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TDI vs. DVND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDI vs. DVND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dynamic International ETF (TDI) and Touchstone Dividend Select ETF (DVND). The values are adjusted to include any dividend payments, if applicable.

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TDI vs. DVND - Yearly Performance Comparison


2026 (YTD)202520242023
TDI
Touchstone Dynamic International ETF
6.61%43.12%6.39%4.12%
DVND
Touchstone Dividend Select ETF
0.94%16.36%11.57%3.27%

Returns By Period

In the year-to-date period, TDI achieves a 6.61% return, which is significantly higher than DVND's 0.94% return.


TDI

1D
3.82%
1M
-8.05%
YTD
6.61%
6M
12.80%
1Y
40.45%
3Y*
5Y*
10Y*

DVND

1D
1.84%
1M
-5.37%
YTD
0.94%
6M
2.33%
1Y
15.02%
3Y*
13.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDI vs. DVND - Expense Ratio Comparison

TDI has a 0.65% expense ratio, which is lower than DVND's 0.68% expense ratio.


Return for Risk

TDI vs. DVND — Risk / Return Rank

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

TDI
TDI Risk / Return Rank: 9292
Overall Rank
TDI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TDI Sortino Ratio Rank: 9292
Sortino Ratio Rank
TDI Omega Ratio Rank: 9393
Omega Ratio Rank
TDI Calmar Ratio Rank: 9191
Calmar Ratio Rank
TDI Martin Ratio Rank: 9292
Martin Ratio Rank

DVND
DVND Risk / Return Rank: 5656
Overall Rank
DVND Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DVND Sortino Ratio Rank: 5353
Sortino Ratio Rank
DVND Omega Ratio Rank: 6060
Omega Ratio Rank
DVND Calmar Ratio Rank: 5353
Calmar Ratio Rank
DVND Martin Ratio Rank: 5858
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.

TDI vs. DVND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and Touchstone Dividend Select ETF (DVND). 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.


TDIDVNDDifference

Sharpe ratio

Return per unit of total volatility

2.13

0.99

+1.15

Sortino ratio

Return per unit of downside risk

2.74

1.45

+1.29

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratio

Return relative to maximum drawdown

3.20

1.39

+1.80

Martin ratio

Return relative to average drawdown

12.78

5.88

+6.90

TDI vs. DVND - Sharpe Ratio Comparison

The current TDI Sharpe Ratio is 2.13, which is higher than the DVND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of TDI and DVND, 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


TDIDVNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

0.99

+1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.57

0.89

+0.67

Correlation

The correlation between TDI and DVND is 0.63, 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.


Dividends

TDI vs. DVND - Dividend Comparison

TDI's dividend yield for the trailing twelve months is around 1.82%, less than DVND's 1.97% yield.


TTM2025202420232022
TDI
Touchstone Dynamic International ETF
1.82%1.94%3.39%0.40%0.00%
DVND
Touchstone Dividend Select ETF
1.97%1.93%2.06%2.05%0.71%

Drawdowns

TDI vs. DVND - Drawdown Comparison

The maximum TDI drawdown since its inception was -14.99%, roughly equal to the maximum DVND drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for TDI and DVND.


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Drawdown Indicators


TDIDVNDDifference

Max Drawdown

Largest peak-to-trough decline

-14.99%

-14.83%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-11.48%

-0.93%

Current Drawdown

Current decline from peak

-8.36%

-6.11%

-2.25%

Average Drawdown

Average peak-to-trough decline

-2.20%

-2.50%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.72%

+0.38%

Volatility

TDI vs. DVND - Volatility Comparison

Touchstone Dynamic International ETF (TDI) has a higher volatility of 9.68% compared to Touchstone Dividend Select ETF (DVND) at 3.81%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than DVND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDIDVNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.68%

3.81%

+5.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

7.49%

+6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.07%

15.31%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

13.49%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

13.49%

+2.99%