SENCX vs. BKTSX
SENCX (Touchstone Large Cap Focused Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, SENCX returned 16.05%/yr vs 15.05%/yr for BKTSX. With a 0.96 correlation, they move nearly in lockstep. SENCX charges 0.99%/yr vs 0.02%/yr for BKTSX.
Performance
SENCX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, SENCX achieves a 3.83% return, which is significantly lower than BKTSX's 10.89% return. Over the past 10 years, SENCX has outperformed BKTSX with an annualized return of 16.05%, while BKTSX has yielded a comparatively lower 15.05% annualized return.
SENCX
- 1D
- -0.93%
- 1M
- 1.19%
- YTD
- 3.83%
- 6M
- 4.66%
- 1Y
- 20.69%
- 3Y*
- 17.06%
- 5Y*
- 10.26%
- 10Y*
- 16.05%
BKTSX
- 1D
- -0.75%
- 1M
- 4.00%
- YTD
- 10.89%
- 6M
- 10.63%
- 1Y
- 27.71%
- 3Y*
- 21.99%
- 5Y*
- 12.76%
- 10Y*
- 15.05%
SENCX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SENCX Touchstone Large Cap Focused Fund | 3.83% | 17.56% | 20.29% | 25.00% | -17.55% | 25.26% | 23.83% | 47.43% | -2.60% | 22.91% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.89% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between SENCX and BKTSX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.96 |
The correlation between SENCX and BKTSX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
SENCX vs. BKTSX — Risk / Return Rank
SENCX
BKTSX
SENCX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Focused Fund (SENCX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| SENCX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.14 | -1.41 |
| Martin ratioReturn relative to average drawdown | 7.12 | 14.42 | -7.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SENCX | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.29 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.74 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.82 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.82 | -0.19 |
Drawdowns
SENCX vs. BKTSX - Drawdown Comparison
The maximum SENCX drawdown since its inception was -51.89%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SENCX and BKTSX.
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Drawdown Indicators
| SENCX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -34.97% | -16.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -8.87% | -3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -18.79% | -19.29% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -24.98% | -2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | -34.97% | +3.41% |
Current DrawdownCurrent decline from peak | -1.59% | -0.75% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -4.53% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 1.93% | +1.04% |
Volatility
SENCX vs. BKTSX - Volatility Comparison
Touchstone Large Cap Focused Fund (SENCX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 2.93% and 3.05%, 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.
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Volatility by Period
| SENCX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 3.05% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 9.14% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 12.18% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 17.36% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 18.41% | +0.09% |
SENCX vs. BKTSX - Expense Ratio Comparison
SENCX has a 0.99% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
SENCX vs. BKTSX - Dividend Comparison
SENCX's dividend yield for the trailing twelve months is around 1.41%, more than BKTSX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
SENCX Touchstone Large Cap Focused Fund | 1.41% | 1.46% | 0.66% | 0.65% | 1.58% | 6.74% | 5.59% | 23.32% | 12.26% | 17.28% | 7.08% | 9.70% |
Frequently Asked Questions
With a correlation of 0.93, SENCX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BKTSX has higher volatility (3.05%) compared to SENCX (2.93%). In terms of maximum drawdown, SENCX dropped -51.89% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (2.29 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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