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TCPYX vs. PTSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCPYX vs. PTSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Impact Bond Fund (TCPYX) and Touchstone Sands Capital Select Growth Fund (PTSGX). The values are adjusted to include any dividend payments, if applicable.

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TCPYX vs. PTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCPYX
Touchstone Impact Bond Fund
0.31%6.75%1.77%5.32%-13.07%-1.01%6.72%7.91%0.16%3.94%
PTSGX
Touchstone Sands Capital Select Growth Fund
-13.47%15.27%23.79%51.60%-50.56%3.76%68.92%67.10%5.80%34.42%

Returns By Period

In the year-to-date period, TCPYX achieves a 0.31% return, which is significantly higher than PTSGX's -13.47% return. Over the past 10 years, TCPYX has underperformed PTSGX with an annualized return of 1.70%, while PTSGX has yielded a comparatively higher 14.46% annualized return.


TCPYX

1D
0.22%
1M
-1.19%
YTD
0.31%
6M
1.23%
1Y
3.96%
3Y*
3.75%
5Y*
0.27%
10Y*
1.70%

PTSGX

1D
4.60%
1M
-5.54%
YTD
-13.47%
6M
-18.62%
1Y
8.98%
3Y*
16.73%
5Y*
-0.78%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCPYX vs. PTSGX - Expense Ratio Comparison

TCPYX has a 0.51% expense ratio, which is lower than PTSGX's 1.16% expense ratio.


Return for Risk

TCPYX vs. PTSGX — Risk / Return Rank

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

TCPYX
TCPYX Risk / Return Rank: 4040
Overall Rank
TCPYX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TCPYX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TCPYX Omega Ratio Rank: 3030
Omega Ratio Rank
TCPYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TCPYX Martin Ratio Rank: 3232
Martin Ratio Rank

PTSGX
PTSGX Risk / Return Rank: 1212
Overall Rank
PTSGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PTSGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 1313
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 1010
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.

TCPYX vs. PTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Impact Bond Fund (TCPYX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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.


TCPYXPTSGXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.39

+0.60

Sortino ratio

Return per unit of downside risk

1.43

0.73

+0.70

Omega ratio

Gain probability vs. loss probability

1.18

1.10

+0.08

Calmar ratio

Return relative to maximum drawdown

1.54

0.38

+1.15

Martin ratio

Return relative to average drawdown

4.24

1.10

+3.14

TCPYX vs. PTSGX - Sharpe Ratio Comparison

The current TCPYX Sharpe Ratio is 0.99, which is higher than the PTSGX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TCPYX and PTSGX, 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


TCPYXPTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.39

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.03

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.50

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.35

+0.34

Correlation

The correlation between TCPYX and PTSGX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TCPYX vs. PTSGX - Dividend Comparison

TCPYX's dividend yield for the trailing twelve months is around 3.89%, more than PTSGX's 0.76% yield.


TTM20252024202320222021202020192018201720162015
TCPYX
Touchstone Impact Bond Fund
3.89%3.52%3.68%3.22%2.63%1.91%2.13%2.63%2.86%2.77%2.98%2.91%
PTSGX
Touchstone Sands Capital Select Growth Fund
0.76%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%

Drawdowns

TCPYX vs. PTSGX - Drawdown Comparison

The maximum TCPYX drawdown since its inception was -18.12%, smaller than the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for TCPYX and PTSGX.


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Drawdown Indicators


TCPYXPTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-18.12%

-60.33%

+42.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-24.16%

+21.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.12%

-60.07%

+41.95%

Max Drawdown (10Y)

Largest decline over 10 years

-18.12%

-60.07%

+41.95%

Current Drawdown

Current decline from peak

-2.19%

-21.14%

+18.95%

Average Drawdown

Average peak-to-trough decline

-3.23%

-15.86%

+12.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

8.46%

-7.39%

Volatility

TCPYX vs. PTSGX - Volatility Comparison

The current volatility for Touchstone Impact Bond Fund (TCPYX) is 1.50%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 8.33%. This indicates that TCPYX experiences smaller price fluctuations and is considered to be less risky than PTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCPYXPTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

8.33%

-6.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

16.53%

-13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

26.41%

-21.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

31.03%

-25.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

28.94%

-24.11%