SEBLX vs. TMCPX

Last updated Apr 1, 2026

Compare and contrast key facts about Touchstone Balanced Fund (SEBLX) and Touchstone Mid Cap Fund (TMCPX).

SEBLX is managed by Touchstone. It was launched on Nov 15, 1938. TMCPX is managed by Touchstone. It was launched on Jan 2, 2003.

Performance

SEBLX vs. TMCPX - Performance Comparison

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

SEBLX vs. TMCPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEBLX Touchstone Balanced Fund	-6.71%	13.59%	13.08%	18.17%	-16.16%	13.95%	18.74%	39.05%	-2.74%	15.69%
TMCPX Touchstone Mid Cap Fund	-7.96%	4.87%	8.48%	27.48%	-15.62%	15.21%	12.56%	39.44%	-3.14%	20.23%

Returns By Period

In the year-to-date period, SEBLX achieves a -6.71% return, which is significantly higher than TMCPX's -7.96% return. Both investments have delivered pretty close results over the past 10 years, with SEBLX having a 10.26% annualized return and TMCPX not far behind at 10.15%.

SEBLX

• 1D: 0.23%
• 1M: -6.47%
• YTD: -6.71%
• 6M: -4.85%
• 1Y: 7.28%
• 3Y*: 9.91%
• 5Y*: 5.51%
• 10Y*: 10.26%

TMCPX

• 1D: -0.23%
• 1M: -11.61%
• YTD: -7.96%
• 6M: -5.28%
• 1Y: 1.10%
• 3Y*: 7.90%
• 5Y*: 4.15%
• 10Y*: 10.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEBLX vs. TMCPX - Expense Ratio Comparison

SEBLX has a 0.99% expense ratio, which is higher than TMCPX's 0.93% expense ratio.

SEBLX

Touchstone Balanced Fund

TMCPX

Touchstone Mid Cap Fund

Return for Risk

SEBLX vs. TMCPX — Risk / Return Rank

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

SEBLX

SEBLX Risk / Return Rank: 27
SEBLX Sharpe Ratio Rank: 28
SEBLX Sortino Ratio Rank: 28
SEBLX Omega Ratio Rank: 28
SEBLX Calmar Ratio Rank: 26
SEBLX Martin Ratio Rank: 27

TMCPX

TMCPX Risk / Return Rank: 7
TMCPX Sharpe Ratio Rank: 7
TMCPX Sortino Ratio Rank: 7
TMCPX Omega Ratio Rank: 7
TMCPX Calmar Ratio Rank: 6
TMCPX Martin Ratio Rank: 6

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.

SEBLX vs. TMCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Balanced Fund (SEBLX) 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.

	SEBLX	TMCPX	Difference
Sharpe ratio Return per unit of total volatility	0.67	0.09	+0.58
Sortino ratio Return per unit of downside risk	1.03	0.28	+0.76
Omega ratio Gain probability vs. loss probability	1.15	1.03	+0.11
Calmar ratio Return relative to maximum drawdown	0.76	-0.01	+0.77
Martin ratio Return relative to average drawdown	2.97	-0.03	+3.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEBLX vs. TMCPX - Sharpe Ratio Comparison

The current SEBLX Sharpe Ratio is 0.67, which is higher than the TMCPX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of SEBLX 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.

Sharpe Ratios by Period

	SEBLX	TMCPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	0.09	+0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.24	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	0.55	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.47	+0.28

Correlation

The correlation between SEBLX 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.

Dividends

SEBLX vs. TMCPX - Dividend Comparison

SEBLX's dividend yield for the trailing twelve months is around 5.39%, more than TMCPX's 2.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEBLX Touchstone Balanced Fund	5.39%	5.03%	1.83%	1.26%	0.99%	2.74%	7.72%	24.06%	7.04%	6.00%	1.98%	5.91%
TMCPX Touchstone Mid Cap Fund	2.39%	2.20%	2.52%	0.92%	1.43%	2.80%	1.93%	5.18%	3.95%	1.10%	0.58%	0.06%

Drawdowns

SEBLX vs. TMCPX - Drawdown Comparison

The maximum SEBLX drawdown since its inception was -36.70%, smaller than the maximum TMCPX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for SEBLX and TMCPX.

Drawdown Indicators

	SEBLX	TMCPX	Difference
Max Drawdown Largest peak-to-trough decline	-36.70%	-58.03%	+21.33%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-13.48%	+5.18%
Max Drawdown (5Y) Largest decline over 5 years	-22.47%	-21.47%	-1.00%
Max Drawdown (10Y) Largest decline over 10 years	-22.47%	-35.54%	+13.07%
Current Drawdown Current decline from peak	-8.08%	-13.48%	+5.40%
Average Drawdown Average peak-to-trough decline	-3.85%	-9.64%	+5.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	4.15%	-2.04%

Volatility

SEBLX vs. TMCPX - Volatility Comparison

The current volatility for Touchstone Balanced Fund (SEBLX) is 3.15%, while Touchstone Mid Cap Fund (TMCPX) has a volatility of 5.60%. This indicates that SEBLX experiences smaller price fluctuations and is considered to be less risky than TMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEBLX	TMCPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.15%	5.60%	-2.45%
Volatility (6M) Calculated over the trailing 6-month period	6.05%	11.66%	-5.61%
Volatility (1Y) Calculated over the trailing 1-year period	11.33%	19.65%	-8.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.18%	17.63%	-6.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.15%	18.39%	-6.24%