TDI vs. BEP
TDI (Touchstone Dynamic International ETF) is Foreign Large Cap Equities fund actively managed by Touchstone, while BEP (Brookfield Renewable Partners L.P.) is a stock. Over the past year, TDI returned 37.17% vs 32.29% for BEP. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
TDI vs. BEP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TDI achieves a 19.01% return, which is significantly lower than BEP's 25.32% return.
TDI
- 1D
- 1.72%
- 1M
- 3.75%
- 6M
- 9.01%
- YTD
- 19.01%
- 1Y
- 37.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 27.37%
BEP
- 1D
- -1.90%
- 1M
- -2.48%
- 6M
- 11.59%
- YTD
- 25.32%
- 1Y
- 32.29%
- 3Y*
- 13.37%
- 5Y*
- 1.35%
- 10Y*
- 13.12%
- ALL TIME*
- 18.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $45.61M | $33.88M | $30.03M | |
| $1.33M | $2.57M | $3.58M |
TDI vs. BEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 19.01% | 43.12% | 6.39% | 4.69% |
BEP Brookfield Renewable Partners L.P. | 25.32% | 25.65% | -8.23% | 4.12% |
Correlation
The correlation between TDI and BEP is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.40 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TDI vs. BEP — Risk / Return Rank
TDI
BEP
TDI vs. BEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and Brookfield Renewable Partners L.P. (BEP). 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.
| TDI | BEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.21 | +0.88 |
| Martin ratioReturn relative to average drawdown | 11.08 | 4.86 | +6.21 |
Loading charts...
Drawdowns
TDI vs. BEP - Drawdown Comparison
The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum BEP drawdown of -53.85%. Use the drawdown chart below to compare losses from any high point for TDI and BEP.
Loading charts...
Drawdown Indicators
| TDI | BEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -53.85% | +38.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -14.67% | +2.58% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -47.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.85% | — |
Current DrawdownCurrent decline from peak | -0.93% | -12.61% | +11.68% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -13.60% | +11.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 6.72% | -3.36% |
Volatility
TDI vs. BEP - Volatility Comparison
The current volatility for Touchstone Dynamic International ETF (TDI) is 5.88%, while Brookfield Renewable Partners L.P. (BEP) has a volatility of 8.05%. This indicates that TDI experiences smaller price fluctuations and is considered to be less risky than BEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TDI | BEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 8.05% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 17.03% | 19.29% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.34% | 28.03% | -8.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 31.04% | -13.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 30.04% | -12.69% |
Dividends
TDI vs. BEP - Dividend Comparison
TDI's dividend yield for the trailing twelve months is around 1.63%, less than BEP's 4.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEP Brookfield Renewable Partners L.P. | 4.63% | 5.53% | 6.23% | 5.14% | 5.05% | 4.42% | 2.68% | 4.42% | 7.57% | 5.36% | 5.99% | 6.34% |
TDI Touchstone Dynamic International ETF | 1.63% | 1.94% | 3.39% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TDI and BEP have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BEP has higher volatility (8.05%) compared to TDI (5.88%). In terms of maximum drawdown, TDI dropped -14.99% vs BEP's -53.85%.
TDI currently has the higher Sharpe Ratio (1.94 vs 1.16), 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.
Find the right allocation for TDI and BEP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer