TDI vs. SIO
TDI (Touchstone Dynamic International ETF) and SIO (Touchstone Strategic Income Opportunities ETF) are both exchange-traded funds - TDI is a Foreign Large Cap Equities fund actively managed by Touchstone, while SIO is a Multisector Bonds fund actively managed by Touchstone. Both are actively managed. Over the past year, TDI returned 36.74% vs 5.76% for SIO. At a 0.30 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.
Performance
TDI vs. SIO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TDI achieves a 16.29% return, which is significantly higher than SIO's 0.87% return.
TDI
- 1D
- 0.20%
- 1M
- -1.97%
- 6M
- 10.00%
- YTD
- 16.29%
- 1Y
- 36.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIO
- 1D
- 0.24%
- 1M
- -0.33%
- 6M
- 0.43%
- YTD
- 0.87%
- 1Y
- 5.76%
- 3Y*
- 7.04%
- 5Y*
- —
- 10Y*
- —
TDI vs. SIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 16.29% | 43.12% | 6.39% | 4.69% |
SIO Touchstone Strategic Income Opportunities ETF | 0.87% | 9.29% | 6.15% | 2.61% |
Correlation
The correlation between TDI and SIO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.30 |
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. SIO — Risk / Return Rank
TDI
SIO
TDI vs. SIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and Touchstone Strategic Income Opportunities ETF (SIO). 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 | SIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.21 | +0.85 |
| Martin ratioReturn relative to average drawdown | 11.32 | 6.45 | +4.87 |
Loading charts...
Drawdowns
TDI vs. SIO - Drawdown Comparison
The maximum TDI drawdown since its inception was -14.99%, which is greater than SIO's maximum drawdown of -6.94%. Use the drawdown chart below to compare losses from any high point for TDI and SIO.
Loading charts...
Drawdown Indicators
| TDI | SIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -6.94% | -8.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -2.62% | -9.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.34% | — |
Current DrawdownCurrent decline from peak | -3.20% | -1.06% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -1.23% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 0.90% | +2.35% |
Volatility
TDI vs. SIO - Volatility Comparison
Touchstone Dynamic International ETF (TDI) has a higher volatility of 5.83% compared to Touchstone Strategic Income Opportunities ETF (SIO) at 1.02%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than SIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TDI | SIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 1.02% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 16.69% | 2.69% | +14.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 4.31% | +14.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 4.96% | +12.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 4.96% | +12.30% |
TDI vs. SIO - Expense Ratio Comparison
Both TDI and SIO have an expense ratio of 0.65%.
Dividends
TDI vs. SIO - Dividend Comparison
TDI's dividend yield for the trailing twelve months is around 1.67%, less than SIO's 7.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SIO Touchstone Strategic Income Opportunities ETF | 7.00% | 6.80% | 5.30% | 5.37% | 3.12% |
TDI Touchstone Dynamic International ETF | 1.67% | 1.94% | 3.39% | 0.40% | 0.00% |
Frequently Asked Questions
TDI and SIO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDI has higher volatility (5.83%) compared to SIO (1.02%). In terms of maximum drawdown, TDI dropped -14.99% vs SIO's -6.94%.
On 1-year performance, TDI leads with 36.74% vs 5.76% for SIO. Both ETFs have the same 0.65% expense ratio. On volatility, SIO has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TDI has performed better with a 36.74% return vs 5.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDI and SIO have the same expense ratio: 0.65% per year.
SIO has the higher dividend yield at 7.00%, compared with 1.67% for TDI.
TDI is categorized as Foreign Large Cap Equities, while SIO is Multisector Bonds.
TDI currently has the higher Sharpe Ratio (1.96 vs 1.37), 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 SIO
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