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SDSCX vs. TMCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDSCX and TMCPX is 0.84, 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

SDSCX vs. TMCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and Touchstone Mid Cap Fund (TMCPX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SDSCX:

0.43

TMCPX:

0.21

Sortino Ratio

SDSCX:

0.74

TMCPX:

0.25

Omega Ratio

SDSCX:

1.10

TMCPX:

1.03

Calmar Ratio

SDSCX:

0.25

TMCPX:

0.06

Martin Ratio

SDSCX:

1.27

TMCPX:

0.19

Ulcer Index

SDSCX:

8.03%

TMCPX:

7.16%

Daily Std Dev

SDSCX:

25.04%

TMCPX:

19.69%

Max Drawdown

SDSCX:

-94.10%

TMCPX:

-58.03%

Current Drawdown

SDSCX:

-29.09%

TMCPX:

-9.56%

Returns By Period

In the year-to-date period, SDSCX achieves a -1.01% return, which is significantly higher than TMCPX's -2.12% return. Over the past 10 years, SDSCX has outperformed TMCPX with an annualized return of 10.05%, while TMCPX has yielded a comparatively lower 9.51% annualized return.


SDSCX

YTD

-1.01%

1M

6.46%

6M

-5.87%

1Y

10.69%

3Y*

5.25%

5Y*

2.82%

10Y*

10.05%

TMCPX

YTD

-2.12%

1M

4.61%

6M

-8.98%

1Y

4.06%

3Y*

8.36%

5Y*

10.17%

10Y*

9.51%

*Annualized

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Touchstone Mid Cap Fund

SDSCX vs. TMCPX - Expense Ratio Comparison

SDSCX has a 0.70% expense ratio, which is lower than TMCPX's 0.93% expense ratio.


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

Risk-Adjusted Performance

SDSCX vs. TMCPX — Risk-Adjusted Performance Rank

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

SDSCX
The Risk-Adjusted Performance Rank of SDSCX is 3131
Overall Rank
The Sharpe Ratio Rank of SDSCX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SDSCX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SDSCX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SDSCX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SDSCX is 3131
Martin Ratio Rank

TMCPX
The Risk-Adjusted Performance Rank of TMCPX is 1515
Overall Rank
The Sharpe Ratio Rank of TMCPX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of TMCPX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of TMCPX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of TMCPX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of TMCPX is 1414
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.

SDSCX vs. TMCPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small/Mid Cap Growth Fund (SDSCX) and Touchstone Mid Cap Fund (TMCPX). 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 SDSCX Sharpe Ratio is 0.43, which is higher than the TMCPX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SDSCX and TMCPX, 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

SDSCX vs. TMCPX - Dividend Comparison

SDSCX's dividend yield for the trailing twelve months is around 0.22%, less than TMCPX's 2.58% yield.


TTM20242023202220212020201920182017201620152014
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
0.22%0.22%0.00%0.00%9.19%7.93%0.00%11.15%14.60%2.94%8.40%12.51%
TMCPX
Touchstone Mid Cap Fund
2.58%2.52%0.92%1.43%2.80%1.93%2.96%3.95%1.10%0.58%0.06%0.21%

Drawdowns

SDSCX vs. TMCPX - Drawdown Comparison

The maximum SDSCX drawdown since its inception was -94.10%, which is greater than TMCPX's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for SDSCX and TMCPX.


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

Volatility

SDSCX vs. TMCPX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a higher volatility of 6.48% compared to Touchstone Mid Cap Fund (TMCPX) at 5.66%. This indicates that SDSCX's price experiences larger fluctuations and is considered to be riskier than TMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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