SENCX vs. VOO
Compare and contrast key facts about Touchstone Large Cap Focused Fund (SENCX) and Vanguard S&P 500 ETF (VOO).
SENCX is managed by Touchstone. It was launched on Jan 12, 1934. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SENCX or VOO.
Key characteristics
| SENCX | VOO | |
|---|---|---|
| YTD Return | 22.37% | 27.15% |
| 1Y Return | 32.50% | 39.90% |
| 3Y Return (Ann) | 4.94% | 10.28% |
| 5Y Return (Ann) | 9.96% | 16.00% |
| 10Y Return (Ann) | 6.50% | 13.43% |
| Sharpe Ratio | 2.77 | 3.15 |
| Sortino Ratio | 3.62 | 4.19 |
| Omega Ratio | 1.52 | 1.59 |
| Calmar Ratio | 2.45 | 4.60 |
| Martin Ratio | 21.15 | 21.00 |
| Ulcer Index | 1.50% | 1.85% |
| Daily Std Dev | 11.46% | 12.34% |
| Max Drawdown | -50.33% | -33.99% |
| Current Drawdown | -0.06% | 0.00% |
Correlation
The correlation between SENCX and VOO is 0.97, 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.
Performance
SENCX vs. VOO - Performance Comparison
In the year-to-date period, SENCX achieves a 22.37% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, SENCX has underperformed VOO with an annualized return of 6.50%, while VOO has yielded a comparatively higher 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SENCX vs. VOO - Expense Ratio Comparison
SENCX has a 0.99% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SENCX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Focused Fund (SENCX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SENCX vs. VOO - Dividend Comparison
SENCX's dividend yield for the trailing twelve months is around 0.46%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SENCX Touchstone Large Cap Focused Fund | 0.46% | 0.57% | 0.16% | 0.08% | 0.18% | 0.63% | 0.72% | 0.98% | 1.24% | 2.82% | 11.75% | 4.37% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SENCX vs. VOO - Drawdown Comparison
The maximum SENCX drawdown since its inception was -50.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SENCX and VOO. For additional features, visit the drawdowns tool.
Volatility
SENCX vs. VOO - Volatility Comparison
The current volatility for Touchstone Large Cap Focused Fund (SENCX) is 3.58%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that SENCX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.