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TDI vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

TDI vs. BRK-B

Last updated Apr 26, 2025

Compare and contrast key facts about Touchstone Dynamic International ETF (TDI) and Berkshire Hathaway Inc. (BRK-B).

TDI is an actively managed fund by Touchstone. It was launched on Dec 11, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDI or BRK-B.

Correlation

The correlation between TDI and BRK-B is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

-0.50.00.51.0
Correlation: 0.4

Performance

TDI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dynamic International ETF (TDI) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.
10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
21.81%
48.70%
TDI
BRK-B

Key characteristics

Sharpe Ratio

TDI:

0.71

BRK-B:

1.58

Sortino Ratio

TDI:

1.09

BRK-B:

2.22

Omega Ratio

TDI:

1.15

BRK-B:

1.31

Calmar Ratio

TDI:

0.87

BRK-B:

3.40

Martin Ratio

TDI:

2.95

BRK-B:

8.72

Ulcer Index

TDI:

4.41%

BRK-B:

3.43%

Daily Std Dev

TDI:

18.32%

BRK-B:

18.92%

Max Drawdown

TDI:

-14.99%

BRK-B:

-53.86%

Current Drawdown

TDI:

-2.15%

BRK-B:

-1.26%

Returns By Period

In the year-to-date period, TDI achieves a 9.96% return, which is significantly lower than BRK-B's 17.14% return.

TDI

YTD

9.96%

1M

-0.65%

6M

4.97%

1Y

10.88%

5Y*

N/A

10Y*

N/A

BRK-B

YTD

17.14%

1M

-0.42%

6M

16.95%

1Y

31.13%

5Y*

23.33%

10Y*

14.09%

*Annualized

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Risk-Adjusted Performance

TDI vs. BRK-B — 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 7373
Overall Rank
The Sharpe Ratio Rank of TDI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TDI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TDI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TDI is 8080
Calmar Ratio Rank
The Martin Ratio Rank of TDI is 7373
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
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. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and Berkshire Hathaway Inc. (BRK-B). 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 chart of Sharpe ratio for TDI, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
TDI: 0.53
BRK-B: 1.58
The chart of Sortino ratio for TDI, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.00
TDI: 0.86
BRK-B: 2.22
The chart of Omega ratio for TDI, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
TDI: 1.12
BRK-B: 1.31
The chart of Calmar ratio for TDI, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.0012.00
TDI: 0.65
BRK-B: 3.40
The chart of Martin ratio for TDI, currently valued at 2.20, compared to the broader market0.0020.0040.0060.00
TDI: 2.20
BRK-B: 8.72

The current TDI Sharpe Ratio is 0.71, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of TDI and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.53
1.58
TDI
BRK-B

Dividends

TDI vs. BRK-B - Dividend Comparison

TDI's dividend yield for the trailing twelve months is around 3.08%, while BRK-B has not paid dividends to shareholders.

TTM20242023
TDI
Touchstone Dynamic International ETF		3.08%3.39%0.40%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%

Drawdowns

TDI vs. BRK-B - Drawdown Comparison

The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for TDI and BRK-B. For additional features, visit the drawdowns tool.

-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.15%
-1.26%
TDI
BRK-B

Volatility

TDI vs. BRK-B - Volatility Comparison

Touchstone Dynamic International ETF (TDI) has a higher volatility of 11.91% compared to Berkshire Hathaway Inc. (BRK-B) at 10.99%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.91%
10.99%
TDI
BRK-B