TCPYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TCPYX Martin Ratio Rank: 3232
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.

SAGWX vs. TCPYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Small Company Fund (SAGWX) and Touchstone Impact Bond Fund (TCPYX). 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.


SAGWXTCPYXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.99

-0.23

Sortino ratio

Return per unit of downside risk

1.23

1.43

-0.20

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

1.19

1.54

-0.35

Martin ratio

Return relative to average drawdown

4.65

4.24

+0.41

SAGWX vs. TCPYX - Sharpe Ratio Comparison

The current SAGWX Sharpe Ratio is 0.76, which is comparable to the TCPYX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SAGWX and TCPYX, 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


SAGWXTCPYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.99

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.05

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.35

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.69

-0.18

Correlation

The correlation between SAGWX and TCPYX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SAGWX vs. TCPYX - Dividend Comparison

SAGWX's dividend yield for the trailing twelve months is around 5.95%, more than TCPYX's 3.89% yield.


TTM20252024202320222021202020192018201720162015
SAGWX
Touchstone Small Company Fund
5.95%5.82%6.03%0.15%2.57%19.71%0.10%11.83%14.83%9.03%8.71%21.16%
TCPYX
Touchstone Impact Bond Fund
3.89%3.52%3.68%3.22%2.63%1.91%2.13%2.63%2.86%2.77%2.98%2.91%

Drawdowns

SAGWX vs. TCPYX - Drawdown Comparison

The maximum SAGWX drawdown since its inception was -51.87%, which is greater than TCPYX's maximum drawdown of -18.12%. Use the drawdown chart below to compare losses from any high point for SAGWX and TCPYX.


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Drawdown Indicators


SAGWXTCPYXDifference

Max Drawdown

Largest peak-to-trough decline

-51.87%

-18.12%

-33.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-2.94%

-10.22%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-18.12%

-18.95%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

-18.12%

-23.63%

Current Drawdown

Current decline from peak

-7.62%

-2.19%

-5.43%

Average Drawdown

Average peak-to-trough decline

-8.91%

-3.23%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

1.07%

+2.29%

Volatility

SAGWX vs. TCPYX - Volatility Comparison

Touchstone Small Company Fund (SAGWX) has a higher volatility of 5.09% compared to Touchstone Impact Bond Fund (TCPYX) at 1.50%. This indicates that SAGWX's price experiences larger fluctuations and is considered to be riskier than TCPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAGWXTCPYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

1.50%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

2.62%

+8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

20.47%

4.49%

+15.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.89%

5.88%

+17.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.64%

4.83%

+17.81%