SENCX vs. TQCAX

Last updated Jun 5, 2026

SENCX (Touchstone Large Cap Focused Fund) and TQCAX (Touchstone Dividend Equity Fund) are both mutual funds - SENCX is a Large Cap Blend Equities fund managed by Touchstone, while TQCAX is a Large Cap Value Equities fund managed by Touchstone. Over the past 3 years, SENCX returned 17.06%/yr vs 16.71%/yr for TQCAX. Their correlation of 0.84 suggests significant overlap in exposure. SENCX charges 0.99%/yr vs 1.04%/yr for TQCAX.

Performance

SENCX vs. TQCAX - Performance Comparison

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

Returns By Period

In the year-to-date period, SENCX achieves a 3.83% return, which is significantly lower than TQCAX's 10.31% 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%

TQCAX

• 1D: -0.46%
• 1M: 3.15%
• YTD: 10.31%
• 6M: 11.17%
• 1Y: 24.74%
• 3Y*: 16.71%
• 5Y*: —
• 10Y*: —

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

SENCX vs. TQCAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SENCX Touchstone Large Cap Focused Fund	3.83%	17.56%	20.29%	25.00%	-17.55%	6.40%
TQCAX Touchstone Dividend Equity Fund	10.31%	16.36%	12.60%	10.89%	-5.76%	8.12%

Correlation

The correlation between SENCX and TQCAX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jul 21, 2021	0.84

The correlation between SENCX and TQCAX shifts across timeframes, from 0.71 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SENCX vs. TQCAX — Risk / Return Rank

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

SENCX

SENCX Risk / Return Rank: 32
SENCX Sharpe Ratio Rank: 36
SENCX Sortino Ratio Rank: 34
SENCX Omega Ratio Rank: 35
SENCX Calmar Ratio Rank: 23
SENCX Martin Ratio Rank: 31

TQCAX

TQCAX Risk / Return Rank: 73
TQCAX Sharpe Ratio Rank: 75
TQCAX Sortino Ratio Rank: 74
TQCAX Omega Ratio Rank: 69
TQCAX Calmar Ratio Rank: 77
TQCAX Martin Ratio Rank: 72

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. TQCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Focused Fund (SENCX) and Touchstone Dividend Equity Fund (TQCAX). 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	TQCAX	Difference
Sharpe ratio: Return per unit of total volatility	1.71	2.47	-0.76
Sortino ratio: Return per unit of downside risk	2.41	3.51	-1.10
Omega ratio: Gain probability vs. loss probability	1.31	1.45	-0.14
Calmar ratio: Return relative to maximum drawdown	1.72	3.35	-1.63
Martin ratio: Return relative to average drawdown	7.12	13.13	-6.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SENCX vs. TQCAX - Sharpe Ratio Comparison

The current SENCX Sharpe Ratio is 1.71, which is lower than the TQCAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of SENCX and TQCAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SENCX	TQCAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.71	2.47	-0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.72	-0.09

Drawdowns

SENCX vs. TQCAX - Drawdown Comparison

The maximum SENCX drawdown since its inception was -51.89%, which is greater than TQCAX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SENCX and TQCAX.

Drawdown Indicators

	SENCX	TQCAX	Difference
Max Drawdown Largest peak-to-trough decline	-51.89%	-18.84%	-33.05%
Max Drawdown (1Y) Largest decline over 1 year	-12.27%	-7.37%	-4.90%
Max Drawdown (3Y) Largest decline over 3 years	-18.79%	-15.96%	-2.83%
Max Drawdown (5Y) Largest decline over 5 years	-27.82%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.56%	—	—
Current Drawdown Current decline from peak	-1.59%	-0.46%	-1.13%
Average Drawdown Average peak-to-trough decline	-6.37%	-3.73%	-2.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	1.88%	+1.09%

Volatility

SENCX vs. TQCAX - Volatility Comparison

Touchstone Large Cap Focused Fund (SENCX) has a higher volatility of 2.93% compared to Touchstone Dividend Equity Fund (TQCAX) at 2.23%. This indicates that SENCX's price experiences larger fluctuations and is considered to be riskier than TQCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SENCX	TQCAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	2.23%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	9.43%	7.30%	+2.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.39%	10.04%	+2.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	14.70%	+2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.50%	14.70%	+3.80%

SENCX vs. TQCAX - Expense Ratio Comparison

SENCX has a 0.99% expense ratio, which is lower than TQCAX's 1.04% expense ratio.

Dividends

SENCX vs. TQCAX - Dividend Comparison

SENCX's dividend yield for the trailing twelve months is around 1.41%, less than TQCAX's 5.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TQCAX Touchstone Dividend Equity Fund	5.86%	6.40%	7.16%	4.69%	5.30%	2.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SENCX and TQCAX in my portfolio?

SENCX and TQCAX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SENCX or TQCAX?

SENCX has higher volatility (2.93%) compared to TQCAX (2.23%). In terms of maximum drawdown, SENCX dropped -51.89% vs TQCAX's -18.84%.

Which has better risk-adjusted returns?

TQCAX currently has the higher Sharpe Ratio (2.47 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.