Correlation
The correlation between TDI and SPY is 0.65, 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.
TDI vs. SPY
Compare and contrast key facts about Touchstone Dynamic International ETF (TDI) and SPDR S&P 500 ETF (SPY).
TDI and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDI or SPY.
Performance
TDI vs. SPY - Performance Comparison
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Key characteristics
TDI:
0.75
SPY:
0.57
TDI:
1.05
SPY:
0.87
TDI:
1.15
SPY:
1.13
TDI:
0.83
SPY:
0.55
TDI:
2.81
SPY:
2.11
TDI:
4.41%
SPY:
4.91%
TDI:
18.15%
SPY:
20.35%
TDI:
-14.99%
SPY:
-55.19%
TDI:
0.00%
SPY:
-5.23%
Returns By Period
In the year-to-date period, TDI achieves a 17.37% return, which is significantly higher than SPY's -0.89% return.
TDI
17.37%
6.74%
14.12%
12.62%
N/A
N/A
N/A
SPY
-0.89%
5.17%
-2.13%
10.77%
15.38%
16.09%
12.57%
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TDI vs. SPY - Expense Ratio Comparison
TDI has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
TDI vs. SPY — Risk-Adjusted Performance Rank
TDI
SPY
TDI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
TDI vs. SPY - Dividend Comparison
TDI's dividend yield for the trailing twelve months is around 2.89%, more than SPY's 1.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDI Touchstone Dynamic International ETF | 2.89% | 3.39% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.24% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
TDI vs. SPY - Drawdown Comparison
The maximum TDI drawdown since its inception was -14.99%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TDI and SPY.
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Volatility
TDI vs. SPY - Volatility Comparison
The current volatility for Touchstone Dynamic International ETF (TDI) is 2.14%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.45%. This indicates that TDI experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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