TCVIX vs. DFVEX
TCVIX (Touchstone Mid Cap Value Fund) and DFVEX (DFA U.S. Vector Equity Fund) are both Mid Cap Value Equities funds. Over the past 10 years, TCVIX returned 9.09%/yr vs 12.08%/yr for DFVEX. Their correlation of 0.94 means they have usually moved in the same direction. TCVIX charges 0.85%/yr vs 0.28%/yr for DFVEX.
Performance
TCVIX vs. DFVEX - Performance Comparison
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Returns By Period
In the year-to-date period, TCVIX achieves a 15.96% return, which is significantly higher than DFVEX's 13.89% return. Over the past 10 years, TCVIX has underperformed DFVEX with an annualized return of 9.09%, while DFVEX has yielded a comparatively higher 12.08% annualized return.
TCVIX
- 1D
- -0.85%
- 1M
- 1.16%
- 6M
- 10.63%
- YTD
- 15.96%
- 1Y
- 25.03%
- 3Y*
- 11.98%
- 5Y*
- 8.09%
- 10Y*
- 9.09%
- ALL TIME*
- 11.05%
DFVEX
- 1D
- 0.99%
- 1M
- 0.84%
- 6M
- 10.03%
- YTD
- 13.89%
- 1Y
- 25.86%
- 3Y*
- 15.60%
- 5Y*
- 11.28%
- 10Y*
- 12.08%
- ALL TIME*
- 9.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TCVIX vs. DFVEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCVIX Touchstone Mid Cap Value Fund | 15.96% | 10.00% | 8.61% | 7.78% | -8.38% | 27.12% | 5.70% | 29.76% | -16.77% | 14.09% |
DFVEX DFA U.S. Vector Equity Fund | 13.89% | 13.66% | 14.36% | 17.60% | -9.96% | 32.10% | 7.53% | 26.11% | -13.24% | 14.15% |
Correlation
The correlation between TCVIX and DFVEX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009 | 0.94 |
The correlation between TCVIX and DFVEX shifts across timeframes, from 0.79 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TCVIX vs. DFVEX — Risk / Return Rank
TCVIX
DFVEX
TCVIX vs. DFVEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Value Fund (TCVIX) and DFA U.S. Vector Equity Fund (DFVEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TCVIX | DFVEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.79 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.47 | 11.51 | -1.04 |
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Drawdowns
TCVIX vs. DFVEX - Drawdown Comparison
The maximum TCVIX drawdown since its inception was -41.89%, smaller than the maximum DFVEX drawdown of -62.71%. Use the drawdown chart below to compare losses from any high point for TCVIX and DFVEX.
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Drawdown Indicators
| TCVIX | DFVEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.89% | -62.71% | +20.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -8.45% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -21.20% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -21.20% | +1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -41.89% | -42.20% | +0.31% |
Current DrawdownCurrent decline from peak | -0.85% | -0.49% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -9.05% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.06% | +0.13% |
Volatility
TCVIX vs. DFVEX - Volatility Comparison
The current volatility for Touchstone Mid Cap Value Fund (TCVIX) is 2.58%, while DFA U.S. Vector Equity Fund (DFVEX) has a volatility of 2.80%. This indicates that TCVIX experiences smaller price fluctuations and is considered to be less risky than DFVEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCVIX | DFVEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 2.80% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 9.34% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 12.38% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 18.08% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 20.04% | -0.96% |
TCVIX vs. DFVEX - Expense Ratio Comparison
TCVIX has a 0.85% expense ratio, which is higher than DFVEX's 0.28% expense ratio.
Dividends
TCVIX vs. DFVEX - Dividend Comparison
TCVIX's dividend yield for the trailing twelve months is around 3.66%, more than DFVEX's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVEX DFA U.S. Vector Equity Fund | 1.09% | 0.91% | 1.26% | 3.33% | 4.94% | 9.56% | 1.28% | 2.98% | 4.09% | 4.41% | 3.46% | 4.59% |
TCVIX Touchstone Mid Cap Value Fund | 3.66% | 4.25% | 5.48% | 1.80% | 6.59% | 6.77% | 0.76% | 0.91% | 5.86% | 6.47% | 4.44% | 7.26% |
Frequently Asked Questions
TCVIX and DFVEX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFVEX has higher volatility (2.80%) compared to TCVIX (2.58%). In terms of maximum drawdown, TCVIX dropped -41.89% vs DFVEX's -62.71%.
DFVEX currently has the higher Sharpe Ratio (1.91 vs 1.70), 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.
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