SENCX vs. SPY
Compare and contrast key facts about Touchstone Large Cap Focused Fund (SENCX) and State Street SPDR S&P 500 ETF (SPY).
SENCX is managed by Touchstone. It was launched on Jan 12, 1934. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
SENCX vs. SPY - Performance Comparison
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SENCX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SENCX Touchstone Large Cap Focused Fund | -10.24% | 17.56% | 20.29% | 25.00% | -17.55% | 25.26% | 23.83% | 47.43% | -2.60% | 22.91% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, SENCX achieves a -10.24% return, which is significantly lower than SPY's -4.37% return. Both investments have delivered pretty close results over the past 10 years, with SENCX having a 14.57% annualized return and SPY not far behind at 13.98%.
SENCX
- 1D
- 0.07%
- 1M
- -8.79%
- YTD
- -10.24%
- 6M
- -7.50%
- 1Y
- 9.53%
- 3Y*
- 13.61%
- 5Y*
- 8.61%
- 10Y*
- 14.57%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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SENCX vs. SPY - Expense Ratio Comparison
SENCX has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
SENCX vs. SPY — Risk / Return Rank
SENCX
SPY
SENCX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Focused Fund (SENCX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.93 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.45 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.53 | -0.92 |
Martin ratioReturn relative to average drawdown | 2.29 | 7.30 | -5.01 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.93 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.69 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.78 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.56 | +0.05 |
Correlation
The correlation between SENCX and SPY is 0.94, 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
SENCX vs. SPY - Dividend Comparison
SENCX's dividend yield for the trailing twelve months is around 1.63%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SENCX Touchstone Large Cap Focused Fund | 1.63% | 1.46% | 0.66% | 0.65% | 1.58% | 6.74% | 5.59% | 23.32% | 12.26% | 17.28% | 7.08% | 9.70% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
SENCX vs. SPY - Drawdown Comparison
The maximum SENCX drawdown since its inception was -51.89%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SENCX and SPY.
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Drawdown Indicators
| SENCX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -55.19% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -12.05% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -24.50% | -3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | -33.72% | +2.16% |
Current DrawdownCurrent decline from peak | -12.21% | -6.24% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -9.09% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.52% | +0.73% |
Volatility
SENCX vs. SPY - Volatility Comparison
The current volatility for Touchstone Large Cap Focused Fund (SENCX) is 4.39%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that SENCX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SENCX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 5.31% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 9.47% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.49% | 19.05% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 17.06% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 17.92% | +0.54% |