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SEBLX vs. TPYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEBLX vs. TPYAX - Performance Comparison

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

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SEBLX vs. TPYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEBLX
Touchstone Balanced Fund
-6.71%13.59%13.08%18.17%-16.16%13.95%18.74%39.05%-2.74%15.69%
TPYAX
Touchstone International ESG Equity Fund
-17.11%9.60%8.17%23.62%-20.81%10.68%12.71%60.58%-9.40%12.15%

Returns By Period

In the year-to-date period, SEBLX achieves a -6.71% return, which is significantly higher than TPYAX's -17.11% return. Over the past 10 years, SEBLX has outperformed TPYAX with an annualized return of 10.26%, while TPYAX has yielded a comparatively lower 8.21% annualized return.


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%

TPYAX

1D
-0.42%
1M
-15.04%
YTD
-17.11%
6M
-21.02%
1Y
-10.40%
3Y*
3.92%
5Y*
0.15%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEBLX vs. TPYAX - Expense Ratio Comparison

SEBLX has a 0.99% expense ratio, which is lower than TPYAX's 1.17% expense ratio.


Return for Risk

SEBLX vs. TPYAX — Risk / Return Rank

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

SEBLX
SEBLX Risk / Return Rank: 2727
Overall Rank
SEBLX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SEBLX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SEBLX Omega Ratio Rank: 2828
Omega Ratio Rank
SEBLX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SEBLX Martin Ratio Rank: 2727
Martin Ratio Rank

TPYAX
TPYAX Risk / Return Rank: 11
Overall Rank
TPYAX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TPYAX Sortino Ratio Rank: 11
Sortino Ratio Rank
TPYAX Omega Ratio Rank: 11
Omega Ratio Rank
TPYAX Calmar Ratio Rank: 11
Calmar Ratio Rank
TPYAX Martin Ratio Rank: 11
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.

SEBLX vs. TPYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Balanced Fund (SEBLX) and Touchstone International ESG Equity Fund (TPYAX). 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.


SEBLXTPYAXDifference

Sharpe ratio

Return per unit of total volatility

0.67

-0.58

+1.25

Sortino ratio

Return per unit of downside risk

1.03

-0.71

+1.74

Omega ratio

Gain probability vs. loss probability

1.15

0.91

+0.23

Calmar ratio

Return relative to maximum drawdown

0.76

-0.56

+1.31

Martin ratio

Return relative to average drawdown

2.97

-1.80

+4.76

SEBLX vs. TPYAX - Sharpe Ratio Comparison

The current SEBLX Sharpe Ratio is 0.67, which is higher than the TPYAX Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of SEBLX and TPYAX, 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


SEBLXTPYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

-0.58

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.01

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.41

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.27

+0.47

Correlation

The correlation between SEBLX and TPYAX is 0.86, 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. TPYAX - Dividend Comparison

SEBLX's dividend yield for the trailing twelve months is around 5.39%, more than TPYAX's 1.28% yield.


TTM20252024202320222021202020192018201720162015
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%
TPYAX
Touchstone International ESG Equity Fund
1.28%1.06%10.22%4.12%2.32%7.13%0.34%46.57%12.62%4.31%2.46%10.29%

Drawdowns

SEBLX vs. TPYAX - Drawdown Comparison

The maximum SEBLX drawdown since its inception was -36.70%, smaller than the maximum TPYAX drawdown of -57.30%. Use the drawdown chart below to compare losses from any high point for SEBLX and TPYAX.


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Drawdown Indicators


SEBLXTPYAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-57.30%

+20.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-23.78%

+15.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-36.14%

+13.67%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

-36.14%

+13.67%

Current Drawdown

Current decline from peak

-8.08%

-23.78%

+15.70%

Average Drawdown

Average peak-to-trough decline

-3.85%

-11.84%

+7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

7.35%

-5.24%

Volatility

SEBLX vs. TPYAX - Volatility Comparison

The current volatility for Touchstone Balanced Fund (SEBLX) is 3.15%, while Touchstone International ESG Equity Fund (TPYAX) has a volatility of 7.67%. This indicates that SEBLX experiences smaller price fluctuations and is considered to be less risky than TPYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEBLXTPYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

7.67%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

6.05%

13.44%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

20.03%

-8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.18%

18.68%

-7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.15%

20.19%

-8.04%