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TDI vs. BEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDI and BEP is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TDI vs. BEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dynamic International ETF (TDI) and Brookfield Renewable Partners L.P. (BEP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TDI:

0.77

BEP:

-0.20

Sortino Ratio

TDI:

1.14

BEP:

-0.08

Omega Ratio

TDI:

1.16

BEP:

0.99

Calmar Ratio

TDI:

0.91

BEP:

-0.15

Martin Ratio

TDI:

3.09

BEP:

-0.49

Ulcer Index

TDI:

4.40%

BEP:

15.68%

Daily Std Dev

TDI:

18.07%

BEP:

34.75%

Max Drawdown

TDI:

-14.99%

BEP:

-54.26%

Current Drawdown

TDI:

-0.49%

BEP:

-40.61%

Returns By Period

In the year-to-date period, TDI achieves a 17.64% return, which is significantly higher than BEP's 7.98% return.


TDI

YTD

17.64%

1M

5.92%

6M

13.68%

1Y

13.74%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BEP

YTD

7.98%

1M

5.06%

6M

-5.46%

1Y

-6.92%

3Y*

-7.76%

5Y*

2.74%

10Y*

9.92%

*Annualized

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Risk-Adjusted Performance

TDI vs. BEP — Risk-Adjusted Performance Rank

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

TDI
The Risk-Adjusted Performance Rank of TDI is 6969
Overall Rank
The Sharpe Ratio Rank of TDI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of TDI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of TDI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TDI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of TDI is 7070
Martin Ratio Rank

BEP
The Risk-Adjusted Performance Rank of BEP is 3737
Overall Rank
The Sharpe Ratio Rank of BEP is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of BEP is 3333
Sortino Ratio Rank
The Omega Ratio Rank of BEP is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BEP is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BEP is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDI vs. BEP - Risk-Adjusted Performance 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.


The current TDI Sharpe Ratio is 0.77, which is higher than the BEP Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of TDI and BEP, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TDI vs. BEP - Dividend Comparison

TDI's dividend yield for the trailing twelve months is around 2.88%, less than BEP's 7.60% yield.


TTM20242023202220212020201920182017201620152014
TDI
Touchstone Dynamic International ETF
2.88%3.39%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BEP
Brookfield Renewable Partners L.P.
7.60%6.23%5.14%5.05%3.40%2.68%6.08%7.57%5.36%7.87%8.33%6.95%

Drawdowns

TDI vs. BEP - Drawdown Comparison

The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum BEP drawdown of -54.26%. Use the drawdown chart below to compare losses from any high point for TDI and BEP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TDI vs. BEP - Volatility Comparison

The current volatility for Touchstone Dynamic International ETF (TDI) is 2.36%, while Brookfield Renewable Partners L.P. (BEP) has a volatility of 8.53%. 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.


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