TDI vs. FID
Compare and contrast key facts about Touchstone Dynamic International ETF (TDI) and First Trust S&P International Dividend Aristocrats ETF (FID).
TDI and FID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDI is an actively managed fund by Touchstone. It was launched on Dec 11, 2023. FID is a passively managed fund by First Trust that tracks the performance of the S&P International Dividend Aristocrats Index. It was launched on Aug 23, 2013.
Performance
TDI vs. FID - Performance Comparison
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TDI vs. FID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 6.61% | 43.12% | 6.39% | 4.12% |
FID First Trust S&P International Dividend Aristocrats ETF | 2.15% | 32.07% | 5.42% | 4.33% |
Returns By Period
In the year-to-date period, TDI achieves a 6.61% return, which is significantly higher than FID's 2.15% return.
TDI
- 1D
- 3.82%
- 1M
- -8.05%
- YTD
- 6.61%
- 6M
- 12.80%
- 1Y
- 40.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FID
- 1D
- 2.22%
- 1M
- -6.49%
- YTD
- 2.15%
- 6M
- 8.16%
- 1Y
- 27.06%
- 3Y*
- 15.05%
- 5Y*
- 7.99%
- 10Y*
- —
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TDI vs. FID - Expense Ratio Comparison
TDI has a 0.65% expense ratio, which is higher than FID's 0.60% expense ratio.
Return for Risk
TDI vs. FID — Risk / Return Rank
TDI
FID
TDI vs. FID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.
| TDI | FID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 2.16 | -0.02 |
Sortino ratioReturn per unit of downside risk | 2.74 | 2.84 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.98 | +0.22 |
Martin ratioReturn relative to average drawdown | 12.78 | 11.27 | +1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDI | FID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.16 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.57 | 0.35 | +1.22 |
Correlation
The correlation between TDI and FID is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TDI vs. FID - Dividend Comparison
TDI's dividend yield for the trailing twelve months is around 1.82%, less than FID's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 1.82% | 1.94% | 3.39% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FID First Trust S&P International Dividend Aristocrats ETF | 4.28% | 4.30% | 4.31% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 1.74% |
Drawdowns
TDI vs. FID - Drawdown Comparison
The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for TDI and FID.
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Drawdown Indicators
| TDI | FID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -39.79% | +24.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -8.93% | -3.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.13% | — |
Current DrawdownCurrent decline from peak | -8.36% | -6.84% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -8.60% | +6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.36% | +0.74% |
Volatility
TDI vs. FID - Volatility Comparison
Touchstone Dynamic International ETF (TDI) has a higher volatility of 9.68% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 4.96%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDI | FID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 4.96% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 7.37% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 12.62% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 17.03% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 19.10% | -2.62% |