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TCPYX vs. TEGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCPYX vs. TEGAX - Performance Comparison

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

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TCPYX vs. TEGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCPYX
Touchstone Impact Bond Fund
0.09%6.75%1.77%5.32%-13.07%-1.01%6.72%7.91%0.16%3.94%
TEGAX
Touchstone Mid Cap Growth Fund
-5.75%9.28%15.99%24.20%-26.18%15.51%27.10%53.26%-3.71%24.17%

Returns By Period

In the year-to-date period, TCPYX achieves a 0.09% return, which is significantly higher than TEGAX's -5.75% return. Over the past 10 years, TCPYX has underperformed TEGAX with an annualized return of 1.67%, while TEGAX has yielded a comparatively higher 12.00% annualized return.


TCPYX

1D
0.55%
1M
-1.93%
YTD
0.09%
6M
1.23%
1Y
4.19%
3Y*
3.67%
5Y*
0.31%
10Y*
1.67%

TEGAX

1D
-1.38%
1M
-9.64%
YTD
-5.75%
6M
-8.51%
1Y
13.82%
3Y*
11.23%
5Y*
5.00%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCPYX vs. TEGAX - Expense Ratio Comparison

TCPYX has a 0.51% expense ratio, which is lower than TEGAX's 1.21% expense ratio.


Return for Risk

TCPYX vs. TEGAX — Risk / Return Rank

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

TCPYX
TCPYX Risk / Return Rank: 5050
Overall Rank
TCPYX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TCPYX Sortino Ratio Rank: 4848
Sortino Ratio Rank
TCPYX Omega Ratio Rank: 3535
Omega Ratio Rank
TCPYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TCPYX Martin Ratio Rank: 4646
Martin Ratio Rank

TEGAX
TEGAX Risk / Return Rank: 2424
Overall Rank
TEGAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TEGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TEGAX Omega Ratio Rank: 2222
Omega Ratio Rank
TEGAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TEGAX Martin Ratio Rank: 2626
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. TEGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Impact Bond Fund (TCPYX) and Touchstone Mid Cap Growth Fund (TEGAX). 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.


TCPYXTEGAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.57

+0.40

Sortino ratio

Return per unit of downside risk

1.40

0.97

+0.43

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.70

0.77

+0.93

Martin ratio

Return relative to average drawdown

4.70

2.79

+1.91

TCPYX vs. TEGAX - Sharpe Ratio Comparison

The current TCPYX Sharpe Ratio is 0.96, which is higher than the TEGAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of TCPYX and TEGAX, 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


TCPYXTEGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.57

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.20

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.52

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.57

+0.12

Correlation

The correlation between TCPYX and TEGAX is -0.15. 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. TEGAX - Dividend Comparison

TCPYX's dividend yield for the trailing twelve months is around 3.90%, less than TEGAX's 12.10% yield.


TTM20252024202320222021202020192018201720162015
TCPYX
Touchstone Impact Bond Fund
3.90%3.52%3.68%3.22%2.63%1.91%2.13%2.63%2.86%2.77%2.98%2.91%
TEGAX
Touchstone Mid Cap Growth Fund
12.10%11.40%2.97%0.00%2.69%16.97%6.67%13.97%8.53%10.06%2.59%8.72%

Drawdowns

TCPYX vs. TEGAX - Drawdown Comparison

The maximum TCPYX drawdown since its inception was -18.12%, smaller than the maximum TEGAX drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for TCPYX and TEGAX.


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Drawdown Indicators


TCPYXTEGAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.12%

-53.30%

+35.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-13.74%

+10.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.12%

-41.38%

+23.26%

Max Drawdown (10Y)

Largest decline over 10 years

-18.12%

-41.38%

+23.26%

Current Drawdown

Current decline from peak

-2.41%

-10.89%

+8.48%

Average Drawdown

Average peak-to-trough decline

-3.23%

-9.27%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

3.81%

-2.75%

Volatility

TCPYX vs. TEGAX - Volatility Comparison

The current volatility for Touchstone Impact Bond Fund (TCPYX) is 1.54%, while Touchstone Mid Cap Growth Fund (TEGAX) has a volatility of 6.18%. This indicates that TCPYX experiences smaller price fluctuations and is considered to be less risky than TEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCPYXTEGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

6.18%

-4.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

12.89%

-10.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

23.72%

-19.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

24.87%

-18.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

23.09%

-18.26%