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SENCX vs. TMCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SENCX vs. TMCPX - Performance Comparison

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

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SENCX vs. TMCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, SENCX achieves a -10.24% return, which is significantly lower than TMCPX's -7.96% return. Over the past 10 years, SENCX has outperformed TMCPX with an annualized return of 14.57%, while TMCPX has yielded a comparatively lower 10.15% annualized return.


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%

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)

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SENCX vs. TMCPX - Expense Ratio Comparison

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


Return for Risk

SENCX vs. TMCPX — Risk / Return Rank

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

SENCX
SENCX Risk / Return Rank: 2222
Overall Rank
SENCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SENCX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SENCX Omega Ratio Rank: 2424
Omega Ratio Rank
SENCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SENCX Martin Ratio Rank: 2222
Martin Ratio Rank

TMCPX
TMCPX Risk / Return Rank: 77
Overall Rank
TMCPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMCPX Sortino Ratio Rank: 77
Sortino Ratio Rank
TMCPX Omega Ratio Rank: 77
Omega Ratio Rank
TMCPX Calmar Ratio Rank: 66
Calmar Ratio Rank
TMCPX Martin Ratio Rank: 66
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.

SENCX vs. TMCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Focused Fund (SENCX) 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.


SENCXTMCPXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.09

+0.45

Sortino ratio

Return per unit of downside risk

0.91

0.28

+0.63

Omega ratio

Gain probability vs. loss probability

1.13

1.03

+0.10

Calmar ratio

Return relative to maximum drawdown

0.61

-0.01

+0.62

Martin ratio

Return relative to average drawdown

2.29

-0.03

+2.32

SENCX vs. TMCPX - Sharpe Ratio Comparison

The current SENCX Sharpe Ratio is 0.54, which is higher than the TMCPX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of SENCX 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.


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Sharpe Ratios by Period


SENCXTMCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.09

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.24

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.55

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.47

+0.14

Correlation

The correlation between SENCX and TMCPX is 0.85, 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. TMCPX - Dividend Comparison

SENCX's dividend yield for the trailing twelve months is around 1.63%, less than TMCPX's 2.39% yield.


TTM20252024202320222021202020192018201720162015
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%
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

SENCX vs. TMCPX - Drawdown Comparison

The maximum SENCX drawdown since its inception was -51.89%, smaller than the maximum TMCPX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for SENCX and TMCPX.


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Drawdown Indicators


SENCXTMCPXDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-58.03%

+6.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-13.48%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.82%

-21.47%

-6.35%

Max Drawdown (10Y)

Largest decline over 10 years

-31.56%

-35.54%

+3.98%

Current Drawdown

Current decline from peak

-12.21%

-13.48%

+1.27%

Average Drawdown

Average peak-to-trough decline

-6.39%

-9.64%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

4.15%

-0.90%

Volatility

SENCX vs. TMCPX - Volatility Comparison

The current volatility for Touchstone Large Cap Focused Fund (SENCX) is 4.39%, while Touchstone Mid Cap Fund (TMCPX) has a volatility of 5.60%. This indicates that SENCX 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.


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Volatility by Period


SENCXTMCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

5.60%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

11.66%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

19.65%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

17.63%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

18.39%

+0.07%