PortfoliosLab logo
SEBLX vs. ABALX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEBLX and ABALX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SEBLX vs. ABALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Balanced Fund (SEBLX) and American Funds American Balanced Fund Class A (ABALX). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,973.42%
1,733.50%
SEBLX
ABALX

Key characteristics

Sharpe Ratio

SEBLX:

0.55

ABALX:

0.35

Sortino Ratio

SEBLX:

0.83

ABALX:

0.55

Omega Ratio

SEBLX:

1.12

ABALX:

1.08

Calmar Ratio

SEBLX:

0.55

ABALX:

0.34

Martin Ratio

SEBLX:

2.30

ABALX:

1.12

Ulcer Index

SEBLX:

2.80%

ABALX:

4.00%

Daily Std Dev

SEBLX:

11.80%

ABALX:

12.69%

Max Drawdown

SEBLX:

-33.67%

ABALX:

-39.31%

Current Drawdown

SEBLX:

-6.40%

ABALX:

-7.78%

Returns By Period

In the year-to-date period, SEBLX achieves a -2.95% return, which is significantly lower than ABALX's -1.17% return. Over the past 10 years, SEBLX has underperformed ABALX with an annualized return of 4.28%, while ABALX has yielded a comparatively higher 4.84% annualized return.


SEBLX

YTD

-2.95%

1M

-2.95%

6M

-3.12%

1Y

7.90%

5Y*

7.12%

10Y*

4.28%

ABALX

YTD

-1.17%

1M

-1.86%

6M

-5.36%

1Y

4.91%

5Y*

6.71%

10Y*

4.84%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SEBLX vs. ABALX - Expense Ratio Comparison

SEBLX has a 0.99% expense ratio, which is higher than ABALX's 0.56% expense ratio.


Expense ratio chart for SEBLX: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SEBLX: 0.99%
Expense ratio chart for ABALX: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ABALX: 0.56%

Risk-Adjusted Performance

SEBLX vs. ABALX — Risk-Adjusted Performance Rank

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

SEBLX
The Risk-Adjusted Performance Rank of SEBLX is 6161
Overall Rank
The Sharpe Ratio Rank of SEBLX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SEBLX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SEBLX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SEBLX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SEBLX is 6363
Martin Ratio Rank

ABALX
The Risk-Adjusted Performance Rank of ABALX is 4444
Overall Rank
The Sharpe Ratio Rank of ABALX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ABALX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ABALX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ABALX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ABALX is 4242
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.

SEBLX vs. ABALX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Balanced Fund (SEBLX) and American Funds American Balanced Fund Class A (ABALX). 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 chart of Sharpe ratio for SEBLX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.00
SEBLX: 0.55
ABALX: 0.35
The chart of Sortino ratio for SEBLX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
SEBLX: 0.83
ABALX: 0.55
The chart of Omega ratio for SEBLX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
SEBLX: 1.12
ABALX: 1.08
The chart of Calmar ratio for SEBLX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.00
SEBLX: 0.55
ABALX: 0.34
The chart of Martin ratio for SEBLX, currently valued at 2.30, compared to the broader market0.0010.0020.0030.0040.0050.00
SEBLX: 2.30
ABALX: 1.12

The current SEBLX Sharpe Ratio is 0.55, which is higher than the ABALX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of SEBLX and ABALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.55
0.35
SEBLX
ABALX

Dividends

SEBLX vs. ABALX - Dividend Comparison

SEBLX's dividend yield for the trailing twelve months is around 1.46%, less than ABALX's 2.13% yield.


TTM20242023202220212020201920182017201620152014
SEBLX
Touchstone Balanced Fund
1.46%1.36%1.26%0.99%0.41%1.00%1.41%1.60%1.08%1.32%2.49%6.42%
ABALX
American Funds American Balanced Fund Class A
2.13%2.10%2.36%1.69%1.20%1.32%1.91%2.10%1.79%1.77%2.48%8.15%

Drawdowns

SEBLX vs. ABALX - Drawdown Comparison

The maximum SEBLX drawdown since its inception was -33.67%, smaller than the maximum ABALX drawdown of -39.31%. Use the drawdown chart below to compare losses from any high point for SEBLX and ABALX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.40%
-7.78%
SEBLX
ABALX

Volatility

SEBLX vs. ABALX - Volatility Comparison

Touchstone Balanced Fund (SEBLX) and American Funds American Balanced Fund Class A (ABALX) have volatilities of 8.39% and 8.05%, 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.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.39%
8.05%
SEBLX
ABALX